Zobrazeno 1 - 10
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pro vyhledávání: '"Credit event"'
Akademický článek
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Akademický článek
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Publikováno v:
The Journal of Fixed Income. 31:6-26
In this article, we use a structural credit risk model developed by Geske (1977) and generalized by Chen et al. (2014) to assess the delinquency risk of US Treasury debt implied by US sovereign CDS spreads. We also use the fitted structural model to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b44759c1e45ec3374de4f71705e407d8
https://doi.org/10.3905/jfi.2021.1.114
https://doi.org/10.3905/jfi.2021.1.114
Autor:
Tudor, Florin
Publikováno v:
Contemporary Readings in Law and Social Justice. IV(2):579-586
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=25133
Publikováno v:
Economic Modelling. 92:87-98
Corporate default risk can affect financial stability and the macroeconomy. However, the determinants of corporate default risk in China are not well defined in the literature. We address this issue by using a rich credit event dataset of 981 Chinese
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c9191ea7ef564488a075e7edd57c02c
https://doi.org/10.1016/j.econmod.2020.07.005
https://doi.org/10.1016/j.econmod.2020.07.005
Publikováno v:
IEEE Access, Vol 8, Pp 161943-161957 (2020)
The objective of this study is to develop an algorithm to support a decision-making process in stock investment through opinion mining and graph-based semi-supervised learning. For this purpose, this research addresses the following core processes: (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0418360f2f6a3b339c157cf7e8d1937a
https://ieeexplore.ieee.org/document/9184877/
https://ieeexplore.ieee.org/document/9184877/
Autor:
Krizman, Ana Marija
Kreditnim događajem smatramo bilo koji slučajni događaj čija pojava utječe na mogućnost jedne od ugovornih strana da ispuni svoje obveze određene ugovorom. Događaj defaulta ili neispunjenja ugovornih obveza jedan je od kreditnih događaja, te
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3908::887036f543a4c0212afdd745febbf6ac
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:9559
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:9559
Includes supplementary materials for the online appendix We develop a framework to explore the effect of credit ratings on loan origination. We show that ratings endogenously shift the economy from a signaling equilibrium, in which banks inefficientl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::519a71526fd3c6df1ca1e2509e7a0354
http://hdl.handle.net/10230/48548
http://hdl.handle.net/10230/48548
Publikováno v:
Journal of Financial Stability. 35:136-158
This paper studies how the Greek sovereign credit event in March 2012 impacted the credit default swap (CDS) market from market-wide and investor behaviour perspectives, using both network tools to a dataset of snapshots of the global bilateral CDS e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9db55595417331800a54fd8006fbf08b
https://doi.org/10.1016/j.jfs.2016.10.009
https://doi.org/10.1016/j.jfs.2016.10.009
Publikováno v:
European Journal of Operational Research. 266:554-568
Trade credit has grown rapidly and become an effective tool to incentivize suppliers to increase sales and profits in supply chain management. However, granting trade credit also increases the suppliers’ default risks, especially when they face ret
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99ba5299db8a0d41299936275b854dc9
https://doi.org/10.1016/j.ejor.2017.10.004
https://doi.org/10.1016/j.ejor.2017.10.004