Zobrazeno 1 - 10
of 1 187
pro vyhledávání: '"BASIS POINT"'
Autor:
Sasha Indarte
Publikováno v:
The Review of Financial Studies.
How does the health of creditors affect the pass-through of monetary policy to households? In a financial crisis, asset losses among creditors can either dampen or amplify the effects of monetary policy on lending, depending on how these losses and p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e83d6dc271f9e01f5d10cc7464c2b95a
https://doi.org/10.1093/rfs/hhad036
https://doi.org/10.1093/rfs/hhad036
Publikováno v:
International Finance Discussion Paper. :1-56
We investigate the effect of climate change, through natural disasters, on corporate borrowing costs. We test for this relation by exploiting banks’ loan pricing to unaffected, but at-risk, borrowers after a climate change related disaster. We
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f69fc8d9dcdd87413e8eb7e6328a5de6
https://doi.org/10.17016/ifdp.2022.1345
https://doi.org/10.17016/ifdp.2022.1345
Publikováno v:
Journal of Financial Economics. 144:328-346
We document issuance overpricing of corporate debt securities in China, which is robust across subsamples with different credit ratings, maturities, and issuers. This phenomenon contrasts with underpricing of equity and debt securities in Western cou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a0615188c8d97a452e25e9cc616cbf3d
https://doi.org/10.1016/j.jfineco.2021.06.010
https://doi.org/10.1016/j.jfineco.2021.06.010
Autor:
Kresno Wikan Sadono
Publikováno v:
Teknik, Vol 37, Iss 2, Pp 64-71 (2016)
Persamaan differensial banyak digunakan untuk menggambarkan berbagai fenomena dalam bidang sains dan rekayasa. Berbagai masalah komplek dalam kehidupan sehari-hari dapat dimodelkan dengan persamaan differensial dan diselesaikan dengan metode numerik.
Externí odkaz:
https://doaj.org/article/fee7a848ae82493c90b050142cf2b452
Publikováno v:
The Energy Journal, 43(2), 181-214. INT ASSOC ENERGY ECONOMICS
he transition from high- to lower-carbon production systems increasingly creates regulatory and market risks for high-emitting firms. We test to what extent equity market investors demand a premium to compensate for such risks and thus might raise fi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ae5afeb52fece0e823692afb53874b8
https://doi.org/10.5547/01956574.43.2.atri
https://doi.org/10.5547/01956574.43.2.atri
Autor:
Wujiang Lou
Publikováno v:
The Journal of Derivatives. 29:83-97
The Secured Overnight Financing Rate (SOFR) is on a finishing path to replace US dollar LIBOR. A key issue remains, however, namely the lack of credit sensitive, termed rates equivalent to LIBOR rates. Back to SOFR’s root in the Treasury repo marke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ace21f7f1011529a6fd1a759a3d37cca
https://doi.org/10.3905/jod.2022.1.153
https://doi.org/10.3905/jod.2022.1.153
Publikováno v:
International Journal of Islamic and Middle Eastern Finance and Management.
Purpose Political risk is an important determinant of portfolio returns. The basic purpose of this study is to revisit the importance of political risk in a constrained portfolio, namely, a Shariah-compliant equity portfolio (SCEP). Furthermore, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::849c91e34e01704a886e077b94cee5e7
https://doi.org/10.1108/imefm-08-2022-0317
https://doi.org/10.1108/imefm-08-2022-0317
Autor:
Luca A Ricci, Metodij Hadzi-Vaskov
Publikováno v:
Journal of Money, Credit and Banking. 54:1777-1802
Does gross or net debt matter for long-term sovereign spreads in emerging markets? The topic is important for undestanding the borrowing cost implications of public assetliability management decisions (e.g. using assets to lower debt). We investigate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d70a68ccefdcc64d7f37ed35d5c525f0
https://doi.org/10.1111/jmcb.12878
https://doi.org/10.1111/jmcb.12878
Publikováno v:
International Review of Economics & Finance. 76:451-477
We are the first to investigate whether close-to-open overnight returns can measure firm-specific investor sentiment in China. Empirically, we find that in the short term, overnight returns persist for up to four weeks, and the persistence is stronge
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::72480b182410dd7f963a2c3d6aecacf0
https://doi.org/10.1016/j.iref.2021.06.003
https://doi.org/10.1016/j.iref.2021.06.003
Autor:
You Suk Kim, Yesol Huh
Publikováno v:
The Review of Financial Studies. 35:3574-3616
By allowing different agency mortgage-backed securities (MBS) to be traded based on limited characteristics, the to-be-announced (TBA) market generates liquidity and benefits the MBS market broadly. We quantify effects of the TBA structure on mortgag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f672986a2ee255fa1911716479405f0a
https://doi.org/10.1093/rfs/hhab116
https://doi.org/10.1093/rfs/hhab116