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bonds with a fixed and floating coupon, a swap as a portfolio of forwards, and a swap as the difference between the cap and … is much lower than that of loans or corporate bonds. Empirical research is presented to support the analysis. One of the …
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This article describes the trend of income distributions in Czech Republic over the years 1995-2008. There is not social economy study on the topic incomes. We analyze time series of incomes over these years. The income distributions and their trends are analyzed over all Czech Republic, next...
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Our study contains application of Latent Semantic Indexing on financial crises prediction. Hypothesis to test was that equity markets are able to predict even sharp changes in monetary policy during a quarter ahead of such a change (which was searched during two quarters that followed). This...
Persistent link: https://www.econbiz.de/10008545891
deal with in this regard. The analysis of the credit spread of Czech corporate bonds provides some empirical evidence to …
Persistent link: https://www.econbiz.de/10008549735
possible to allocate three basic approaches: probability, fuzzy-set theory and expert estimation. As shown by the world … experience, the effectiveness using of methods based on probability, fuzzy sets and expert estimation depends on the level and … retreat place of subjective probability based on expert estimation, or fuzzy set interval descriptions denote by membership …
Persistent link: https://www.econbiz.de/10009401108
Financial risk modeling, measuring, and managing are an inherent part of management in financial institutions. It is also an important step within the setting of optimal level of capital eligible to cover risk exposures. A significant portion of capital is usually assigned to cover the risk of...
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