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Comparability effects of mandatory IFRS adoption

Cascino, Stefano; Gassen, Joachim - 2012

of mandatory IFRS adoption on the comparability of financial accounting information around the world. Using two …

Persistent link: https://www.econbiz.de/10010281535

Computational Statistics (Journal)

Härdle, Wolfgang Karl; Mori, Yuichi; Symanzik, Jürgen - 2012

Computational Statistics is an international journal that fosters the publication of applications and methodological research in the field of computational statistics. In this article, we will discuss the motivation, history, some specialties, and the future scope of this journal.

Persistent link: https://www.econbiz.de/10010281549

Fair value reclassifications of financial assets during the financial crisis

Bischof, Jannis; Brüggemann, Ulf; Daske, Holger - 2012

At the peak of the financial crisis in October 2008, the IASB amended IAS 39 to grant companies the option of abandoning fair value recognition for selected financial assets. Using a comprehensive global sample of publicly listed IFRS banks, we find that banks use the reclassification option to...

Persistent link: https://www.econbiz.de/10010281555

Common factors in credit defaults swaps markets

Chen, Yi-hsuan; Härdle, Wolfgang Karl - 2012

We examine what are common factors that determine systematic credit risk and estimate and interpret the common risk factors. We also compare the contributions of common factors in explaining the changes of credit default swap (CDS) spreads during the pre-crisis, crisis and post-crisis period....

Persistent link: https://www.econbiz.de/10010318764

The signal of volatility

Strohsal, Till; Weber, Enzo - 2012

views by measuring the fraction of price changes that feeds into other markets depending on the prevailing level of …

Persistent link: https://www.econbiz.de/10010318768

Statistical modelling of temperature risk

Anastasiadou, Zografia; López-Cabrera, Brenda - 2012

Recently the topic of global warming has become very popular. The literature has concentrated its attention on the evidence of such effect, either by detecting regime shifts or change points in time series. The majority of these methods are designed to find shifts in mean, but only few can do...

Persistent link: https://www.econbiz.de/10010318774

Volatility of price indices for heterogeneous goods

Bocart, Fabian Y. R. P.; Hafner, Christian M. - 2012

Price indices for heterogenous goods such as real estate or fine art constitute crucial information for institutional … underlying volatility. For example, in art markets, auction houses often give price guarantees to the seller that resemble put … the price index, allowing to treat the volatility parameter as the object of interest. The model can be estimated using …

Persistent link: https://www.econbiz.de/10010318789

What mode of supply will matter the most for the future of services trade?

Cernat, Lucian - 2024

manifestations, for virtually all countries in the world. The paper starts with a short history of trade in services across centuries …

Persistent link: https://www.econbiz.de/10015070323