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The multidimensional logistic model according to the forecast of employment of graduates of institutions of higher education of the Republic of Kazakhstan
Khassenova, Laura A.; Yessirkepova, Altyn M.; … - In: Economies : open access journal 11 (2023) 6, pp. 1-17
This article constructs a multidimensional logistic model for predicting the employment of graduates of higher educational institutions trained under the program of academic mobility, using the example of Kazakh universities. The purpose of the research is to identify the relationship between...
Persistent link: https://www.econbiz.de/10014320948
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A new approach to modelling banks' equity volatility: Adding time-to-maturity jumps
Grinderslev, Oliver Juhler; Kristiansen, Kristian Loft - 2017
We add discrete jumps in the time-to-maturity of a firm's debt to the model of Engle and Siriwardane (2015), such that changes in equity volatility can be explained by the volatility of the firm's assets, its market leverage and investors' perception of the time-to-maturity of the firm's debt....
Persistent link: https://www.econbiz.de/10012059465
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The information content in contingent convertible bond prices
Grinderslev, Oliver Juhler; Kristiansen, Kristian Loft - 2017
in prices of CoCos, we introduce models which incorporate most of the characteristics and risks of CoCos. The models …
Persistent link: https://www.econbiz.de/10012059469
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The information content in contingent convertible bond prices
Grinderslev, Oliver Juhler; Kristiansen, Kristian Loft - 2017
in prices of CoCos, we introduce models which incorporate most of the characteristics and risks of CoCos. The models …
Persistent link: https://www.econbiz.de/10011761303
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A new approach to modelling banks' equity volatility : adding time-to-maturity jumps
Grinderslev, Oliver Juhler; Kristiansen, Kristian Loft - 2017
We add discrete jumps in the time-to-maturity of a firm's debt to the model of Engle and Siriwardane (2015), such that changes in equity volatility can be explained by the volatility of the firm's assets, its market leverage and investors' perception of the time-to-maturity of the firm's debt....
Persistent link: https://www.econbiz.de/10011740702
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Time Varying Arbitrage Pricing Factors in the Mexican Stock Market
Trevino, Maria de Lourdes - 2011
This paper examines the pricing of macroeconomic factors in the Mexican stock market. Using a larger sample of 180 stocks traded on the Mexican Stock Exchange for a longer period December 1991 to June 2010, we construct portfolios à la Fama and French and test the APT model. Making use of a...
Persistent link: https://www.econbiz.de/10013120442
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Non-Bank Finance-Companies in Mexico : Liquidity Shock or Deregulation?
Berrospide, Jose M. - 2013
We study the severe credit crunch of finance companies (SOFOLES) in Mexico using firm-level data between 2001 and 2011 … the lending contraction during the recent financial crisis in Mexico (2008-2009). The cutback in funding explains 12 …
Persistent link: https://www.econbiz.de/10013090286
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Foreign Competition and Banking Industry Dynamics : An Application to Mexico
Corbae, Dean - 2015
The authors develop a simple general equilibrium framework to study the effects of global competition on banking industry dynamics and welfare. They apply the framework to the Mexican banking industry, which underwent a major structural change in the 1990s as a consequence of both government...
Persistent link: https://www.econbiz.de/10013015121
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Restructuring and Forgiveness in Financial Crises A : The Mexican Peso Crisis of 1994-1995
McNamara, Christian - 2016
Following a year in which repeated political turmoil sapped investor confidence in Mexico, putting pressure on the peso …. The resulting collapse of the peso left Mexico with $40 billion to $50 billion in external debt (much of it dollar …-indexed) coming due in the near term and almost no foreign exchange reserves. Faced with the prospect that Mexico would either default …
Persistent link: https://www.econbiz.de/10013000269
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The COVID-19 economic crisis in Mexico through the lens of a financial conditions index
Carrillo, Julio A.; García, Ana Laura - In: Latin American economic review : LAER ; official … 30 (2021), pp. 1-27
from the viewpoint of an emerging market economy. Accordingly, we estimate a financial conditions index for Mexico since …
Persistent link: https://www.econbiz.de/10012818009