Literatura académica sobre el tema "Spread Risk Adjusted"
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Artículos de revistas sobre el tema "Spread Risk Adjusted"
Boliari, Natalia y Kudret Topyan. "Credit Risk in G20 Nations: A Comparative Analysis in International Finance Using Option-Adjusted-Spreads". Journal of Risk and Financial Management 15, n.º 1 (10 de enero de 2022): 25. http://dx.doi.org/10.3390/jrfm15010025.
Texto completoNiblock, Scott James. "Flight of the Condors: Evidence on the Performance of Condor Option Spreads in Australia". Applied Finance Letters 6, n.º 01 (6 de diciembre de 2017): 38–53. http://dx.doi.org/10.24135/afl.v6i01.69.
Texto completoShine, Daniel. "Risk-Adjusted Mortality: Problems and Possibilities". Computational and Mathematical Methods in Medicine 2012 (2012): 1–5. http://dx.doi.org/10.1155/2012/829465.
Texto completoCavallo, Eduardo A. y Patricio Valenzuela. "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis". IMF Working Papers 07, n.º 228 (2007): 1. http://dx.doi.org/10.5089/9781451867923.001.
Texto completoBoliari, Natalia y Kudret Topyan. "Holding Companies and Debt Financing: A Comparative Analysis Using Option-Adjusted Spreads". Journal of Risk and Financial Management 15, n.º 12 (1 de diciembre de 2022): 569. http://dx.doi.org/10.3390/jrfm15120569.
Texto completoAngelidis, Timotheos y Alexandros Benos. "Liquidity adjusted value-at-risk based on the components of the bid-ask spread". Applied Financial Economics 16, n.º 11 (julio de 2006): 835–51. http://dx.doi.org/10.1080/09603100500426440.
Texto completoGuender, Alfred y Bernard Tolan. "The predictive ability of a risk-adjusted yield spread for economic activity in Europe". Empirica 44, n.º 1 (1 de octubre de 2015): 1–27. http://dx.doi.org/10.1007/s10663-015-9309-z.
Texto completoOrtolano, Alessandra y Eugenia Nissi. "The Volatility of the “Green” Option-Adjusted Spread: Evidence before and during the Pandemic Period". Risks 10, n.º 3 (22 de febrero de 2022): 45. http://dx.doi.org/10.3390/risks10030045.
Texto completoRussell, Tara A., Hallie Chung, Christina Riad, Sarah Reardon, Kevork Kazanjian, Robert Cherry, O. Joe Hines y Anne Lin. "Sustaining Improvement: Implementation and Spread of a Surgical Site Infection Bundle". American Surgeon 84, n.º 10 (octubre de 2018): 1665–69. http://dx.doi.org/10.1177/000313481808401026.
Texto completoYang, Yurun, Ahmet Goncu y Athanasios Pantelous. "Pairs trading with commodity futures: evidence from the Chinese market". China Finance Review International 7, n.º 3 (21 de agosto de 2017): 274–94. http://dx.doi.org/10.1108/cfri-09-2016-0109.
Texto completoTesis sobre el tema "Spread Risk Adjusted"
Galasso, Concetta. "Le determinanti del rating e del pricing risk adjusted nelle operazioni di project finance". Doctoral thesis, Luiss Guido Carli, 2008. http://hdl.handle.net/11385/200749.
Texto completoSilva, Paulo José Martins Jorge da. "Determinants of corporate risk using option-adjusted spreads : the case of Portugal". Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/10215.
Texto completoEste estudo analisa os determinantes dos spreads de taxas de juro das obrigações de empresas no mercado obrigacionista português. A utilização da abordagem Option-Adjusted Spread ultrapassa as dificuldades na definição das emissões de dívida pública de referência para o cálculo dos spreads de taxa de juro e permite a comparação de obrigações com diferentes características. Os resultados do estudo sugerem que os indicadores das empresas que reflectem a gestão realizada, as características das obrigações, o risco soberano, as condições macroeconómicas do país e os efeitos externos, concorrem para a determinação dos níveis dos prémios de risco requeridos pelos investidores em obrigações de empresas. Os resultados obtidos apontam, também, para uma elevada dependência dos custos de financiamento do sector bancário local relativamente ao risco soberano e ao nível de endividamento público na economia.
This study analyses the determinants of corporate bond spreads in Portugal. Using an Option-Adjusted Spread (OAS) approach we overcome the difficulties of comparing bonds with different cash-flow characteristics. OAS considers credit risk and contingent cash-flow risks, which allows the determination of a contingent premium analysis based on the bond?s characteristics. Our findings suggest that corporate bond risk spreads are determined by firm specific factors, bond characteristics, sovereign risk, macroeconomic conditions and external variables. We also find evidence of high dependency of the banking industry implicit funding costs on the sovereign risk proxy variable and the ratio of Public Debt to GDP.
