Showing 1 - 10 of 57
We study the effects of a bank’s engagement in trading. Traditional banking is relationship-based: not scalable, long … leads trading in banks to become increasingly risky, so that problems in managing and regulating trading in banks will …
Persistent link: https://www.econbiz.de/10011256147
Under Basel III rules, banks become subject to a liquidity coverage ratio (LCR) from 2015 onwards, to promote short …
Persistent link: https://www.econbiz.de/10011256455
Banks provide risky loans to firms which have superior information regarding the quality of their projects. Due to … asymmetric information the banks face the risk of adverse selection. Credit Value-at-Risk (CVaR) regulation counters the problem …
Persistent link: https://www.econbiz.de/10011257219
A Forecast Support System (FSS), which generates sales forecasts, is a sophisticated business analytical tool that can help to improve targeted business decisions. Many companies use such a tool, although at the same time they may allow managers to quote their own forecasts. These sales...
Persistent link: https://www.econbiz.de/10011256019
Innovations in information and communication technologies (ICT) in recent decades have had profound implications for tourism services, promotion, or distribution. We apply a Structural Equations Model (SEM) to analyse the relationships between the characteristics of tourists visiting Amsterdam,...
Persistent link: https://www.econbiz.de/10011256212
We propose a consistent utility-based framework to jointly explain a household's decisions on purchase incidence, brand choice and purchase quantity. The approach differs from other approaches, currently available in the literature, as it is able to take into account consumption dynamics. In the...
Persistent link: https://www.econbiz.de/10011256387
Market share models for weekly store-level data are useful to understand competitive structures by delivering own and cross price elasticities. These models can however not be used to examine which brands lose share to which brands during a specificperiod of time. It is for this purpose that we...
Persistent link: https://www.econbiz.de/10011256434
To examine cross-country diffusion of new products, marketing researchers have to rely on a multivariate product growth model. We put forward such a model, and show that it is a natural extension of the original Bass (1969) model. We contrast our model with currently in use multivariate models...
Persistent link: https://www.econbiz.de/10011257286
downturns. Our model implies substantial time-variation in banks' capital reserves, and helps predicting the losses. …
Persistent link: https://www.econbiz.de/10011272584
Recent empirical evidence suggests that financial networks exhibit a core periphery network structure. This paper aims at giving an economic explanation for the emergence of such a structure using network formation theory. Focusing on intermediation benefits, we find that a core periphery...
Persistent link: https://www.econbiz.de/10011272587