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Aggregation of rating systems for emerging financial markets

Grishunin, Sergei; Dyachkova, Natalia; Karminsky, Alexander - In: Risk assessment and financial regulation in emerging …, (pp. 93-119). 2021

This paper examines the issues of the aggregation and comparison of the credit ratings of various economic agents for risk management purposes in a commercial bank. The empirical results of the study make it possible to increase the assessment of credit risks based on the constructed system of...

Persistent link: https://www.econbiz.de/10012591667

Sovereign ratings

Di Gioia, Anna Michelina; Imperato, Roberto - In: Financial Risk Management and Climate Change Risk : The …, (pp. 73-106). 2023

Persistent link: https://www.econbiz.de/10014369651

The role of rating agencies : implications for the financial system and central banks' efforts to reduce their reliance

Alessandri, Piergiorgio; Bignami, Martina; Corsello, … - In: Financial Risk Management and Climate Change Risk : The …, (pp. 139-161). 2023

Persistent link: https://www.econbiz.de/10014369670

Trading volume and return volatility dynamics in Indian stock market

Mahajan, Sarika; Singh, Balwinder - 2007

Persistent link: https://www.econbiz.de/10003753531

Order imbalance, liquidity, and market returns

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 3-21). 2008

Persistent link: https://www.econbiz.de/10003650440

Intraday liquidity in the Istanbul stock exchange

Ekinci, Cumhur - In: Stock market liquidity : implications for market …, (pp. 77-94). 2008

Persistent link: https://www.econbiz.de/10003650498

Scaling laws in stock markets : an analysis of prices and volumes

Bianchi, Sergio; Pianese, Augusto - In: Mathematical and statistical methods in insurance and …, (pp. 35-42). 2008

Persistent link: https://www.econbiz.de/10003837054

A generative approach on the relationship between trading volume, prices, returns and volatility of financial assets

Pascual, José Antonio; Pajares Gutiérrez, Javier - In: Artificial economics : the generative method in …, (pp. 185-196). 2009

Persistent link: https://www.econbiz.de/10003889497

Modelling slippage : an application to the bund futures contract

Acar, Emmanuel; Petitdidier, Edouard - In: Forecasting volatility in the financial markets, (pp. 173-186). 2007

Persistent link: https://www.econbiz.de/10003872895

Real trading volume and price action in the foreign exchange markets

Lequeux, Pierre - In: Forecasting volatility in the financial markets, (pp. 187-199). 2007

Persistent link: https://www.econbiz.de/10003872907

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