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Modeling uncertainty : predictive accuracy as a proxy for predictive confidence
Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751995
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Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071
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Bank commitment relationships, cash flow constraints, and liquidity management
Morgan, Donald P. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001512185
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What moves investment? Cash flows in a forward-looking model of capital expenditures
Wizman, Thierry A. - Federal Reserve Bank of New York - 1992
Persistent link: https://www.econbiz.de/10005512231
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Bank commitment relationships, cash flow constraints, and liquidity management
Morgan, Donald P. - Federal Reserve Bank of New York - 2000
Evidence in this paper suggests that a close banking relationship--a loan commitment in particular--relaxes cash flow and cash management constraints on firms. Given firms' prospects (Q), the investment and cash flow correlation is substantially lower when firms have a bank loan commitment. The...
Persistent link: https://www.econbiz.de/10005420518
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One reason countries pay their debts : renegotiation and international trade
Rose, Andrew (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629624
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Estimating probabilities of default
Schuermann, Til (contributor); Hanson, Samuel G. (contributor) - 2004 - [Elektronische Ressource]
several analytical approaches from large-sample theory and bootstrapped small-sample confidence intervals. We do so for two …
Persistent link: https://www.econbiz.de/10002521762
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Evaluating the riskiness of initial public offerings: 1980 - 2000
Peristiani, Stavros C. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752009
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Trading risk and volatility in interest rate swap spreads
Kambhu, John (contributor) - 2004 - [Elektronische Ressource]
This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this … swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from … that level. -- convergence trading ; interest rate swaps ; swap spread ; repurchase contracts ; trading risk ; volatility …
Persistent link: https://www.econbiz.de/10001936329