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Measuring counterparty risk in FMIs
Laine, Tatu; Korpinen, Kasperi - 2021
This paper extends traditional payment system simulation analysis to counterparty liquidity risk exposures. The used stress test scenario corresponds to the counterparty stress scenario applied in the BCBS standard "Monitoring tools for intraday liquidity management" (BIS, 2013). This stress...
Persistent link: https://www.econbiz.de/10012703114
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The effect of leverage on the magnitude of risk : can financial market black swan events, 10 sigma events and fat tails be explained by leverage?
Fox, David; Lim, JiEun; Wee, Claudia - In: Economics & finance notes 4 (2015) 1/2, pp. 45-54
Persistent link: https://www.econbiz.de/10011444068
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The effect of leverage on the magnitude of risk : can financial market Black Swan events : 10 sigma events and fat tails be explained by leverage?
Fox, David; Lim, JiEun; Wee, Claudia - In: Economics & finance notes 2 (2013) 1/2, pp. 45-54
Persistent link: https://www.econbiz.de/10010426274
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Could stock hedge Bitcoin risk(s) and vice versa?
Okorie, David Iheke - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 117-136
Persistent link: https://www.econbiz.de/10012284952
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Business risk in Indian corporate sector : a study of select companies in the post-liberalization era
Mallick, Amit K.; Sur, Debasish; Ganguly, Prasenjit - In: Research bulletin / The Institute of Cost Accountants … 42 (2016) 2, pp. 31-47
Persistent link: https://www.econbiz.de/10011644059
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Analysing company-specific components of business risk in selected manufacturing firms in Indian corporate sector
Singh, Krishna; Sur, Debasish - In: International journal of risk assessment and management … 21 (2018) 4, pp. 359-373
Persistent link: https://www.econbiz.de/10012005451
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Risk and profitability of the Slovenian industries
Stubelj, Igor; Laporšek, Suzana - In: International journal of sustainable economy : IJSE 13 (2021) 3, pp. 261-280
Persistent link: https://www.econbiz.de/10012595396
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Connecting the dots: the accruals quality premium vs the value premium
Chichernea, Doina C.; Holder, Anthony D.; Jie (Diana) Wei - In: Managerial Finance 38 (2012), pp. 1106-1133
/value characteristics (and their return premia) at firm level. Design/methodology/approach – The paper employs a battery of univariate and …
Persistent link: https://www.econbiz.de/10010814847
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Reputation, return and risk : a new approach
Febra, Lígia; Costa, Magali; Pereira, Fábio - In: European research on management and business economics 29 (2023) 1, pp. 1-8
, analyze the effect of corporate reputation on stock return and risk. A model based on firms' financial market data was … reputation on return and risk, being the impact on the risk an area still little explored and with controversial results; thirdly …
Persistent link: https://www.econbiz.de/10014295000
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Corporate reputation and shareholder investment : a study of Egypt's tourism listed companies
Ismail, Eman; Halim, Yasser Tawfik; ElDeeb, Mohamed Samy - In: Future Business Journal 9 (2023), pp. 1-15
associated with the analyzed firms, and relied on accounting performance metrics, this study takes into account both return and … was used to assess reputation structures and expected return and risk. Structural equation modeling was employed to … over evaluating workplace practices. Originality/value This study's originality lies in its incorporation of return and …
Persistent link: https://www.econbiz.de/10014381239