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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

The present study addresses the economic interpretation of stock market volatility. We argue that its character is … volatility. This exploits the revealed reaction of investors to gauge the degree of information and uncertainty ascribed to … volatility. We estimate simultaneous timevarying coefficient models, using data of US and further stock markets. We find the …

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

Statistical modelling of temperature risk

Anastasiadou, Zografia; López-Cabrera, Brenda - 2012

mean Lasso-type technique based with a multiplicative structure of Fourier and GARCH terms in volatility is proposed. The …

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

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