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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops

Bol, Georg (ed.); Hann, Tae Horn (contributor) - 2000

Persistent link: https://www.econbiz.de/10001455393

Frühwarnindikatoren für Finanzmarktkrisen an den emerging markets

Speidel-Walz, Elke - In: Aktuelle Themen : Deutschland, Europa, international (1997), pp. 1-8

Persistent link: https://www.econbiz.de/10001218114

A business guide to political risk for international decisions : fully revised and expanded to incorporate the Coplin-O'Leary and ICRG rating systems

Coplin, William D.; O'Leary, Michael Kent; Sealy, Tom - 1993 - 2. ed

Persistent link: https://www.econbiz.de/10000966927

Nationale Verschuldungsfähigkeit : eine strategische Analyse am Beispiel hochverschuldeter Länder

Mack, Eduard - 1997

Persistent link: https://www.econbiz.de/10001365867

The Assessment of Client Creditworthiness Using Predictive Methods Based on Multivariate Discriminant Analysis

Siekelova, Anna - 2017

Objective - Trade credit is the most important source of external ﬁnance for many companies. It appears on every balance sheet and represents more than 50 percent of company's short-term liabilities and a third of all company's total liabilities in OECD countries. Late payment of invoices may...

Persistent link: https://www.econbiz.de/10012952433

Forecasting Sovereign Default risk with Merton’s Model

Duyvesteyn, Johan G. - 2016

Merton's structural model for sovereigns is proven to be useful to analyze the default risk of a country. We are the first to investigate how fast CDS spreads react to changes in model inputs and outputs. CDS spread changes strongly correlate with exchange rate returns, which are an input to the...

Persistent link: https://www.econbiz.de/10013008626

Relationship between country risk volatility and indices based on unstructured information

Llada, Martín - In: Estudios de economía 48 (2021) 2, pp. 175-218

This work assesses whether certain indicators constructed from unstructured information published in newspapers contain useful information regarding dynamics of Argentina's country risk volatility, estimated from a GARCH(1,1) model. The analysis covers the period 1998-2019. One standard...

Persistent link: https://www.econbiz.de/10012643142

Sovereign risk indices and Bayesian theory averaging

Lenkoski, Alex; Aanes, Fredrik L. - In: Econometrics : open access journal 8 (2020) 2/22, pp. 1-24

theories are imperfectly captured quantitatively. A number of different proxies are often collected for a given theory and the … generalizability of the theory index our framework assumes a collection of outcome equations. We accommodate a flexible set of … occurs on the outcome level, allowing for theories to be differentially valid. Our focus is on creating a set of theory …

Persistent link: https://www.econbiz.de/10012265454

A credit-based theory of the currency risk premium

Della Corte, Pasquale; Jeanneret, Alexandre; Patelli, … - In: Journal of financial economics 149 (2023) 3, pp. 473-496

Persistent link: https://www.econbiz.de/10014420543

A predictive model of sovereign investment grade using machine learning and natural language processing

Landaberry, María Victoria; Nakasone, Kenji; Pérez, Johann - 2022

Persistent link: https://www.econbiz.de/10013464561