Showing 1 - 10 of 131,231
"The pattern of disagreement between bond raters suggests that bank and insurance firms are inherently more opaque than … more lopsided, as theory here predicts. Uncertainty over the banks stems from their assets, loans and trading assets in …, compounds the uncertainty over their assets. Our findings bear on both the existence and reform of bank regulation …
Persistent link: https://www.econbiz.de/10001501424
Persistent link: https://www.econbiz.de/10000778779
Persistent link: https://www.econbiz.de/10000124769
Persistent link: https://www.econbiz.de/10000656208
Persistent link: https://www.econbiz.de/10000663355
Persistent link: https://www.econbiz.de/10000694815
Persistent link: https://www.econbiz.de/10000676438
Persistent link: https://www.econbiz.de/10000712444
Even if the correct modeling of default dependence is essential for the valuation of portfolio credit derivatives, for the pricing of synthetic CDOs a one-factor Gaussian copula model with constant and equalpairwise correlationsfor all assets in the reference portfolio has become the standard...
Persistent link: https://www.econbiz.de/10003636680
Stock picking is the field of financial analysis that is of particular interest for many professional investors and researchers. In this study stock picking is implemented via binary classification trees. Optimal tree size is believed to be the crucial factor in forecasting performance of the...
Persistent link: https://www.econbiz.de/10003727376