Narrow search
Showing 1 - 10 of 54,512
Cover Image
The impact of credit rating announcements on credit default swap spreads
Finnerty, John D.; Miller, Cameron D.; Chen, Ren-Raw - In: Journal of banking & finance 37 (2013) 6, pp. 2011-2030
Persistent link: https://www.econbiz.de/10009741897
Cover Image
The 2025 U.S. debt limit through the lens of financial markets
Benzoni, Luca; Wernick, Marisa - 2025 - This draft: May 27, 2025
trading activity in the U.S. sovereign CDS market, and we infer a probability of default from CDS premiums. We find that …
Persistent link: https://www.econbiz.de/10015407927
Cover Image
The Value and Risk of Human Capital
Benzoni, Luca - 2015
Human capital embodies the knowledge, skills, health and values that contribute to making people productive. These qualities, however, are hard to measure, and quantitative studies of human capital are typically based on the valuation of the lifetime income that a person generates in the labor...
Persistent link: https://www.econbiz.de/10013017296
Cover Image
Egypt Valuation Repertoire
Elalfy, Amr - 2022
2021, a year of divergence: Last year, 2021, will go down in history as yet another extraordinary one for the Egyptian Exchange (EGX). Not only has it seen the market’s two indices diverge in terms of performance, but it also saw a total change of direction at the same time. First, EGX 30 had...
Persistent link: https://www.econbiz.de/10013293004
Cover Image
Once índices bursátiles 2007-15 abril 2020 y desempleo en 30 países 2000-2020
Fernández, Pablo; Apellániz, Eduardo de - 2020 - Esta versión: 20 de abril de 2020
Spanish Abstract: Se compara la evolución de once índices bursátiles en el periodo 2007- 15 abril 2020 y se comparan los descensos de la “crisis del coronavirus” y los de la crisis de 2007… (financiera en algunos países, política-regulatoria-inmobiliaria-financiera en otros…), que...
Persistent link: https://www.econbiz.de/10012703983
Cover Image
CDS central counterparty clearing liquidation : road to recovery or invitation to predation?
Tywoniuk, Magdalena - 2017
Recent regulation mandating the clearing of credit default swaps (CDS) by a Central Clearing Counterparties (CCP), has …
Persistent link: https://www.econbiz.de/10011870658
Cover Image
CDS central counterparty clearing default measures : road to recovery or invitation to predation?
Tywoniuk, Magdalena - 2020
Following the 2008 financial crisis, regulation mandates the clearing of the CDS market through Central Clearing …-mediated contagion and its amplification. A novel spatial measure captures the covariance between members' CDS holdings and the CDS being … unwound. Key results show: Liquidations by constrained members lower the CCP's profits and make cds-spreads less informative …
Persistent link: https://www.econbiz.de/10012419635
Cover Image
The effects of the Covid-19 pandemic on stock markets, CDS and economic activity : time-varying evidence from the US and Europe
Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - 2021
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the …, whilst the CDS ones are positive and significant only in a few periods, and there are very mixed results for those of stock … activity in all countries in the early stages of the pandemic (especially in Italy), and a positive one on CDS at the same time …
Persistent link: https://www.econbiz.de/10012625628
Cover Image
The questionable benefits of mutual clearing agreements for derivatives
Tywoniuk, Magdalena - 2020
Recently, for standard asset classes, the first mutual clearing agreements between Central Coun- terparties (CCPs) have come into existence. There are already global concerns over the unique threats and benefits which arise from these situations, and further concern for an extension of agree-...
Persistent link: https://www.econbiz.de/10012271216
Cover Image
Time-varying effects of the COVID-19 pandemic on stock markets and economic activity : evidence from the US and Europe
Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - In: Empirica : journal of european economics 51 (2024) 2, pp. 529-558
Persistent link: https://www.econbiz.de/10014557642