Similar Search Results

Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization.

Fries, Christian P. - Volkswirtschaftliche Fakultät, … - 2010

Looking at the valuation of a swap when funding costs and counterparty risk are neglected (i.e., when there is a unique … risk free discounting curve), it is natural to ask "What is the discounting curve of a swap in the presence of funding …

Persistent link: https://www.econbiz.de/10008530717

Welcoming Foreign Direct Investment? A Political Economy Approach to FDI Policies in Argentina and Brazil

Carro Fernandez, Martha - Volkswirtschaftliche Fakultät, … - 2007

explored in their relationship with FDI. This study seeks to fill in these gaps by using the specific cases of Argentina and … Brazil. …

Persistent link: https://www.econbiz.de/10011260033

Comparative analysis of the stock markets of China, Russia, Brazil, South Africa and Argentina

Padmanabhan, Divya; Sinha, Ayan; Venkataraman, Arundhati; … - Volkswirtschaftliche Fakultät, … - 2015

Russia, China, South Africa, Argentina and Brazil. …

Persistent link: https://www.econbiz.de/10011240261

Hirschman’s view of development, or the art of trespassing and self-subversion

Santiso, Javier - Volkswirtschaftliche Fakultät, … - 2000

his only merit, however. From Chile to Brazil, from Mexico to Argentina, he passed on his passion for the possible to more …

Persistent link: https://www.econbiz.de/10005616755

CVA, Wrong Way Risk, Hedging and Bermudan Swaption

Boukhobza, Ali; Maetz, Jerome - Volkswirtschaftliche Fakultät, … - 2012

“Roughly two-thirds of credit counterparty losses were due to credit valuation adjustment losses and only one-third were due to actual defaults” according to the Basel Committee on Banking Supervision, highlighting the importance of counterparty credit risk management to the derivatives...

Persistent link: https://www.econbiz.de/10011258253

The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management

Marco, Bianchetti - Volkswirtschaftliche Fakultät, … - 2011

managing even a single plain vanilla Swap. In this qualitative note we review the problem trying to shed some light on this …

Persistent link: https://www.econbiz.de/10011259157

Markets Evolution After the Credit Crunch

Bianchetti, Marco; Carlicchi, Mattia - Volkswirtschaftliche Fakultät, … - 2012

We review the main changes in the interbank market after the financial crisis started in August 2007. In particular, we focus on the fixed income market and we analyse the most relevant empirical evidences regarding the divergence of the existing basis between interbank rates with different...

Persistent link: https://www.econbiz.de/10011260721

The argentine recovery: some features and challenges

mercado, p. ruben - Volkswirtschaftliche Fakultät, … - 2007

In this paper I review the main features of the Argentine economic recovery that took place after the 2001/2002 crisis. I analyze that recovery along several dimensions: growth, fiscal and export performance, debt, international reserves, unemployment and poverty. I also review the 1990s...

Persistent link: https://www.econbiz.de/10011108569

The Argentine Macroeconomy during the Post-Convertibility Period: Performance, Debates and Perspectives

Rapetti, Martin - Volkswirtschaftliche Fakultät, … - 2005

The article focuses on Argentina's macroeconomic performance following the 2001 crisis. It also discuses the debates …

Persistent link: https://www.econbiz.de/10011108618

Resolving the Halperín Paradox: The Terms of Trade and Argentina’s Expansion in the Long Nineteenth Century

Francis, Joseph A. - Volkswirtschaftliche Fakultät, … - 2014

Since the pioneering work of Tulio Halperín Donghi, historians have tried to explain why Argentina experienced a … Donghi made the mistake of looking at the nominal prices of Argentina’s exports in Britain, whereas he should have looked at … their prices in Argentina deflated by the prices of the country’s imports – that is, its terms of trade. When this …

Persistent link: https://www.econbiz.de/10011108712