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Application of artificial neural networks in predicting financial distress in the JSE financial services and manufacturing companies

Dube, Fikile; Nzimande, Ntokozo Patrick; Muzindutsi, … - In: Journal of sustainable finance & investment 13 (2023) 1, pp. 723-743

Persistent link: https://www.econbiz.de/10013545702

Stock liquidity and firm-level political risk

Das, Kuntal K.; Yaghoubi, Mona - 2022

Persistent link: https://www.econbiz.de/10013545816

Supply chain financing and pandemic : managing cash flows to keep firms and their value networks healthy

Hofmann, Erik; Templar, Simon; Rogers, Dale S.; Choi, … - In: Supply Chain Resilience : Reconceptualizing Risk …, (pp. 113-132). 2023

Persistent link: https://www.econbiz.de/10013545910

A simple approach to estimate long-term interest rates

Driessen, Joost; Nijman, Theodore E.; Simon, Zorka - 2022

We propose an easy to implement yield curve extrapolation method to determine long-term interest rates suitable for regulatory valuation. We empirically evaluate this approach for the German nominal bond market, by estimating the model on bonds with maturities up to 20 years and assessing the...

Persistent link: https://www.econbiz.de/10013545943

Do designated market makers provide liquidity during a flash crash?

Bellia, Mario; Christensen, Kim; Kolokolov, Aleksey; … - 2022

crashes. They actually consume liquidity when it is most needed, even if they are rewarded by the exchange to provide … crash. In their place, slow traders provide liquidity, taking advantage of the discounted price. We thus uncover a trade …-off between the greater liquidity and efficiency provided by designated market makers in normal times, and the disruptive …

Persistent link: https://www.econbiz.de/10013545958

Collateral quality and intervention traps

Lee, Michael Junho; Neuhann, Daniel - In: Journal of financial economics 147 (2023) 1, pp. 159-171

Persistent link: https://www.econbiz.de/10013546034

Wholesale funding runs, global banks' supply of liquidity insurance, and corporate investment

Correa, Ricardo; Sapriza, Horacio; Zlate, Andrei - In: Journal of international economics 133 (2021), pp. 1-28

Persistent link: https://www.econbiz.de/10013546151

Financialization, structural power, and the global financial crisis for Europe’s core and periphery

Eichacker, Nina - In: International journal of political economy : a journal … 51 (2022) 3, pp. 246-264

Persistent link: https://www.econbiz.de/10013546153

Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities

Sigrist, Fabio Roman Albert; Leuenberger, Nicola - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1390-1406

Persistent link: https://www.econbiz.de/10013498806

Surrender contagion in life insurance

Cheng, Chunli; Hilpert, Christian; Miri Lavasani, Aidin; … - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1465-1479

Persistent link: https://www.econbiz.de/10013499052