Works matching DE "COUNTERPARTY risk"
Results: 790
CREDIT BORROWER SECTOR OF ECONOMY AND CREDIT RISK FOR BANKS.
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- Journal of Finance & Financial Law / Finanse i Prawo Finansowe, 2024, v. 4, n. 44, p. 95, doi. 10.18778/2391-6478.4.44.06
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Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System.
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- Journal of Economic Issues, 2014, v. 48, n. 1, p. 1, doi. 10.2753/JEI0021-3624480101
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On the speed of adjustment (SOA) toward the target financial leverage ratios and its determinants: Evidence from the capital structure of the ICT sector.
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- Journal of Evolutionary Economics, 2024, v. 34, n. 4, p. 953, doi. 10.1007/s00191-024-00877-3
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To burn or not to burn: governance of wildfires in Australia.
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- Ecology & Society, 2024, v. 29, n. 1, p. 1, doi. 10.5751/ES-14801-290108
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An international reserves variation threshold to increase loan funding.
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- International Economics & Economic Policy, 2021, v. 18, n. 2, p. 247, doi. 10.1007/s10368-021-00491-9
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Performance of GPU for Pricing Financial Derivatives: Convertible Bonds.
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- Journal of Information Science & Engineering, 2014, v. 30, n. 1, p. 141
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Green Buildings in Commercial Mortgage‐Backed Securities: The Effects of LEED and Energy Star Certification on Default Risk and Loan Terms.
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- Real Estate Economics, 2020, v. 48, n. 1, p. 7, doi. 10.1111/1540-6229.12228
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The Impact of Transitory Climate Risk on Firm Valuation and Financial Institutions: A Stress Test Approach.
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- Schmalenbach Journal of Business Research (SBUR), 2024, v. 76, n. 1, p. 63, doi. 10.1007/s41471-023-00166-y
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Company Cost of Capital and Leverage: A Simplified Textbook Relationship Revisited.
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- Schmalenbach Journal of Business Research (SBUR), 2023, v. 75, n. 1, p. 37, doi. 10.1007/s41471-022-00144-w
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The Impact of The Sovereign Credit Rating on The Possibility of Financing External Loans to The Iraqi Economy.
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- Journal of Economics & Administrative Sciences, 2024, v. 30, n. 141, p. 302, doi. 10.33095/r5ghj414
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海绵城市 PPP 项目利益攸关方关键风险识别研究.
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- Journal of Engineering Management / Gongcheng Guanli Xuebao, 2022, v. 36, n. 1, p. 92, doi. 10.13991/j.cnki.jem.2022.01.016
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Optimization for stochastic model arisen from investment problem associated with default risk.
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- International Journal of Financial Engineering, 2024, v. 11, n. 3, p. 1, doi. 10.1142/S2424786324500063
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Evaluating farmers' credit risk: A decision combination approach based on credit feature.
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- International Journal of Financial Engineering, 2022, v. 9, n. 3, p. 1, doi. 10.1142/S2424786322500153
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Default Risk, Productivity, and the Environment: Theory and Evidence from U.S. Manufacturing.
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- Environmental & Resource Economics, 2020, v. 75, n. 4, p. 677, doi. 10.1007/s10640-020-00404-5
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Causes of Mortgage Loan Prepayment.
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- World of Real Estate Journal / Swiat Nieruchomosci, 2020, v. 111, p. 16, doi. 10.14659/WOREJ.2020.111.02
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Does Debt Have Threshold Effects on Medium-Term Growth? Evidence from European Union Countries.
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- Our Economy / Nase Gospodarstvo, 2022, v. 68, n. 2, p. 1, doi. 10.2478/ngoe-2022-0007
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Sovereign default network and currency risk premia.
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- Financial Innovation, 2023, n. 1, p. 1, doi. 10.1186/s40854-023-00485-3
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COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market.
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- Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00300-x
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Impact of COVID-19 on European banks' credit ratings.
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- Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 3, p. 1, doi. 10.1080/1331677X.2022.2153717
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Corporate board and default risk of financial firms.
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- Economic Research-Ekonomska Istrazivanja, 2022, v. 35, n. 1, p. 511, doi. 10.1080/1331677X.2021.1909490
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Knowledge mapping of credit risk research: scientometrics analysis using CiteSpace.
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- Economic Research-Ekonomska Istrazivanja, 2019, v. 32, n. 1, p. 3457, doi. 10.1080/1331677X.2019.1660202
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Impact of Social Capital on Information Asymmetry and Bank Financing.
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- International Journal of Business & Economics, 2022, v. 21, n. 2, p. 129
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Trustees versus fiscal agents and default risk in international sovereign bonds.
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- European Journal of Law & Economics, 2012, v. 34, n. 3, p. 425, doi. 10.1007/s10657-010-9208-5
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Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty.
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- Quantitative Finance, 2024, v. 24, n. 7, p. 909, doi. 10.1080/14697688.2024.2363863
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A cost-sensitive ensemble deep forest approach for extremely imbalanced credit fraud detection.