Lee, Chien-Cheng y 李建成. "Bank Spread Management and Hedging Behavior Under Risk-Adjusted Deposit Insurance Pricing". Thesis, 2002. http://ndltd.ncl.edu.tw/handle/40524915193379201711.
Texto completo淡江大學
國際貿易學系
90
A potential reform of risk-adjusted deposit insurance pricing with forward contracts is presented. We demonstrate that bank spread management itself may provide the Federal Deposit Insurance Corporation’s (FDIC’s) protection from credit and interest rate risks even though the bank’s spread decisions are made prior to the realization of those two risks. But if the bank’s spread decisions are made subsequent to the realization of the credit and/or interest rate risks, the forward contracts may serve the FDIC for microhedging and/or macrohedging purposes. Further, a decrease in the capital-to-deposits ratio decreases the FDIC’s going-concern insurance premium market value. This paper suggests that capital regulation and bank spread management can also be important in influencing the FDIC’s hedging decisions.The conclusions of this article as follow:1. When the government controls the capital-to-deposits ratio rigorously, the FDIC can increase its deposit insurance premium.2. When the banks increase its rate of deposit, the FDIC can increase its deposit insurance premium.3. When the banks can control the loan with rigorous, the FDIC can decrease its deposit insurance premium.
Libros sobre el tema "Spread Risk Adjusted"
Cavallo, Eduardo A. The determinants of corporate risk in emerging markets: An option-adjusted spread analysis. [Washington, D.C.]: International Monetary Fund, Research Dept., 2007.
Buscar texto completoCapítulos de libros sobre el tema "Spread Risk Adjusted"
Bendimerad, Fouad. "The Role of Earthquake Insurance in Earthquake Risk Reduction and Resilience Building". En Springer Tracts in Civil Engineering, 277–86. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-68813-4_12.
Texto completoAbraham, Aby, John Casares y Jibran Ali Shah. "Floating Rate Notes". En Debt Markets and Investments, 265–82. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0015.
Texto completoCheng, Yiying. "Valuing and Analyzing Bonds with Embedded Options". En Debt Markets and Investments, 453–76. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0025.
Texto completoDunis, Christian L., Jason Laws y Ben Evans. "Modelling and Trading the Soybean-Oil Crush Spread with Recurrent and Higher Order Networks". En Artificial Higher Order Neural Networks for Economics and Business, 348–66. IGI Global, 2009. http://dx.doi.org/10.4018/978-1-59904-897-0.ch016.
Texto completoXanthopoulos, Gavriil, Miltiadis Athanasiou, Vassiliki Varela, Konstantinos Kaoukis y Panagiotis Xanthopoulos. "Simple firefighting demand modelling and its use for estimation of the potential influence of fuel treatment scenarios on the number of required firetrucks on the island of Kythira, Greece". En Advances in Forest Fire Research 2022, 361–66. Imprensa da Universidade de Coimbra, 2022. http://dx.doi.org/10.14195/978-989-26-2298-9_57.
Texto completoDyer, Matthew. "Valuing and Analyzing Mortgage-Backed and Asset-Backed Securities". En Debt Markets and Investments, 477–98. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0026.
Texto completoWickramasinghe, Amila, Nazmul Khan, Alexander Filkov y Khalid Moinuddin. "Physics-Based Modelling for Mapping Firebrand Flux and Heat Load on Structures in the Wildland-Urban Interface’". En Advances in Forest Fire Research 2022, 746–50. Imprensa da Universidade de Coimbra, 2022. http://dx.doi.org/10.14195/978-989-26-2298-9_114.
Texto completoBaumann, Jonas S. y Nazreen Ismail. "Legal uncertainty under the Protection of Personal Information Act during the pandemic". En The Impact of Covid-19 on the Future of Law, 71–96. UJ Press, 2022. http://dx.doi.org/10.36615/9781776405657-04.
Texto completoLytle, Mark H. "In Debt We Trust". En The All-Consuming Nation, 330–60. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780197568255.003.0015.
Texto completoActas de conferencias sobre el tema "Spread Risk Adjusted"
Fam, Mei Ling, Dimitrios Konovessis, Xuhong He, Lin Seng Ong y Hoon Kiang Tan. "Analysing Dependent Failures in a Bayesian Belief Network". En ASME 2019 38th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2019. http://dx.doi.org/10.1115/omae2019-95853.
Texto completoInformes sobre el tema "Spread Risk Adjusted"
Kinnan, Cynthia, Krislert Samphantharak, Robert Townsend y Diego A. Vera-Cossio. Research Insights: How Do Economic Networks Contribute to the Spread and Mitigation of Health Shocks? Inter-American Development Bank, agosto de 2022. http://dx.doi.org/10.18235/0004420.
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