1 - 6 of 6 articles
Purpose– This paper aims to provide an overview of the market for corporate and sovereign credit default swaps (CDS), with particular focus on Europe. It studies whether the subprime crisis of 2007/2008 and, particularly, the European debt crisis 2009/2010 led to a differential development on...
Purpose– This paper aims to investigate informational efficiency of stock, options and credit default swap (CDS) markets. Previous research suggests that informed traders prefer equity option and CDS markets over stock markets to exploit their informational advantage. As a result, equity and...
Purpose– This paper aims to investigate the interaction between capital requirements and pricing constraints as measures for insurance regulation. Design/methodology/approach– In a theoretical model framework, the author derives the insurer’s shareholder-value-maximizing response to capital...
Purpose– This study aims to empirically examine the applicability of the life cycle model of firm performance to growth and profitability among Swedish small- and medium-sized enterprises (SMEs). Design/methodology/approach– Using analysis of variance, multiple analysis of variance and...
Purpose– This study aims to investigate the existence of herding in the Athens Stock Exchange over the 1995-2010 period and examine its effects on market volatility. Design/methodology/approach– Herding is examined over portfolios formed on beta and size of the selected stocks. The detection of...
Purpose– This paper aims to describe a robust empirical approach to generating plausible historically based interest rate shocks, which can be applied to any market environment. These interest rate shocks can be readily linked to movements in other key risk factors, and used to measure market...
Read and print from thousands of top scholarly journals.
Continue with Facebook
Sign up with Google
Log in with Microsoft
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don’t already have one.