third essay explores the methodology of performing debt based event studies utilizing credit default swaps (CDS). It …

futures prices in hog and cattle markets. Published forecasts from fourprominent livestock outlook programs are available for … indicate,with one exception, no meaningful differences in forecast accuracy between outlook forecastsand futures prices. The … null hypothesis that futures prices encompass outlook forecasts isrejected in 9 of 11 cases for hogs and 7 of 8 cases for …

This paper investigates whether the accuracy of outlook hog price forecasts can be improvedusing composite forecasts in … composite-weight training periods. Results showthat futures and numerous composite procedures outperform outlook forecasts. At …

The performance and economic value of public outlook forecasts has been of continuing interest to agricultural … economists and market participants. This dissertation provide new and powerful evidence on the performance of outlook forecasts … combinatory procedures as forecasting techniques to improve the predictive accuracy of hog price outlook forecasts. Many of these …

during the period of 2003 – 2007 year, presents an outlook assessment for the 2008 – 2010 period, enabling to make practical …

In master‘s work JSC „Sinerta“ financial evaluation of activity outlook, were analysed and structured the newest …

an analysis of developments in the Spanish economy and the macroeconomic outlook. He sets out the latest national and …

an analysis of developments in the Spanish economy and the macroeconomic outlook. He sets out the latest national and …

swap (CDS) contracts during 2000 to 2007, we document evidence consistent with this prediction. In particular, target … leverage is both an economically and statistically significant determinant of bond and CDS spreads, and its role increases with … contract maturity. Credit ratings also reflect the effect of target leverage, which suggests that the credit rating agencies …

alike to their destructive power, focusing on credit default swaps (CDS), the most common credit derivative. Motivated by a …