Narrow search
Showing 1 - 10 of 14,901
Cover Image
The real effects of capital controls : financial constraints, exporters, and firm investment
Alfaro, Laura; Chari, Anusha; Kanczuk, Fabio - 2014
Persistent link: https://www.econbiz.de/10010410570
Cover Image
The real effects of capital controls : financial constraints, exporters, and firm investment
Alfaro, Laura; Chari, Anusha; Kanczuk, Fabio - 2014
Persistent link: https://www.econbiz.de/10010462035
Cover Image
Zeitfenster für Kapitalerhöhungen : eine modelltheoretische Analyse
Pinkernelle, Sönke - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013432914
Cover Image
The impact of natural disasters on banks' impairment flow : evidence from Germany
Shala, Iliriana; Schumacher, Benno - 2022
difference-in-differences estimation with banks being allocated to the treatment and control group based on the region of their …
Persistent link: https://www.econbiz.de/10013370513
Cover Image
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin - In: Journal of financial services research : JFSR 29 (2006) 3, pp. 211-235
Persistent link: https://www.econbiz.de/10003328587
Cover Image
Quantifizierung von Souveränrisiken
Maltritz, Dominik - 2006
Persistent link: https://www.econbiz.de/10003336000
Cover Image
Are banks different? : evidence form the CDS market
Raunig, Burkhard; Scheicher, Martin - 2009
Persistent link: https://www.econbiz.de/10003810904
Cover Image
Explaining the Bond-CDS Basis : the role of credit risk and liquidity
Bühler, Wolfgang; Gehde-Trapp, Monika - In: Risikomanagement und kapitalmarktorientierte …, (pp. 375-402). 2009
Persistent link: https://www.econbiz.de/10003861246
Cover Image
Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael (contributor);  … - 2007
The situation of a limited availability of historical data is frequently encountered in portfolio risk estimation …, especially in credit risk estimation. This makes it, for example, difficult to find temporal structures with statistical … selected macroeconomic variables. These findings may improve the estimation of risk measures such as the (portfolio) Value at …
Persistent link: https://www.econbiz.de/10003477096
Cover Image
Explaining the Bond-CDS Basis : the role of credit risk and liquidity
Bühler, Wolfgang; Gehde-Trapp, Monika - 2009
We explore the relationship between CDS premia and bond asset swap spreads on the same reference entity. As Duffie (1999) shows, there is a clear theoretical link between CDS premia and bond prices if the two quantities are viewed as a pure measure of credit risk. However, many studies provide...
Persistent link: https://www.econbiz.de/10003919383