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Xiaoyan Wu,Vasco Salazar Soares,Luís Dias Pacheco,Fernando Oliveira Tavares
Pág. 403 - 433
Mutual funds performance evaluation measures allow to establish rankings and play an essential role for investors who want to make investment decisions. The choice of suitable measure should take into account the risk preference of investors. This paper ...
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Faiza Sajjad and Muhammad Zakaria
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Zhongzhi Liu, Zhiwei Guo, Yongqing Li, Libao Zhu and Chengqing Yuan
This paper develops an improved failure risk assessment method and discusses the risk control measures for a large luxury cruise ship?s bilge system under fire accident conditions. The proposed method incorporates an expert weight calculation model and a...
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Denise Benetti Ramirez,Francis Carlo Petterini
Pág. 135 - 166
The article deals with two subjects rarely intersecting in the literature: risk of default and development banks. As risk management is critical to maximizing profit in commercial banks, there are many analyzes of this type. But perhaps because the devel...
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ManYing Kang and Marcel Ausloos
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Bruno Ferreira Frascaroli,Luciano da Costa Silva,Osvaldo Cândido da Silva Filho
Pág. 73 - 106
To minimize the consequences of asymmetric information, the sovereign risk ratings are instruments that constitute a key piece in the determination of credit market conditions, essential to the growth of developing countries like Brazil. In the present w...
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Victor Olkhov
The description of the dynamics and fluctuations of macro variables remains one of the most exciting problems of financial economics. This paper models macro variables via the description of transactions between agents. We use risk ratings x of agents as...
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Bart Stellinga
Pág. Finance an - 41
The 2008 crisis made clear that credit rating agencies (CRAs) can contribute to systemic financial risk. Surprisingly, post-crisis reforms have hardly addressed the underlying problems, including rating agencies? methodologies, their ratings? homogeneity...
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Guglielmo D?Amico, Philippe Regnault, Stefania Scocchera and Loriano Storchi
In this paper, we apply information theory measures and Markov processes in order to analyse the inequality in the distribution of the financial risk in a pool of countries. The considered financial variables are sovereign credit ratings and interest rat...
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Andrea Miano, Annalisa Mele, Irene Della Ragione, Antimo Fiorillo, Marco Di Ludovico and Andrea Prota
The Italian infrastructure network of roads and bridges is one of the most complex in the world due to the territory orography. Italy is strongly interested in seismic and hydrogeological hazards, and, in addition, degradation and obsolescence phenomena ...
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Lilik Handajani, University of Mataram, Indonesia Lalu Hamdani Husnan, University of Mataram, Indonesia Endar Pituringsih, University of Mataram, Indonesia 10.21831/economia.v18i2.42883
Pág. 221 - 239
AbstractThis research investigates the effect of sustainability performance and firm characteristics on risk and corporate value by applying a structural equation model. The focus of the analysis is on Indonesian companies that received sustainability ra...
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Victor Olkhov
This paper develops methods and a framework of financial market theory. We model financial markets as a system of agents which perform market transactions with other agents under the action of numerous expectations. Agents? expectations are formed of eco...
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Vusani Moyo
Corporate finance literature has developed a number of models for use in estimating the cost equity in for cross-border investments. Most of the models, if not all, are specifically developed for use by US firms investing in emerging markets. The widely ...
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Riaan de Jongh, Tanja Verster, Elzabe Reynolds, Morne Joubert, Helgard Raubenheimer
The Basel II accord (2006) includes guidelines to financial institutions for the estimation of regulatory capital (RC) for retail credit risk. Under the advanced Internal Ratings Based (IRB) approach, the formula suggested for calculating RC is based on ...
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Sevin Gurarda, Emre Ozsoz and Abidin Ates
By using corporate governance data on 22 publicly traded Turkish companies we estimate the determinants of corporate governance ratings for these companies with a focus on ownership structure. Our results show that company earnings, financial risk and fi...
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Bin Cheng, Ping Chen, Xin Zhang, Keyu Fang, Xiaoli Qin and Wei Liu
With the rapid development of ubiquitous data collection and data analysis, data privacy in a recommended system is facing more and more challenges. Differential privacy technology can provide strict privacy protection while reducing the risk of privacy ...
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Bruce C Payne,Marie Beauchesne,Michael Tyler
Pág. 70 - 81
Abstract This ...
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Anastasios Pappas and Ioannis Kostakis
This study presents empirical evidence about the determinants of long-term government bond yields for 19 economies of the European Monetary Union (EMU) over the period 1995?2018 within a multivariate panel framework. The fixed effects estimators reveal t...
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Rana Abdelhafeez Feda
Pág. 92 - 101
In today?s financial markets, credit ratings play a significant role on the creditworthiness of firms as it represents the ability of a firm paying back debt and firm?s risk of default. The purpose of this study is to empirically evaluate the impact of c...
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Tara Hunt, Coralie J. Wilson, Peter Caputi, Ian Wilson and Alan Woodward
Telephone crisis-line workers (TCWs) are trained in a variety of techniques and skills to facilitate the identification of suicidal callers. One factor that may influence the implementation of these skills is gender. This study used an experimental desig...
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