Narrow search
Showing 1 - 10 of 24,012
Cover Image
Stock Markets, Banks and Economic Growth: a Reasonable Extreme Bounds Analysis.
Akhand, H.A. - School of Economics, UNSW Business School - 1999
Do well-functioning stock markets and banks promote long-run economic growth? Recent studies answer this important …
Persistent link: https://www.econbiz.de/10005478640
Cover Image
Developpement limite d'une diffusion en temps petit. Estimation du prix d'une option sur maxima proche de sa maturite.
Corbin, O.; Leblanc, B. - 1996
Estimation du prix d'une option sur maximum proche de sa maturite.
Persistent link: https://www.econbiz.de/10005780834
Cover Image
The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio.
Walhin, J.F.; Paris, J. - Catholique de Louvain - Institut de statistique - 2000
The adjustment for the cedent's retained risk after excess-of-loss reinsurance with reinstatements is calculated. Therefore we need a multivariate aggregate claims distribution. This distribution is easily given by a multivariate extension of Panjer's recursion. Numerical examples show the...
Persistent link: https://www.econbiz.de/10005776112
Cover Image
Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics.
Barndorff-Nielsen, O.E.; Shepard, N. - Economics Group, Nuffield College, University of Oxford - 2000
econometrics. A main feature of the paper is the use of positive Ornstein-Uhlenbeck (OU) type processes inside stochastic …
Persistent link: https://www.econbiz.de/10005687562
Cover Image
The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio.
Walhin, J.F.; Paris, J. - Catholique de Louvain - Institut de statistique - 2000
The adjustment for the cedent's retained risk after excess-of-loss reinsurance with reinstatements is calculated. Therefore we need a multivariate aggregate claims distribution. This distribution is easily given by a multivariate extension of Panjer's recursion. Numerical examples show the...
Persistent link: https://www.econbiz.de/10005625680
Cover Image
Contemporaneous Asymmetry in Weak Garch Processes.
El Babsiri, M.; Zakoian, J.M. - Center for Operations Research and Econometrics (CORE), … - 1996
The paper proposes an original class of conditionally heteroskedastic models aimed to capture a new concept of asymmetry. Not only past up and down moves of stock market returns have different impacts on the conditional variance, but also, positive and negative changes are governed by different...
Persistent link: https://www.econbiz.de/10005669219
Cover Image
Collusion in a Debt Contract.
Brundin, I. - Groupe de Recherche en Économie Mathématique et … - 1995
Persistent link: https://www.econbiz.de/10005780448
Cover Image
Efficiency, Solvency, and Size of Banking Firms.
Reboredo, J.C. - Departament d'Economia i Història Econòmica, … - 1997
Are the most efficient risk-return banks more solvent than the inefficient banks? From a theoretical point of view, the … puzzle? This paper develops an empirical analysis both to test if the most efficient banks are also the most solvent, and to … test the effects that size has on the solvency and efficiency of banks. …
Persistent link: https://www.econbiz.de/10005823965
Cover Image
Practice what you preach: Microfinance business models and operational efficiency
Millone M.M.; Bos J.W.B. - Graduate School of Business and Economics (GSBE), … - 2013
The microfinance sector is an example of a sector in which firms with different business models coexist. Next to pure for-profit microfinance institutions MFIs, the sector has room for non-profit organizations, and includes social for-profit firms that aim to maximize a double bot- tom line and...
Persistent link: https://www.econbiz.de/10010734892
Cover Image
Financial inclusion and its determinants: evidence from India
Kumar, Nitin - In: Journal of Financial Economic Policy 5 (2013) 1, pp. 4-19
Purpose – The objective of paper is to examine status of financial inclusion in India and study its determinants. Design/methodology/approach – Panel fixed effects and dynamic panel generalized methods of moments (GMM) methodologies have been applied to study determinants of financial...
Persistent link: https://www.econbiz.de/10010685892