Showing 1 - 10 of 14
This study aimed at exploring the critical factors for enterprises to adopt broadband mobile applications. The results are expected to guide enterprises to strengthen their competitiveness. Further, since the broadband mobile applications were integrated with many characteristics of information...
Persistent link: https://www.econbiz.de/10011646498
In this paper, we develop a contingent claim model to evaluate a bank's equity and liabilities that integrates the premature default risk conditions with loan rate-setting behavioral mode and multiple shadow banking activities under capital regulation. The barrier options theory of corporate...
Persistent link: https://www.econbiz.de/10011996133
The topic of bank default risk in connection with government bailouts has recently attracted a great deal of attention. In this paper, the question of how a bank's default risk is affected by a distress acquisition is investigated. Specifically, the government provides a bailout program of...
Persistent link: https://www.econbiz.de/10011996597
In this paper, we develop a contingent claim model to examine the optimal bank interest margin, i.e., the spread between the domestic loan rate and the deposit market rate of an international bank in distress. The framework is used to evaluate the cross-border lending efficiency for a bank that...
Persistent link: https://www.econbiz.de/10013200199
There is an increasing influence of machine learning in business applications, with many solutions already implemented and many more being explored. Since the global financial crisis, risk management in banks has gained more prominence, and there has been a constant focus around how risks are...
Persistent link: https://www.econbiz.de/10013200446
This paper provides statistical learning techniques for determining the full own-price market impact and the relevance and effect of cross-price and cross-asset spillover channels from intraday transactions data. The novel tools allow extracting comprehensive information contained in the limit...
Persistent link: https://www.econbiz.de/10012619640
In this paper, based on the incomplete contract perspective, we select the implementation of the Electronic Commerce Law of the People's Republic of China as a quasi-natural experiment to study the tax compliance incentive effects of platform firms. Our study finds that the Chinese experience...
Persistent link: https://www.econbiz.de/10014465474
This comment revisits the analysis in Christensen and Timmins (2022). We identify two critical errors used in the original analysis, one with the data and the other with coding. When either error is corrected several major results in the paper change, either in statistical significance or in...
Persistent link: https://www.econbiz.de/10014496474
This study pushes our understanding of research reliability by reproducing and replicating claims from 110 papers in leading economic and political science journals. The analysis involves computational reproducibility checks and robustness assessments. It reveals several patterns. First, we...
Persistent link: https://www.econbiz.de/10014506934
This paper analyzes the market impact of limit order books (LOB) taking crossstock effects into account. Based on penalized vector autoregressive approach, we aim to identify significance and magnitude of the directed network channels within and between LOBs by bootstrapped impulse response...
Persistent link: https://www.econbiz.de/10012433165