Narrow search
Showing 1 - 10 of 787
Cover Image
Singularity Bias, Systemic Risk and Credit Indexes
Cherubini, Umberto - 2019
Singular distributions, such as the Marshall-Olkin one, assign a probability mass to the simultaneous occurrence of events. Aim of this paper is to: i) provide systemic risk measures based on singular distributions; ii) evaluate the presence of a singular component in the joint default...
Persistent link: https://www.econbiz.de/10012867800
Cover Image
The Relationship between Risk, Capital and Efficiency: Evidence from Japanese Cooperative Banks
Deelchand, Tara; Padgett, Carol - Henley Business School, University of Reading - 2009
some light on the determinants of bank risk-taking and analyse its relationship with capital and efficiency in Japanese …
Persistent link: https://www.econbiz.de/10008542358
Cover Image
Combining Uncertainty with Uncertainty to Get Certainty? Efficiency Analysis for Regulation Purposes
Andor, Mark Andreas; Sommer, Stephan; Parmeter, … - 2018
applied in incentive regulation practice, where the assessment of efficiency plays a major role in regulation design and … and SFA efficiency scores, have certain practical merits and might offer an useful alternative to strict reliance on a …, but can also improve the precision of efficiency estimation. Based on our results, we give recommendations for the …
Persistent link: https://www.econbiz.de/10014033300
Cover Image
Efficiency and Risk-Taking in European Banking
Fiordelisi, Franco - 2010
the inter-temporal relationships among bank efficiency, capital and bank risk-taking in the EU-26 commercial banking …, our paper provides evidence that higher performance (enhanced efficiency) has been not related to higher managerial skills …
Persistent link: https://www.econbiz.de/10013136814
Cover Image
Combining uncertainty with uncertainty to get certainty? : efficiency analysis for regulation purposes
Andor, Mark Andreas; Parmeter, Christopher F.; Sommer, … - 2018
applied in incentive regulation practice, where the assessment of efficiency plays a major role in regulation design and … and SFA efficiency scores, have certain practical merits and might offer an useful alternative to strict reliance on a …, but can also improve the precision of efficiency estimation. Based on our results, we give recommendations for the …
Persistent link: https://www.econbiz.de/10011910874
Cover Image
Is UK Risky Money Weakly Separable? A Stochastic Approach
Binner, Jane; Elger, Thomas; de Peretti, Philipe - 2002
Using non-parametric weak separability tests that are extended to allow for measurement errors in the data, a broad group of UK monetary assets is found to be weakly separable from consumer goods and leisure over the larger part of the nineties. Financial innovations have made assets with...
Persistent link: https://www.econbiz.de/10013208435
Cover Image
Intertemporally non-separable monetary-asset risk adjustment and aggregation
Barnett, William A.; Wu, Shu - EconWPA - 2004
Modern aggregation theory and index number theory were introduced into monetary economics by Barnett (1980). The widely used Divisia monetary aggregates were based upon that paper. A key result upon which the rest of the theory depended was Barnett’s derivation of the user-cost price of...
Persistent link: https://www.econbiz.de/10005412580
Cover Image
INTERTEMPORALLY NON-SEPARABLE MONETARYASSET RISK ADJUSTMENT AND AGGREGATION
Barnett, William; Wu, Shu - Department of Economics, University of Kansas - 2004
Modern aggregation theory and index number theory were introduced into monetary economics by Barnett (1980). The widely used Divisia monetary aggregates were based upon that paper. A key result upon which the rest of the theory depended was Barnett¡¯s derivation of the user-cost price of...
Persistent link: https://www.econbiz.de/10005057396
Cover Image
The UK Personal Sector Demand for Risky Money
Binner, Jane; Elger, Thomas - Nationalekonomiska Institutionen, Ekonomihögskolan - 2002
This study compares the empirical performance of a capital certain Divisia index and an index that is extended to contain assets with substantial interest rate risk, such as unit trusts, within a cointegration money demand framework. Financial innovations have increased the liquidity of risky...
Persistent link: https://www.econbiz.de/10005645159
Cover Image
Is UK Risky Money Weakly Separable? A Stochastic Approach
Binner, Jane; Elger, Thomas; de Peretti, Philipe - Nationalekonomiska Institutionen, Ekonomihögskolan - 2002
Using non-parametric weak separability tests that are extended to allow for measurement errors in the data, a broad group of UK monetary assets is found to be weakly separable from consumer goods and leisure over the larger part of the nineties. Financial innovations have made assets with...
Persistent link: https://www.econbiz.de/10005645212