[PDF] Top 20 On the relationship between soveregn bonds and credit default swaps in Portugal
Has 10000 "On the relationship between soveregn bonds and credit default swaps in Portugal" found on our website. Below are the top 20 most common "On the relationship between soveregn bonds and credit default swaps in Portugal".
On the relationship between soveregn bonds and credit default swaps in Portugal
... informative on some aspects. First, we demystify the idea that the series are I(1), often considered in previous ...studies. The crisis dictated a change in this ...long-run ... See full document
19
Wrong-way risk in stock swaps: measuring counterparty credit risk and CVA
... obtain the exposure for credit risk treatment purposes: the generation of scenarios for the relevant market factors, the pricing of the instruments for each scenario (which gives ... See full document
55
Mortgage credit default : an empirical analysis of the Portuguese Market
... Although the option-based model is a useful tool to evaluate the position of investors with mortgage credit, there are other factors that can influence the default ...to the ... See full document
49
Interest rate risk immunization - the impact of credit risk in the quality of immunization case study: immunization with Portuguese bonds and German bonds
... of the interest rate risk present in Financial Institutions and the methods used for its ...immunization. The paper consists of two parts. The first part presents a theoretical ... See full document
23
Rev. Bras. Econ. vol.68 número3
... negative relationship between business cycles and credit defaults, but less strong than suggested in previous ...shock in the unemployment rate, identified in a VAR ... See full document
26
Credit VaR and VaR in credit default swaps
... Gebka and Wohar (2013) analyze the causality between past trading volumes and index returns in the Pacific Basin countries and find that the QR method reveals ... See full document
111
REVIEW_AN INTERDISCIPLINARY APPROACH TO THE RELATIONSHIP BETWEEN MASS-MEDIA AND DEMOCRACY IN POST-COMMUNIST ROMANIA
... caught the attention of specialists from various fields. In this respect, this books aims at offering an interdisciplinary perspective on the evolution of the relationship ... See full document
6
Psychological processes mediate the impact of familial risk, social circumstances and life events on mental health.
... of the multivariate kurtosis in the data, goodness of fit of models was evaluated with the adjusted robust comparative fit Figure ...mediate the impact of familial risk, social ... See full document
8
A dívida soberana e os Credit Default Swap (CDS)
... “… duas dimensões Inter-relacionadas (…) a persistência de um défice orçamental muito elevado, designadamente em termos estruturais. Por outro lado, a manutenção de elevadas necessidades líquidas de financiamento da ... See full document
47
On the Relationship between Religiosity, Human Capital and Income
... questionnaires and replies to inquires on church atten- dance when the respondents were 11 or 12 years ...old. The survey asked the following questions: "1) When you were around 11 ... See full document
35
Evidence on the relationship between incentives and exogenous risk
... Finally, a uni que characteristic of this data set is the presence of a subsample of mixed tenants - i.e., households cultivating multiple plots in the same year and season un[r] ... See full document
20
WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE
... derivative swaps (CDS) have become a key innovation in the credit risk market in the last few years, mainly because they are a versatile and adjustable financial ... See full document
12
A portfolio view of consumer credit
... coefficient on the change in the credit score is significantly positive, with a large t- ratio of about ...deviation in d(Creditscore)), over the next year this would boost ... See full document
26
THE CAUSAL RELATIONSHIP BETWEEN TAXES AND EXPENDITURES IN PORTUGAL: COINTEGRATION AND ERROR-CORRECTION MODELS
... In this paper, besides the standard Granger c·ausality test, we use cointegration and error-correction modelling to investigate the causal linkage between government[r] ... See full document
18
The Effect of Credit Risk Management on Banks’ Profitability in Kosovo
... factor in elements of risk embedded in the transactions into the measure of ...Return on Capital (RaRoC) which is used to determine risk based profits while a variant of it is ... See full document
24
The Impact of the Expansion of the Bolsa Familia Program on the Time Allocation of Youths And Their Parents Lia Chitolina Miguel Nathan Foguel Naercio Menezes-Filho
... evaluates the impact of the 2007 expansion of the Bolsa Família program to families with youths aged 16 to 17 years (entitled Benefício Variável Jovem) on the time allocation of youths ... See full document
39
MEASURING MODEL FOR BAD LOANS IN BANKS. THE DEFAULT PROBABILITY MODEL.
... investors. In a modern economy, banks do this by maintaining a delicate balance between risk taking and managing ...engage in lending since only the borrowers know about the ... See full document
6
The relationship between context and health inequalities: Europe and Portugal as case studies
... was the first that looked at the change of HI in Portugal over ...focusing on one country alone, several lessons can be applied to other contexts for research and policy ... See full document
200
Interplay between temperature gradients field and C - E transformation in solidifying rolls
... progress and that at ...significantly. The only decrease of temperature is associated with the sedimentation cone situated at the bottom of roll, ...within the range t C ↔ t E growth of ... See full document
7
Nigeria SMEs P articipation in E lectronic E conomy: Problems and the W ay F orward
... mainstream. The direction of the Internet growth that concern us today include access, privacy, taxation and consumer protection, directions that have been instrumental in nurturing online ... See full document
13
temas relacionados