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Sound deposit insurance pricing using a machine learning approach

Assa, Hirbod; Pouralizadeh, Mostafa; Badamchizadeh, … - In: Risks 7 (2019) 2, pp. 1-18

While the main conceptual issue related to deposit insurances is the moral hazard risk, the main technical issue is inaccurate calibration of the implied volatility. This issue can raise the risk of generating an arbitrage. In this paper, first, we discuss that by imposing the no-moral-hazard...

Persistent link: https://www.econbiz.de/10013200463

A parameterization of models for unit root processes: Structure theory and hypothesis testing

Bauer, Dietmar; Matuschek, Lukas; de Matos Ribeiro, Patrick - In: Econometrics 8 (2020) 4, pp. 1-54

We develop and discuss a parameterization of vector autoregressive moving average processes with arbitrary unit roots … and (co)integration orders. The detailed analysis of the topological properties of the parameterization - based on the …

Persistent link: https://www.econbiz.de/10012696305

Cognitive governance, cognitive mapping and cognitive conflicts: Structural analysis with the MICMAC method

Nassreddine, Garoui; Anis, Jarboui - In: Cogent Economics & Finance 2 (2014) 1, pp. 1-12

This research aims to achieve a better understanding of the modes of conceptualization and thinking on issues of governance. It is part of a cognitive approach, to our knowledge unprecedented. This research has shown that the mapping concepts of governance can provide the original performance...

Persistent link: https://www.econbiz.de/10011559117

Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators

Gasparino, Ugo; Del Corpo, Barbara; Pinelli, Dino - 2006

report an approach, more typical of 'soft' social sciences, is presented and applied to the analysis of the sustainable …

Persistent link: https://www.econbiz.de/10010312431

Confidence via correction: The effect of judgment correction on consumer confidence

Espinoza Petersen, Francine; Hamilton, Rebecca W. - 2013

previous research, it is unclear whether this correction process will increase or decrease consumers' confidence in their … judgments. We find that source credibility moderates the effect of correction on confidence: correction decreases confidence … from a low credibility source. As a result, correction increases the effectiveness of recommendations from low credibility …

Persistent link: https://www.econbiz.de/10010352112

Nash implementation with little communication

Segal, Ilya R. - In: Theoretical Economics 5 (2010) 1, pp. 51-71

needed for "verification" (with honest agents who are privately informed about their preferences). According to Segal (2007 …

Persistent link: https://www.econbiz.de/10011599423

How to relate models to reality? An epistemological framework for the validation and verification of computational models

Gräbner, Claudius - 2017

it comes with challenges: while there are more and more standards for design, verification, validation, and presentation … a model is strongly connected to the activities of model verification and validation, I embed these two activities into …

Persistent link: https://www.econbiz.de/10011752638

A new approach to model verification, falsification and selection

Buck, Andrew J.; Lady, George M. - In: Econometrics 3 (2015) 3, pp. 466-493

This paper shows that a qualitative analysis, i.e., an assessment of the consistency of a hypothesized sign pattern for structural arrays with the sign pattern of the estimated reduced form, can always provide decisive insight into a model's validity both in general and compared to other models....

Persistent link: https://www.econbiz.de/10011755289

Measurement, reporting, and verification of methane emissions from natural gas and LNG trade: Creating transparent and credible frameworks

Stern, Jonathan P. - 2022

The Global Methane Pledge to reduce emissions by at least 30 per cent by 2030, was signed by more than 100 countries at the COP26 Conference in November 2021. Reducing methane emissions from fossil fuel sources by up to 75 per cent by 2030 has been identified as an essential contribution to...

Persistent link: https://www.econbiz.de/10013185534

Practice of non-financial reports assurance services in the Polish audit market: The range, limits and prospects for the future

Bartoszewicz, Anna; Rutkowska-Ziarko, Anna - In: Risks 9 (2021) 10, pp. 1-24

, the information they provide should be submitted to verification by an external, independent body. Our study, carried out … auditing is the low demand for such a service, which arises from the fact that verification and assurance of non-financial data …

Persistent link: https://www.econbiz.de/10013200840