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- Quantitative Finance, 2023, v. 23, n. 10, p. 1397, doi. 10.1080/14697688.2023.2230264
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A default contagion model for pricing defaultable bonds from an information based perspective.
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- Quantitative Finance, 2023, v. 23, n. 1, p. 169, doi. 10.1080/14697688.2022.2138776
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The impact of CoCo bonds on systemic risk considering liquidity risk.
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- Quantitative Finance, 2022, v. 22, n. 2, p. 385, doi. 10.1080/14697688.2021.1909113
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A new framework for examining creditworthiness of borrowers: the mover-stayer model with covariate and macroeconomic effects.
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- Quantitative Finance, 2021, v. 21, n. 9, p. 1491, doi. 10.1080/14697688.2021.1917773
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Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling.
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- Quantitative Finance, 2021, v. 21, n. 9, p. 1501, doi. 10.1080/14697688.2021.1890807
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XVA analysis from the balance sheet.
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- Quantitative Finance, 2021, v. 21, n. 1, p. 99, doi. 10.1080/14697688.2020.1817533
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Digital economy era: the role of the telecommunications sector in frequency-dependent default risk connectedness.
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- Quantitative Finance, 2020, v. 20, n. 12, p. 2085, doi. 10.1080/14697688.2020.1814038
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From equity to default correlation with taxes.
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- Quantitative Finance, 2020, v. 20, n. 8, p. 1373, doi. 10.1080/14697688.2020.1726436
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Probability weighting and default risk: a possible explanation for distressed stock puzzles.
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- Quantitative Finance, 2020, v. 20, n. 5, p. 745, doi. 10.1080/14697688.2019.1698057
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A set-valued Markov chain approach to credit default.
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- Quantitative Finance, 2020, v. 20, n. 4, p. 669, doi. 10.1080/14697688.2019.1693053
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Universal regimes for rates and inflation: the effect of local elasticity on market and counterparty risk.
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- Quantitative Finance, 2020, v. 20, n. 1, p. 99, doi. 10.1080/14697688.2019.1636124
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Dynamic credit default swap curves in a network topology.
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- Quantitative Finance, 2019, v. 19, n. 10, p. 1705, doi. 10.1080/14697688.2019.1585560
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Non-linear Gaussian sovereign CDS pricing models.
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- Quantitative Finance, 2019, v. 19, n. 2, p. 191, doi. 10.1080/14697688.2018.1459808
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Efficient exposure computation by risk factor decomposition.
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- Quantitative Finance, 2018, v. 18, n. 10, p. 1657, doi. 10.1080/14697688.2018.1435902
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Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market.
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- Quantitative Finance, 2017, v. 17, n. 2, p. 299, doi. 10.1080/14697688.2016.1189590
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Effects of market default risk on index option risk-neutral moments.
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- Quantitative Finance, 2015, v. 15, n. 12, p. 2021, doi. 10.1080/14697688.2014.1000367
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Does financial connectedness predict crises?
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- Quantitative Finance, 2015, v. 15, n. 4, p. 607, doi. 10.1080/14697688.2014.968358
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Filling in the blanks: network structure and interbank contagion.
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- Quantitative Finance, 2015, v. 15, n. 4, p. 625, doi. 10.1080/14697688.2014.968195
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Pricing credit default swaps with bilateral value adjustments.
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- Quantitative Finance, 2014, v. 14, n. 1, p. 171, doi. 10.1080/14697688.2013.828239
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Default probability estimation in small samples—with an application to sovereign bonds.
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- Quantitative Finance, 2013, v. 13, n. 12, p. 1891, doi. 10.1080/14697688.2013.792436
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The impact of different correlation approaches on valuing credit default swaps with counterparty risk.
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- Quantitative Finance, 2013, v. 13, n. 12, p. 1903, doi. 10.1080/14697688.2012.750008
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Contagion models a la carte: which one to choose?
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- Quantitative Finance, 2013, v. 13, n. 3, p. 399, doi. 10.1080/14697688.2012.708428
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General Approach of Retailer's Credit Period and Ordering Policy for Non-Instantaneous Deteriorating Items having Ramp-Type Demand Pattern.
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- Journal of Supply Chain Management Systems, 2020, v. 9, n. 2/3, p. 20
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Author Index VOLUME 13 (2023).
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- Quarterly Journal of Finance, 2023, v. 11, n. 3/4, p. 1, doi. 10.1142/S201013922399001X
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- Article
Price Discovery in the CDS Market: Evidence from Corporate Acquisitions.
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- Quarterly Journal of Finance, 2023, v. 11, n. 3/4, p. 1, doi. 10.1142/S2010139223500143
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Accounting Information Completeness and Firm Default Risk.
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- Quarterly Journal of Finance, 2023, v. 13, n. 1, p. 1, doi. 10.1142/S2010139223500027
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