Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Olivier Nataf"'
Autor:
Olivier Nataf, Lieven De Moor
PurposeThis paper aims to assess the consequences of credit risk downgrades on credit default swaps (hereafter CDS) written on financial companies from two different perspectives, namely the overall stress level observed on the market and the rating
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5bb06407a289e1d34557831f61ee88b6
https://doi.org/10.1108/jrf-03-2022-0053
https://doi.org/10.1108/jrf-03-2022-0053
Autor:
Olivier Nataf, Lieven De Moor
Publikováno v:
Quantitative Finance. 19:1975-1993
This paper analyses the consequences of debt rating downgrades of financial institutions from a novel perspective. Instead of using the traditional event-study framework, our study relies on Granger causality tests performed on three samples of data
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2cb83b78b4d026b6b4ff5d6f2ccf09ff
https://doi.org/10.1080/14697688.2019.1619933
https://doi.org/10.1080/14697688.2019.1619933
The purpose of this paper is (1) to put the Regulation (EC) No 1060/2009 on Credit Rating Agencies (henceforth, CRA I) into historical perspective, including a comparison with the Dodd–Frank Act, and (2) to examine whether the CRA I Regulation effe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08b37fc3bc13914cc21d7db5dfd598df
https://biblio.vub.ac.be/vubir/was-regulation-ec-no-10602009-on-credit-rating-agencies-effective(b35ef1eb-6f7c-4505-9e60-e1c771e669ea).html
https://biblio.vub.ac.be/vubir/was-regulation-ec-no-10602009-on-credit-rating-agencies-effective(b35ef1eb-6f7c-4505-9e60-e1c771e669ea).html
Autor:
Olivier Nataf, Philippe Dervaux
Le Centre en politique est le royaume du « ninisme » (ni de gauche ni de droite, voire ni de gauche ni de gauche) ; un peu à gauche, un peu à droite ; une fois à gauche, une fois à droite ; mais aussi girouette, indécis, ambigu, opportuniste,