Showing Results for
From:PLoS ONE (Vol. 13, Issue 10) Peer-ReviewedEconomic cycles may lead to changes in corporate bond credit ratings. This paper utilizes the Markov model to describe transition probability matrixes of economic states for the separation of economic cycles. We develop...
From:PLoS ONE (Vol. 13, Issue 5) Peer-ReviewedThe fat-tail financial data and cyclical financial market makes it difficult for the fixed structure model based on Gaussian distribution to characterize the dynamics of corporate bonds spreads. Using a flexible...
From:International Journal of Grid and Utility Computing (Vol. 10, Issue 2) Peer-ReviewedAbstract Only
From:PLoS ONE (Vol. 12, Issue 8) Peer-ReviewedIn this paper, we study the cross-market effects of Brexit on the stock and bond markets of nine major countries in the world. By incorporating information theory, we introduce the time-varying impact weights based on...
From:PLoS ONE (Vol. 15, Issue 5) Peer-ReviewedAuthor(s): Wei Tian, Xiangyun Zhou *, Yixiang Tian, Wei Meng Introduction Ratings are important for the continuous development of the capital market. However, the phenomenon of rating inflation is obvious in...
Choose how you want to be alerted when new results for your search become available.
Subscribe to Gale's RSS feed to get content delivered to your favorite RSS aggregator. Copy and paste the URL below into your reader:
Tell us where to send the alert and how often you want to receive it