Showing 1 - 10 of 11
Article refers to the issue of credit risk management in commercial banks. Particular attention is paid to the problem …. -- credit risk ; probability of default ; stress test ; profitability …
Persistent link: https://www.econbiz.de/10010118427
having access to efficient methods of quantifying credit risk, or the probability of default. The logit models are among the … to quantify companies’ credit risk. The present study describes the problems that arise with logit on a sample of Spanish …. -- credit risk ; default ; logit model …
Persistent link: https://www.econbiz.de/10010118428
We model an urban labour market in a developing economy, incorporating workers’ risk attitudes. Trade-offs between risk … employment. Greater risk of informal wage non-payment can raise or lower informal wage employment, depending on the source of … risk. Informal wage employment can be reduced by increasing detection efforts or by strengthening contract enforcement for …
Persistent link: https://www.econbiz.de/10010118864
In present study, we contribute to the discussion on international stock market correlations, by analyzing … seems to contradict stock market efficiency in the international perspective. -- market efficiency ; non-synchronous trading … ; stock market correlations ; weekday stock returns …
Persistent link: https://www.econbiz.de/10010148279
compared to earnings and book values. -- value relevance ; market prices ; book value ; Nairobi Securities Exchange …
Persistent link: https://www.econbiz.de/10010097680
- vor allem unter ostdeutschen Männern positiv auf die Entscheidung für eine Elternschaft wirkt. -- risk attitudes … ; fertility ; first birth ; economic uncertainty ; East and West Germany …
Persistent link: https://www.econbiz.de/10010079368
professional traders participates in an experiment, whose data are used to calculate risk and uncertainty premiums. This framework …. Finally, risk-averse or risk-seeking behavior is more intense under conditions of uncertainty than it is under conditions of … decisions, and offer insights into market movements. -- probability weighting ; behavior ; risk premium ; risk perception …
Persistent link: https://www.econbiz.de/10010079556
focusing on the effect of ethnic persistence and assimilation on individual risk proclivity. Employing information from a … risk proclivity by reducing immigrants’ risk aversion and explains the systematic variation in the observed risk attitudes … social norms is an essential factor in the formation of individual attitudes. -- risk attitudes ; ethnic persistence …
Persistent link: https://www.econbiz.de/10010082257
Several new models are used to eliminate lack of classic methods in valuation of investment decisions. Finding an answer for the question “which method is used to value investment” is important for investor to decide right investment. Choice of both methods and the components that are used...
Persistent link: https://www.econbiz.de/10010058689
We present the generalized hybrid averaging (GHA) operator. It is a new aggregation operator that generalizes the hybrid averaging (HA) operator by using the generalized mean. Thus, we are able to generalize a wide range of mean operators such as the HA, the hybrid geometric averaging (HGA), the...
Persistent link: https://www.econbiz.de/10009957374