Zobrazeno 1 - 10 of 29 pro vyhledávání: '"Sylvia Gottschalk"'
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Akademický článek
Digital currency price formation: A production cost perspective
Autor: Sylvia Gottschalk
Publikováno v: Quantitative Finance and Economics, Vol 6, Iss 4, Pp 669-695 (2022)
The paper investigates the long-run relationship between bitcoin and its marginal cost between July 2010 and July 2022. We derive Bitcoin's marginal cost of production from a model of Bitcoin mining grounded in the Bitcoin code, and show that its pro
Externí odkaz: https://doaj.org/article/adf9e0c233e8413e80d96dafca827b35
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5
Institutional and geopolitical aspects of bond spreads impacts on corporate capital structure in emerging markets
Autor: Bertrand Ndang, Sylvia Gottschalk
Publikováno v: Global Business and Economics Review. 28:266
This paper investigates the simultaneous determinants of corporate capital structure and bond spread of non-financial companies between 1998 and 2016, whilst controlling for the impacts of institutional, geographical, and political factors. It has be
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b0f15c842530608c79e4d00826390504
https://doi.org/10.1504/gber.2023.10054159
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6
From Black Wednesday to Brexit: macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Autor: Sylvia Gottschalk
This paper investigates whether macroeconomic shocks, such as the UK's referendum decision to leave the European Union (“Brexit”), the 2008 Financial Crisis, the 1992 ERM Crisis (“Black Wednesday”), and the 1987 stock market crash (“Black M
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c6a9d845c3191470803531bcfa5464e9
https://eprints.mdx.ac.uk/32822/1/ijfe.2567.pdf
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7
Entropy measure of credit risk in highly correlated markets
Autor: Sylvia Gottschalk
Publikováno v: Physica A: Statistical Mechanics and its Applications. 478:11-19
We compare the single and multi-factor structural models of corporate default by calculating the Jeffreys–Kullback–Leibler divergence between their predicted default probabilities when asset correlations are either high or low. Single-factor stru
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::1cb2d007ce5942672f3d31e4836d05d8
https://doi.org/10.1016/j.physa.2017.02.083
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8
Combined Crises and Their Implications for Firm Profitability
Autor: Sylvia Gottschalk, Alexandre Siqueira
Publikováno v: SSRN Electronic Journal.
This paper investigates how the interaction of distinct types of macroeconomic crises impact on firm profitability. A new taxonomy of crises and combined crises is constructed, where up to four concomitant types of crisis are considered, viz., bankin
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::fb8991d2f536f502d9831ed9bdbcd628
https://doi.org/10.2139/ssrn.3652034
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9
The Impact of Executive Board Gender Diversity on Risk-Taking in Canadian and US Banks
Autor: Sylvia Gottschalk
Publikováno v: SSRN Electronic Journal.
This paper examines the issue of board diversity and the role of women in the finance industry. Estimation of panel data regressions for a sample of all financial institutions in Canada and the US over the period 2008-2019 identified some qualitative
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e1f51c7ef6996b2691a09879ceb48e44
https://doi.org/10.2139/ssrn.3485543
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10
Brexit and Correlations of Equity Returns in France, Germany, Italy, Spain and the U.K
Autor: Sylvia Gottschalk
Publikováno v: SSRN Electronic Journal.
This paper investigates whether the UK's referendum decision to leave the European Union ("Brexit") had a positive impact on portfolio risk diversification. We estimate weekly dynamic conditional correlations between 1973 and 2018, and then optimal s
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::987128e510ba1a90f518bb3ba2bef6e7
https://doi.org/10.2139/ssrn.3160316
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