Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Jessica Cariboni"'
Publikováno v:
Journal of Financial Economic Policy, 2015, Vol. 7, Issue 4, pp. 377-400.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JFEP-12-2014-0081
Autor:
Andrea Pagano, Balint Menyhert, Jessica Cariboni, Anna Rita Manca, Francesca Campolongo, Lucia Alessi, Peter Benczur
Publikováno v:
Social Indicators Research. 148:569-598
Based on the JRC conceptual framework for resilience (Manca et al. in Building a Scientific Narrative Towards a More Resilient EU Society, JRC Science for Policy Report, JRC28548, 2017), this study presents an empirical analysis of the resilience of
Publikováno v:
Revue d'économie financière. :279-296
Les petites et moyennes entreprises (PME) sont considerees comme le pilier de l'economie et souvent egalement comme un moteur essentiel de l'innovation technologique et de la creation d'emplois. Malgre l'existence de nombreux programmes de soutien au
Publikováno v:
Applied economics
The study investigates empirically the relationship between the risk-neutral measure Q and the real-world measure P. We study the ratio between the risk-neutral and actual default intensities, which we call the coverage ratio or the relative credit r
Autor:
Alessandro Fontana, Marco Petracco Giudici, Sara Maccaferri, Jessica Cariboni, Sebastian Schich, Sven Langedijk, Andrea Pagano, Michela Rancan
Publikováno v:
OECD Journal: Financial Market Trends. 2015:29-61
This report demonstrates that the contingent liabilities associated with efforts to limit the adverse externalities stemming from failures in the European banking sector are substantially decreasing as a result of new regulation. Noting that the impl
Autor:
Lucia, Alessi, Peter, Benczur, Francesca, Campolongo, Jessica, Cariboni, Anna Rita Manca, Balint, Menyhert, Andrea, Pagano, Luis Delgado Sancho, David Martinez Turegano, Robert, Marschinski, Zsombor, Cseres-Gergely, Virmantas, Kvedaras, Nicola, Pontarollo, Serpieri, Carolina, Alessandro, Rainoldi, Carlo, Lavalle, Daniel, Daco, Salvador, Barrios, Viginta, Ivaskaite, Virginia, Maestri, Alberto, Tumino
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3686::d1af928334c4a4c9b0993409633f49b8
http://hdl.handle.net/11573/1422708
http://hdl.handle.net/11573/1422708
Publikováno v:
SSRN Electronic Journal.
We examine recovery rates of the European banking sector. To this end, we employ information embedded in credit default swaps (CDS) with different levels of seniority. To estimate implied recovery rates, we extend the model of Schlafer and Uhrig-Hom
Publikováno v:
Computer Physics Communications. 182:978-988
Article history: The present work is a sequel to a recent one published on this journal where the superiority of 'radial design' to compute the 'total sensitivity index' was ascertained. Both concepts belong to sensitivity analysis of model output. A
Publikováno v:
Journal of Banking Regulation. 11:191-209
This article aims to investigate the efficiency of European Deposit Protection Schemes (DPSs) in providing adequate financial protection to depositors and enhancing the stability of the financial sector. Using data provided by European DPSs, the anal
Publikováno v:
Reliability Engineering & System Safety. 94:1149-1155
We introduce a new method for screening inputs in mathematical or computational models with large numbers of inputs. The method proposed here represents an improvement over the best available practice for this setting when dealing with models having