Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Title
Now showing items 64-83 of 439
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Working Paper Open Access
Contingent convertible bonds for sovereign debt risk management
(The Wharton Financial Institutions Center. The Wharton School, University of Pennsylvania, PA., 2015-11)We consider convertible bonds that contractually stipulate payment standstill, contingent on a market indicator of a sovereign's creditworthiness breaching a distress threshold. This financial innovation limits ex-ante the ...
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Book Chapter
Controlling Currency Risk with Options or Forwards
(Springer, 2007)
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Book Chapter
Controlling currency risk with options or forwards
(Springer International Publishing, 2008)
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Corporate liquidity and dividend policy under uncertainty
(2016)We examine optimal liquidity (retained earnings) and dividend choice incorporating debt financing with risk of default and bankruptcy costs as well as growth options under revenue uncertainty. We revisit the conditions for ...
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Article
Credit Risk Modelling Under Recessionary and Financial Distressed Conditions
(2016)This paper provides clear cut evidence that recessionary and financial distressed conditions, as well as banning foreclosure laws, often introduced by governments to mitigate the effects of the economic and/or financial ...
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Book
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Cross-listing and operating performance: Evidence from exchange-listed American depositary receipts
(2009)In this paper we examine the operating performance of non-US firms that enter major US stock exchanges using American Depositary Receipt (ADR) programs. Our dataset consists of 108 capital-raising and non-capital-raising ...
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Article
Cross-listing, bonding hypothesis and corporate governance
(2007)This paper examines the relationship between cross-listing and corporate governance for Canadian firms, that were cross-listed on US stock exchanges during the period 1997-2003. We find that cross-listed firms have more ...
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Article
The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
(2017)
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Article
The cross-section of expected stock returns in the property/liability insurance industry
(2018)We conduct a comprehensive asset pricing analysis for the U.S. property/liability insurance industry using monthly data from 1988 to 2015. We find that state-of-the-art models such as the Fama and French (2015) five-factor ...
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Article
CVaR models with selective hedging for international asset allocation
(2002)We develop an integrated simulation and optimization framework for multicurrency asset allocation problems. The simulation applies principal component analysis to generate scenarios depicting the discrete joint distributions ...
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Article
Cyprus
(1993)This article presents an evolutionary cooperative approach to conflict resolution that would lower the fears and raise the hopes of parties in conflict by proceeding incrementally in phases that would allow interaction and ...