Showing 1 - 10 of 204
We introduce a financial stress index that was developed by the Office of Financial Research (OFR FSI) and detail its purpose, construction, interpretation, and use in financial market monitoring. The index employs a novel and flexible methodology using daily data from global financial markets....
Persistent link: https://www.econbiz.de/10012015941
This paper develops an extended financial stress measure that considers the supervisory objective of identifying risks to the stability of the financial system. The measure provides a continuous and bounded signal of financial stress using daily public market data. Broad coverage of material...
Persistent link: https://www.econbiz.de/10011402602
This paper develops a financial stress measure for the United States, the Cleveland Financial Stress Index (CFSI). The index is based on publicly available data describing a six-market partition of the financial system comprising credit, funding, real estate, securitization, foreign exchange,...
Persistent link: https://www.econbiz.de/10011402640
self-efficacy (SE) had a positive impact on the perceived ease of use (PEOU), while perceived risk (PR) had a negative …
Persistent link: https://www.econbiz.de/10012483196
macroeconomic impact on NPLs, i.e., on the credit risk of Italian banks. By employing the Autoregressive Distributed Lag (ARDL …
Persistent link: https://www.econbiz.de/10012805883
Risk perception is an idiosyncratic process of interpretation. It is a highly personal process of making a decision … based on an individual’s frame of reference that has evolved over time. The purpose of this paper is to find out the risk … perception level of equity investors and to identify the factors influencing their risk perception. The study was conducted using …
Persistent link: https://www.econbiz.de/10012018617
One of the key components of financial risk management is risk measurement. This typically requires modeling …
Persistent link: https://www.econbiz.de/10011866456
the suitable proxies in measuring innovation related to risk taking. Many studies use research-and-development intensity … (RDI) and research-and-development spending (RDS) as proxies for innovation related to risk taking. However, little … evidence shows that positive association with risk taking. This study addresses this gap by using RDI and RDS as metrics for …
Persistent link: https://www.econbiz.de/10014370413
This article maps and verifies the dependence relation between risks faced by startup investors. Thus, a systematic review of 33 articles and a meta-analysis using the Apriori algorithm were used. We mapped 14 investment risks faced by startup investors, classifying them into four dimensions:...
Persistent link: https://www.econbiz.de/10014391794
This paper aims to research the topics related to risk included in non-financial disclosure (NFD) of companies listed … on the Warsaw Stock Exchange (WSE) and explore factors that influence the risk topics ratio in NFD. We applied a content … analysis using topic modeling to discover latent risk topics in NFD. Next, with Ward's clustering, we identified four groups of …
Persistent link: https://www.econbiz.de/10012805397