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Статті в журналах з теми "Spread Risk Adjusted"
Boliari, Natalia, and Kudret Topyan. "Credit Risk in G20 Nations: A Comparative Analysis in International Finance Using Option-Adjusted-Spreads." Journal of Risk and Financial Management 15, no. 1 (January 10, 2022): 25. http://dx.doi.org/10.3390/jrfm15010025.
Повний текст джерелаNiblock, Scott James. "Flight of the Condors: Evidence on the Performance of Condor Option Spreads in Australia." Applied Finance Letters 6, no. 01 (December 6, 2017): 38–53. http://dx.doi.org/10.24135/afl.v6i01.69.
Повний текст джерелаShine, 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.
Повний текст джерелаCavallo, Eduardo A., and Patricio Valenzuela. "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis." IMF Working Papers 07, no. 228 (2007): 1. http://dx.doi.org/10.5089/9781451867923.001.
Повний текст джерелаBoliari, Natalia, and Kudret Topyan. "Holding Companies and Debt Financing: A Comparative Analysis Using Option-Adjusted Spreads." Journal of Risk and Financial Management 15, no. 12 (December 1, 2022): 569. http://dx.doi.org/10.3390/jrfm15120569.
Повний текст джерелаAngelidis, Timotheos, and Alexandros Benos. "Liquidity adjusted value-at-risk based on the components of the bid-ask spread." Applied Financial Economics 16, no. 11 (July 2006): 835–51. http://dx.doi.org/10.1080/09603100500426440.
Повний текст джерелаGuender, Alfred, and Bernard Tolan. "The predictive ability of a risk-adjusted yield spread for economic activity in Europe." Empirica 44, no. 1 (October 1, 2015): 1–27. http://dx.doi.org/10.1007/s10663-015-9309-z.
Повний текст джерелаOrtolano, Alessandra, and Eugenia Nissi. "The Volatility of the “Green” Option-Adjusted Spread: Evidence before and during the Pandemic Period." Risks 10, no. 3 (February 22, 2022): 45. http://dx.doi.org/10.3390/risks10030045.
Повний текст джерелаRussell, Tara A., Hallie Chung, Christina Riad, Sarah Reardon, Kevork Kazanjian, Robert Cherry, O. Joe Hines, and Anne Lin. "Sustaining Improvement: Implementation and Spread of a Surgical Site Infection Bundle." American Surgeon 84, no. 10 (October 2018): 1665–69. http://dx.doi.org/10.1177/000313481808401026.
Повний текст джерелаYang, Yurun, Ahmet Goncu, and Athanasios Pantelous. "Pairs trading with commodity futures: evidence from the Chinese market." China Finance Review International 7, no. 3 (August 21, 2017): 274–94. http://dx.doi.org/10.1108/cfri-09-2016-0109.
Повний текст джерелаДисертації з теми "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.
Повний текст джерелаSilva, 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.
Повний текст джерелаEste 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, and 李建成. "Bank Spread Management and Hedging Behavior Under Risk-Adjusted Deposit Insurance Pricing." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/40524915193379201711.
Повний текст джерела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.
Книги з теми "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.
Знайти повний текст джерелаЧастини книг з теми "Spread Risk Adjusted"
Bendimerad, Fouad. "The Role of Earthquake Insurance in Earthquake Risk Reduction and Resilience Building." In Springer Tracts in Civil Engineering, 277–86. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-68813-4_12.
Повний текст джерелаAbraham, Aby, John Casares, and Jibran Ali Shah. "Floating Rate Notes." In Debt Markets and Investments, 265–82. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0015.
Повний текст джерелаCheng, Yiying. "Valuing and Analyzing Bonds with Embedded Options." In Debt Markets and Investments, 453–76. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0025.
Повний текст джерелаDunis, Christian L., Jason Laws, and Ben Evans. "Modelling and Trading the Soybean-Oil Crush Spread with Recurrent and Higher Order Networks." In 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.
Повний текст джерелаXanthopoulos, Gavriil, Miltiadis Athanasiou, Vassiliki Varela, Konstantinos Kaoukis, and 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." In 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.
Повний текст джерелаDyer, Matthew. "Valuing and Analyzing Mortgage-Backed and Asset-Backed Securities." In Debt Markets and Investments, 477–98. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0026.
Повний текст джерелаWickramasinghe, Amila, Nazmul Khan, Alexander Filkov, and Khalid Moinuddin. "Physics-Based Modelling for Mapping Firebrand Flux and Heat Load on Structures in the Wildland-Urban Interface’." In 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.
Повний текст джерелаBaumann, Jonas S., and Nazreen Ismail. "Legal uncertainty under the Protection of Personal Information Act during the pandemic." In The Impact of Covid-19 on the Future of Law, 71–96. UJ Press, 2022. http://dx.doi.org/10.36615/9781776405657-04.
Повний текст джерелаLytle, Mark H. "In Debt We Trust." In The All-Consuming Nation, 330–60. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780197568255.003.0015.
Повний текст джерелаТези доповідей конференцій з теми "Spread Risk Adjusted"
Fam, Mei Ling, Dimitrios Konovessis, Xuhong He, Lin Seng Ong, and Hoon Kiang Tan. "Analysing Dependent Failures in a Bayesian Belief Network." In 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.
Повний текст джерелаЗвіти організацій з теми "Spread Risk Adjusted"
Kinnan, Cynthia, Krislert Samphantharak, Robert Townsend, and Diego A. Vera-Cossio. Research Insights: How Do Economic Networks Contribute to the Spread and Mitigation of Health Shocks? Inter-American Development Bank, August 2022. http://dx.doi.org/10.18235/0004420.
Повний текст джерела