Expert Journal of Economics, 2019 The study proposes and tests a risk-free rate model that simultaneously lets the risk-free rate migrate between rating categories as risk-free rate ranges, and follow a random walk within rating categories as risk-free rate ranges.
Brian BARNARD
doaj
Sovereign rating after private and official restructuring. [PDF]
Econ Lett, 2020 Marchesi S, Masi T.
europepmc +1 more source
Estimating Default Probabilities of Emerging Market Sovereigns: A New Look at a Not-So-New Literature [PDF]
The January 2001 proposal for a New Basel Capital Accord has renewed the interest in obtaining default probabilities for various types of borrowers. This paper uses a panel logit model to estimate default probabilities of 78 emerging market countries ...
Marcel Peter
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When is debt a menace? The economic and political aspects of debt sustainability [PDF]
, 2011 Just when it seemed like sovereign default was a virtual impossibility in the developed world, the turmoil in sovereign debt markets triggered by explosive debt growth in the wake of the financial crisis raised new fears about fiscal prospects in many ...
Barta, Zsófia
core
Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
wiley +1 more source
Estimating the country risk premium in emerging markets: the case of the Republic of Macedonia [PDF]
Financial Theory and Practice, 2012 Estimation of the cost of capital is difficult in developed markets and even more difficult in emerging markets. Investments in the emerging markets are more risky than in the developed markets but return is also higher.
Aleksandar Naumoski
doaj
Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over [PDF]
We propose a model of rating agencies that is an application of global game theory in which heterogeneous investors act strategically. The model allows us to explore the impact of the introduction of a rating agency on financial markets.
Galina B. Hale, Mark A. Carlson
core
Multiple ETS family transcription factors bind mutant p53 via distinct interaction regions
FEBS Letters, EarlyView.Mutant p53 gain‐of‐function is thought to be mediated by interaction with other transcription factors. We identify multiple ETS transcription factors that can bind mutant p53 and found that this interaction can be promoted by a PXXPP motif. ETS proteins that strongly bound mutant p53 were upregulated in ovarian cancer compared to ETS proteins that ...
Stephanie A. Metcalf +6 more
wiley +1 more source
Examining the Behavior of Credit Rating Agencies Post 2008 Economic Turmoil
International Journal of Management and Economics, 2017 The demand for sovereign ratings has increased throughout last decades. Until the1990’s, credit rating agencies (CRAs) did not rate most of the emerging markets and the focus was almost only on developed countries, however, during this decade the number ...
Uslu Çağrı L.
doaj +1 more source
Do Global Credit Rating Agencies Think Globally? The Information Content of Firm Ratings around the World [PDF]
What is the information content of firm ratings? We disentangle the relative contribution to firms? ratings of sovereign risks and individual firms? performance indicators, reportedly employed by rating agencies. We reach three conclusions.
Ferri, Giovanni, Li-Gang Liu
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