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Firm-level exchange rate exposure in the Eurozone
Hutson, Elaine; O'Driscoll, Anthony
Using a sample of 1154 European firms from 11 countries, we show that firm-levelexchange exposure for Eurozone and non-Eurozone … European firms has increased sincethe introduction of the euro, but this rise was smaller for Eurozone than non … Eurozone countries, so the advent of the euroappears to have been associated with a shift in exchange risk from systematic to …
Persistent link: https://www.econbiz.de/10009475709
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Accelerating an Analytical Approach to Collateralized Debt Obligation Pricing
Gupta, Dharmendra - 2009
In recent years, financial simulations have gotten computationally intensive due to larger portfolio sizes, and an increased demand to perform real-time risk analysis. In this paper, we propose a hardware implementation that uses a recursive analytical method to price the Collateralized Debt...
Persistent link: https://www.econbiz.de/10009455231
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Structured finance and the financial turmoil of 2007-2008 : an introductory overview
Criado, Sarai; Rixtel, Adrian van - 2008
This paper provides an overview of the most important structured finance instruments in the context of the development of the financial turmoil that started in the third quarter of 2007 and continued into 2008. These financial market tensions were triggered by concerns about exposures of...
Persistent link: https://www.econbiz.de/10012529536
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Kreditderivate. Konstruktion, Bewertung und Nutzung.
Kässbohrer, Thomas - 1998
Seit ihrer Entstehung Anfang der 90er Jahre haben Kreditderivate ein geradezu stürmischesWachstum erfahren. Das derzeitige Transaktionsvolumen wird auf weit über 50 Mrd. US$geschätzt, wobei sich der Markt im Moment noch hauptsächlich auf die Finanzplätze New Yorkund London...
Persistent link: https://www.econbiz.de/10009471811
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The Value of the Sovereign Credit Default Market: Domestic Stock Market Interaction and Contagion Effects during Credit Crisis
Reichert, Alexander M. - 2010
Credit Default Swaps have become a large part of financial markets and recently the center of debate between academics and regulators alike. Transferring the techniques to measure information flow between the CDS market and stock markets presented by Acharya and Johnson (2007), this paper looks...
Persistent link: https://www.econbiz.de/10009468731
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Einfluss der Medienberichterstattung auf die Risikowahrnehmung
Cettier, Patrick - 2005
Im Rahmen dieser Arbeit wurden Ambiguitätsindikatoren aus Erkenntnissen der Ambiguitäts-, Medien- und Kommunikationsforschung abgeleitet, die ambige Informationszustände beschreiben bzw. unter denen eine erhöhte wahrgenommene Unsicherheit besteht oder entstehen kann. Diese lauten: Zu wenige...
Persistent link: https://www.econbiz.de/10009467408
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Measuring the Potential of Unilateral CDM - A Pilot Study -
Jahn, Michael; Michaelowa, Axel; Raubenheimer, Stefan; … - 2004
The Clean Development Mechanism (CDM) was originally seen as an instrument with a bilateral character where an entity from an industrialised country invests in a project in a developing country (DC). Also, multilateral funds were envisaged that would bundle investments to spread project risks....
Persistent link: https://www.econbiz.de/10009442318
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Assessing the Impacts of Soil Carbon Credits and Risk on No-Till Rice Profitability
Watkins, K. Bradley; Hignight, Jeffrey A.; Anders, Merle M. - 2008
Rice is a major cash crop in eastern Arkansas, but most rice acres are intensively cultivated and grown on rented land. No-till is an effective means of sequestering soil carbon and reducing greenhouse gas emissions, and economic incentives exist for no-till in the form of carbon credits....
Persistent link: https://www.econbiz.de/10009445780
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An Economic Risk Analysis of Tillage and Cropping Systems on the Arkansas Grand Prairie
Hignight, Jeffrey A.; Watkins, K. Bradley; Anders, Merle M. - 2010
No-till (NT) has been shown to reduce fuel, labor, and machinery costs compared to conventional-till (CT) but very few rice producers in Arkansas practice NT. The low adoption rate is most likely due to difficulties in management but also limited information on the profitability and risk of NT....
Persistent link: https://www.econbiz.de/10009446518