Search Results - subject:"Probabilities"

Financial inclusion transitions in Peru: the role of labor informality

Aurazo, Jose; Gasmi, Farid - 2023 - This version: August 2023

Persistent link: https://www.econbiz.de/10014440798

Gain-probability diagrams as an alternative to significance testing in economics and finance

Trafimow, David; Wang, Ziyuan; Tong, Tingting; Wang, Tonghui - In: Asian journal of economics and banking : AJEB 7 (2023) 3, pp. 333-357

Purpose - The purpose of this article is to show the gains that can be made if researchers were to use gain-probability (G-P) diagrams. Design/methodology/approach - The authors present relevant mathematical equations, invented examples and real data examples. Findings - G-P diagrams provide a...

Persistent link: https://www.econbiz.de/10014445518

Commodity pricing volatility shifts in a highly turbulent time period : a time-varying transition probability Markov switching analysis

Cifarelli, Giulio - 2023

Persistent link: https://www.econbiz.de/10014539008

What does the CDS market imply for a U.S. default?

Benzoni, Luca; Cabanilla, Christian; Cocco, Alessandro; … - 2023 - Revised: May 17, 2023

As the debt ceiling episode unfolds, we highlight a sharp increase in activity across the U.S. credit default swaps (CDS) market and infer the likelihood of a U.S. default from these market prices. Beginning in January 2023, we document a significant increase in U.S. CDS trading activity and...

Persistent link: https://www.econbiz.de/10014249852

Combining verbal forecasts : the role of directionality and the reinforcement effect

Teigen, Karl Halvor; Juanchich, Marie; Løhre, Erik - In: Journal of behavioral decision making 36 (2023) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10014289865

Farmers' acceptance of the income stabilisation tool : a discrete choice experiment application

Čop, Tajana; Cerroni, Simone; Njavro, Mario - In: European review of agricultural economics 50 (2023) 4, pp. 1520-1546

Persistent link: https://www.econbiz.de/10014331353

Methods for combining probability and nonprobability samples under unknown overlaps

Savitsky, Terrance D.; Williams, Matthew R.; … - In: Statistics in transition : an international journal of … 24 (2023) 5, pp. 1-34

approaches estimates inclusion probabilities for convenience sample units by specifying reference sample-weighted pseudo … inclusion probabilities for the reference and convenience samples as our main result. Our approach allows specification of a … hierarchical formulation that simultaneously estimates sample propensity scores and the convenience sample inclusion probabilities …

Persistent link: https://www.econbiz.de/10015115145

Uniqueness of convex-ranged probabilities and applications to risk measures and games

Amarante, Massimiliano; Liebrich, Felix-Benedikt; … - In: Mathematics of operations research 50 (2025) 1, pp. 743-763

Persistent link: https://www.econbiz.de/10015211767

Empirically Effective Government and Corporate Bond Pricing Models : Yield Curves and Default Curves

Kariya, Takeaki; Yamamura, Yoshiro - 2025

Probabilities (TSDP) -- Credit Risk Analyses on Japanese CBs and Default Curves -- Credit Risk Analyses on CB Prices in the US … default probabilities (TSDP), which prices credit default swap (CDS). And in view of data science, the empirical effectiveness …

Persistent link: https://www.econbiz.de/10015408965

The transmission of financial shocks and leverage of financial institutions: An endogenous regime-switching framework

Hubrich, Kirstin; Waggoner, Daniel F. - 2022

autoregressive model with time-varying transition probabilities that depend on the state of the economy. We propose new …

Persistent link: https://www.econbiz.de/10014278430