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Now showing items 21-30 of 439
Controlling Currency Risk with Options or Forwards
(Springer, 2007)
Applied mathematical programming and modeling IV (APMOD 98)
(Kluwer Academic, 2001)
Portfolio diversification in the sovereign credit swap markets
(Springer, 2017-05)
We develop models for portfolio diversification in the sovereign credit default swap (CDS) markets and show that, despite literature findings that sovereign CDS spreads are affected by global factors, there is sufficient ...
State Contingent Debt as Insurance for Euro-Area Sovereigns
(2018-04)
The euro-area sovereign debt crisis is receding. Europe is on a recovery path, growth is broad-based and unemployment is falling. One after the other, countries hit hardest by the crisis are exiting their adjustment ...
An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings
(2019)
We investigate the lead-lag relationships between issuer-paid and investor-paid credit rating agencies (CRAs), after the regulatory reforms in the U.S. (2002–2006) also including outlooks. Over our sample period, ratings ...
The need for cash flow reporting: Greek evidence
(1990)
This study provides empirical evidence on the extent to which Cash Flow From Operations (CFFO) are not proxied by more traditional measures of performance such as Operating Net Income (OPNI) and Working Capital From ...