Table of contents
Incentives for complexity in financial regulation
Tom BerglundThe purpose of the paper is to find out which incentives are present for persons who are taking care of financial regulation in practice, and how these incentives impact their…
A note on the appropriate choice of risk measures in the solvency assessment of insurance companies
Joël WagnerThe concept of value at risk is used in the risk-based calculation of solvency capital requirements in the Basel II/III banking regulations and in the planned Solvency II…
Jointly estimating jump betas
Vassilis Polimenis, Ioannis PapantonisThis paper aims to enhance a co-skew-based risk measurement methodology initially introduced in Polimenis, by extending it for the joint estimation of the jump betas for two…
Impacts of the US macroeconomic news on Asian stock markets
Tho Nguyen, Chau Ngo– This paper aims to investigate the spillover effect of 14 US key macroeconomic news on the first two moments of 12 Asian stock market returns.
Analysis of the impact of improved market trading efficiency on the speculation-hedging relation
Stoyu I. IvanovIn this study, the author aims to examine the behavior of QQQ options at the time of the QQQ move from AMEX to NASDAQ on December 1, 2004. The author addresses the questions: is…
Forecasting bank credit ratings
Periklis Gogas, Theophilos Papadimitriou, Anna AgrapetidouThis study aims to present an empirical model designed to forecast bank credit ratings using only quantitative and publicly available information from their financial statements…
ISSN:
1526-5943e-ISSN:
2331-2947ISSN-L:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza