Tag: Finance
-
Currency depreciation is linked to higher non-performing assets in Indian banks
Exchange rate and monetary policy drive India's non-performing asset stress more than GDP growth
-
Market greenness predicts liquidity shocks
How investor ESG preferences generate liquidity dynamics and pricing anomalies
-
Liquidity shocks spill over to related corporate bond peers
How credit downgrades trigger liquidity stress across related corporate bonds
-
Negative interest rates linked to lower loan loss provisioning
How negative interest rates change bank lending caution
-
Fiscal contraction linked to lower NPLs in the long run
How fiscal discipline affects bank loan quality in a developing economy
-
Integrated ACD models can imply infinite-mean durations
When do trades occur less predictably than financial models assume
-
Analytic GMIB valuation was faster than Monte Carlo simulation
Valuing guaranteed income riders in variable annuities with faster computation
-
Positive CBDC stance linked to higher bank net interest margin
How digital currencies shift bank interest margins and deposit competition
-
Price bubbles found in most examined DeFi and NFT assets
Bubble detection in blockchain-based digital assets using advanced econometric testing
