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Determination of systemically important companies with cross-shareholding network analysis : a case study from an emerging market

Dastkhan, Hossein; Gharneh, Naser Shams - In: International Journal of Financial Studies : open … 4 (2016) 3, pp. 1-17

Systemic risk events constitute an important issue in current financial systems. A leading course of action used to mitigate such events is identification of systemically important agents in order to implement the prudential policies in a financial system. In this paper, a bi-level...

Persistent link: https://www.econbiz.de/10011526787

Portfolio behaviour of commercial banks : the expected utility approach : evidence from Jordan

Al-Tarawneh, Alaaeddin; Khataybeh, Mohmmad - In: International journal of economics and financial issues … 5 (2015) 2, pp. 312-323

Persistent link: https://www.econbiz.de/10011453501

Analysis of granularity adjustment for regulatory capital

Krali, Mario; Gurov, Andrey - In: Journal of central banking theory and practice 8 (2019) 3, pp. 111-132

The lack of portfolio granularity in terms of exposure has been shown to have important implications for the amount of a financial institution's economic capital. Based on a numerical simulation model, we provide concrete examples of how granularity affects capital levels. We achieve this by...

Persistent link: https://www.econbiz.de/10012101497

Sources of financial synchronism : arbitrage theory and the promise of risk-free profit

Langenohl, Andreas - In: Finance and society 4 (2018) 1, pp. 26-40

. "Synchronism" refers to both an epistemological and practical approach that addresses finance neither with a view to the past nor …

Persistent link: https://www.econbiz.de/10012034585

Value models : finance, risk, and political economy

Christophers, Brett - In: Finance and society 1 (2015) 2, pp. 1-22

between and fleshes out what I refer to as the principal 'value models' of finance: fees, gains, premia, and spreads. Its … the heterogeneous political economy of finance; and (2) the different ways in which key stakeholders - such as finance … wider project of demystifying not just financial risk in particular but modern finance more generally. …

Persistent link: https://www.econbiz.de/10012027500

Public economics

Chetty, Raj; Finkelstein, Amy - In: NBER reporter online (2020) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10012236962

The formation of the operating interaction mechanism of the public and corporate finances in the sphere of social service of the population : methodology, theory and practice

Karsakovich, Konstantin Aleksandrovich - In: International journal of economics and financial issues … 6 (2016) 2, pp. 103-109

Persistent link: https://www.econbiz.de/10011781456

Models of investor forecasting behavior : experimental evidence

Bonetto, Federico; Cheriyan, Vinod; Kleywegt, Anton J. - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-41

Different forecasting behaviors affect investors’ trading decisions and lead to qualitatively different asset price trajectories. It has been shown in the literature that the weights that investors place on observed asset price changes when forecasting future price changes, and the nature of...

Persistent link: https://www.econbiz.de/10011854982

Big data, computational science, economics, finance, marketing, management, and psychology : connections

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-29

The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …

Persistent link: https://www.econbiz.de/10011855163

Financing public transport : a spatial model based on city size

Ruiz Montañez, Miguel - In: European journal of management and business economics : … 26 (2017) 1, pp. 112-122

Persistent link: https://www.econbiz.de/10011823385