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Why do trade negotiations take so long?
Moser, Christoph; Rose, Andrew K. - 2012
and 2009, and a semi-parametric Cox proportional hazards model. Four factors are robust determinants of the length of RTA …
Persistent link: https://www.econbiz.de/10010319735
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Pricing a collateralized derivative trade with a funding value adjustment
Hunzinger, Chadd B.; Labuschagne, Coenraad C. A. - In: Journal of risk and financial management : JRFM 8 (2015) 1, pp. 17-42
The 2008 credit crisis changed the manner in which derivative trades are conducted. One of these changes is the posting …. In this paper, we extend the Cox, Ross and Rubinstein (CRR) discrete-time model to include collateral and FVA. We prove …
Persistent link: https://www.econbiz.de/10011552865
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The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs
Hunzinger, Chadd B.; Labuschagne, Coenraad C.A. - In: The North American Journal of Economics and Finance 29 (2014) C, pp. 200-217
The binomial asset pricing model of Cox, Ross and Rubinstein (CRR) is extensively used for the valuation of options …
Persistent link: https://www.econbiz.de/10010931463
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Why Do Trade Negotiations Take So Long?
Moser, Christoph; Rose, Andrew K. - KOF Swiss Economic Institute, Department of Management, … - 2012
and 2009, and a semi-parametric Cox proportional hazards model. Four factors are robust determinants of the length of RTA …
Persistent link: https://www.econbiz.de/10009416896
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Why Do Trade Negotiations Take So Long?
Rose, Andrew K.; Moser, Christoph - In: Journal of Economic Integration 27 (2012), pp. 280-290
and 2009, and a semi-parametric Cox proportional hazards model. Four factors are robust determinants of the length of RTA …
Persistent link: https://www.econbiz.de/10010840734
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The effect of unemployment on interregional migration in the Netherlands
Biesenbeek, Cindy - 2022
Persistent link: https://www.econbiz.de/10013426285
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The transition from middle-income trap : role of innovation and economic globalisation
Jayadevan, C. M.; Hoang, Nam; Yarram, Subba Reddy - In: Applied economics 56 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014439767
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Return to Work After Long Term Sickness
Everhardt, T.; Jong, Ph. - In: De Economist 159 (2011) 3, pp. 361-380
Persistent link: https://www.econbiz.de/10009150212
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One Round versus Two Round Elections: An Experimental Study
Blais, André; Laslier, Jean-François; Laurent, Annie; … - HAL - 2007
et Cox à propos de la propension à voter sincèrement ou non dans les élections à un ou deux tours. Dans les deux systèmes … Cox qu'à celle de Duverger. …
Persistent link: https://www.econbiz.de/10008793862
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Pricing a Collateralized Derivative Trade with a Funding Value Adjustment
Hunzinger, Chadd B.; Labuschagne, Coenraad C.A. - In: Journal of Risk and Financial Management 8 (2015) 1, pp. 17-42
The 2008 credit crisis changed the manner in which derivative trades are conducted. One of these changes is the posting …. In this paper, we extend the Cox, Ross and Rubinstein (CRR) discrete-time model to include collateral and FVA. We prove …
Persistent link: https://www.econbiz.de/10011133885