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Who participates in risk transfer markets? : the role of transaction costs and counterparty risk

Stephens, Eric L. G.; Thompson, James R. - 2012

Persistent link: https://www.econbiz.de/10009571778

Vector-valued coherent risk measure processes

Tahar, Imen Ben; Lépinette, Emmanuel - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10010363907

Risk allocation, transaction cost economics and PPP

Jin, Xiao-hua - In: The Routledge companion to public-private partnerships, (pp. 95-126). 2013

Persistent link: https://www.econbiz.de/10009730090

Uncertainty, supply risk management and their impact on performance

Hoffmann, Petra; Schiele, Holger; Krabbendam, Koos - In: Journal of purchasing and supply management 19 (2013) 3, pp. 199-211

Persistent link: https://www.econbiz.de/10009790941

Who Participates in Risk Transfer Markets? The Role of Transaction Costs and Counterparty Risk

Stephens, Eric - 2012

We analyze the role of transaction costs in risk transfer markets. For example, when these markets are in their infancy, they are characterized by few contracts and high transaction costs. In this case, we show that only highly risk-averse buyers (e.g., hedgers) exist in the market alongside...

Persistent link: https://www.econbiz.de/10013104868

The Role of Risk to the International Controlled Transactions

Challoumis, Constantinos - 2018

This paper is about the impact of risks on the controlled transactions procedures. The thing is that the controlled transactions are made by international companies to avoid high tax rates, but at the same time these companies have to face the international commercial risks. Therefore, the...

Persistent link: https://www.econbiz.de/10012911889

Quantitative Description of Financial Transactions and Risks

Olkhov, Victor - 2018

This paper presents a quantitative model of financial transactions between economic agents on economic space. Risk ratings of economic agents play role of their coordinates. Aggregate amounts of agent's financial variables at point x define macro financial variables as functions of time and...

Persistent link: https://www.econbiz.de/10012930589

The role of risk to the international controlled transactions

Challoumis, Constantinos - In: Analele Universitătii Dunărea de Jos Galaţi 23 (2018) 3, pp. 57-64

Persistent link: https://www.econbiz.de/10012028417

Set-valued shortfall and divergence risk measures

Ararat, Çağin; Hamel, Andreas; Rudloff, Birgit - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-48

Persistent link: https://www.econbiz.de/10011733939

On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics

Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15

Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in … the imperfect correlation between the underlying fund and its corresponding hedging instruments. The current work … discusses the implications of using fund mapping regressions when the joint dynamics of the underlying and hedging assets is a …

Persistent link: https://www.econbiz.de/10011890772

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