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Analyzing the Shanghai stock price index daily returns using MF-DFA method, it is found that there are two different types of sources for multifractality in time series, namely, fat-tailed probability distributions and non-linear temporal correlations. Based on that, a sliding window of 240...
Persistent link: https://www.econbiz.de/10011062766
identification of, and intervention with, children at risk of maltreatment and poor outcomes. While agreeing that neuroscientific …
Persistent link: https://www.econbiz.de/10011064755
Although “association with delinquent peers” is commonly identified as “a risk factor for youth violence,” this … neoliberalism, our interviewees challenge us to reframe risk. …
Persistent link: https://www.econbiz.de/10011064817
unpredictable fluctuations in demand and supply. These supply-demand imbalances are a major business risk in a vast array of … to this risk. In this article, we discuss better and worse ways to embrace mix flexibility. To begin, senior executives …
Persistent link: https://www.econbiz.de/10011065232
Using quarterly financial statements and stock market data from 1982 to 2010 for the six largest Canadian chartered banks, this paper documents positive co-movement between Canadian banks’ capital buffer and business cycles. The adoption of Basel Accords and the balance sheet leverage cap...
Persistent link: https://www.econbiz.de/10011065577
Trust is an important determinant of economic development. Understanding its origins is therefore critical. We develop a principal-agent model with heterogeneous players to determine the aggregate amount of trustworthiness and trust in a society. People are distributed according to their...
Persistent link: https://www.econbiz.de/10011065950
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financial capital so that it can logically serve as a cushion against insolvency for potentially risk-averse managers and as a … signal of risk for less informed outsiders. This allows scale economies to be computed without assuming that the bank chooses … authors find evidence that bank managers are risk averse and use the level of financial capital to signal the level of risk …
Persistent link: https://www.econbiz.de/10005389658
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