Showing 1 - 10 of 39
Persistent link: https://www.econbiz.de/10002854185
Persistent link: https://www.econbiz.de/10003442619
Persistent link: https://www.econbiz.de/10003230804
"Using panel data models, the author examines the threshold effects of the productivity of infrastructure investment in developing countries. He considers various specifications of an augmented production function that allow for endogenous thresholds. More precisely, these specifications are...
Persistent link: https://www.econbiz.de/10010522252
Persistent link: https://www.econbiz.de/10000977929
Persistent link: https://www.econbiz.de/10001212589
Persistent link: https://www.econbiz.de/10001565490
This paper presents a validation framework for collateral requirements or margins on a derivatives exchange. It can be used by investors, risk managers, and regulators to check the accuracy of a margining system. The statistical tests presented in this study are based either on the number,...
Persistent link: https://www.econbiz.de/10013091645
Persistent link: https://www.econbiz.de/10013263050
Persistent link: https://www.econbiz.de/10009241063