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
