Showing 101 - 110 of 110
This study evaluates both the profitability and risk efficiency of grazing stocker steers on conservation tillage …. Stocker steer net return distributions by tillage treatment are constructed and ranked for risk efficiency using SERF. The … results indicate the NT system is the most profitable and most risk efficient of the three tillage systems, followed by the RT …
Persistent link: https://www.econbiz.de/10009446519
supports these assumptions. An empirical application of the arbitrage equations providesevidence that risk aversion and …
Persistent link: https://www.econbiz.de/10009446523
risk through investment in equipment or production of other crops on the property. …
Persistent link: https://www.econbiz.de/10009446730
. Based on asimple cost model considering also relevant transaction costs and risk we use different regression andresampling …
Persistent link: https://www.econbiz.de/10009446737
and more or less risk sensitivity in capital requirements. Following the approach in Barth et al. (2004, 2006, 2008) we … their effect on banks’ risk, capital, efficiency and cost. We show that more stringency and more risk sensitivity in …
Persistent link: https://www.econbiz.de/10012530311
We introduce TailCoR, a new measure for tail correlation that is a function of linear and non–linear correlations, the latter characterized by the tail index. TailCoR can be exploited in a number of financial applications, such as portfolio selection where the investor faces risks of a linear...
Persistent link: https://www.econbiz.de/10012530390
the affiliates that the banking group has abroad, on bank’s risk, using Spanish confidential supervisory data. Having … multinational and decentralized banks. On the other hand, the international activity of banks may be associated to more risk taking … and the host economy on bank’s ex-post risk. The results are consistent with the hypothesis that geographic …
Persistent link: https://www.econbiz.de/10012530590
business complexity, their interaction and relative importance for banks’ risk, where the degree of complexity stems from the … corporate structure of banking groups affiliates. The results show that while business complexity results in higher risk …, geographic complexity gives rise to diversification benefits, thus lowering risk. However, geographic complexity alone is not …
Persistent link: https://www.econbiz.de/10012613023
industry (SBVX) using the implied volatility of individual banks and assuming market correlation risk premium. This methodology …, volatility, and risk. … elaboración de medidas de riesgo no estándar. ; This paper estimates the volatility index term structure for the Spanish bank …
Persistent link: https://www.econbiz.de/10012616875
Persistent link: https://www.econbiz.de/10004820880