Search Results

Macroprudential policy and the probability of a banking crisis,
Ryota Nakatani, in Journal of Policy Modeling (2020)
Keywords: Macroprudential policy; Loan-to-value (LTV) ratio; Banking crisis; Exchange rate regime; Capital control;

Macroprudential Policy and the Probability of a Banking Crisis,
Ryota Nakatani, from University Library of Munich, Germany (2020)
Keywords: macroprudential policy; loan-to-value (LTV) ratio; banking crisis; probit model; monetary policy; exchange rate regime; capital control

Assessing the Probability of Default During the COVID-19 Pandemic: The Case of Airlines,
Elizaveta Markovskaya and Elena Smolina, from Springer (2024)
Keywords: Probability of bankruptcy, Airline companies, Pandemic crisis

On the existence of the true value of a probability,
Alberto Landro, in Revista de Economía Política de Buenos Aires (2010)
Keywords: probability

Probability Logic for Type Spaces,
A. Heifetz and Philippe Mongin, from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1998)
Keywords: PROBABILITY

On the Probability that Nothing Happens,
Guido Antonio Rossi, from Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2013)
Keywords: Probabilities

On the Probability that Nothing Happens - II,
Carlo Maccheroni, from Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2014)
Keywords: Probabilities

Financial imbalances, crisis probability and monetary policy in Norway,
Ragna Alstadheim, Ørjan Robstad and Nikka Husom Vonen, from Norges Bank (2017)
Keywords: Monetary Policy, Financial Imbalances, Financial Crisis, Structural VAR

ДІАГНОСТИКА ЙМОВІРНОСТІ НАСТАННЯ БАНКРУТСТВА ПІДПРИЄМСТВА В АНТИКРИЗОВОМУ УПРАВЛІННІ: СУЧАСНІ ПІДХОДИ ТА КЛАСИФІКАЦІЯ МОДЕЛЕЙ // Diagnostics of enterprise bankruptcy occurrence probability in an anti-crisis management: modern approaches and classification of models,
Ірина Володимирівна Жалінська, in Вісник Житомирського державного технологічного університету. Серія: Економічні науки // THE JOURNAL OF ZHYTOMYR STATE TECHNOLOGICAL UNIVERSITY. SERIES: ECONOMICS (2015)
Keywords: crisis management; diagnostics; diagnostics of bankruptcy occurrence probability models;антикризове управління; діагностика; моделі діагностики ймовірності настання банкрутства

MATHEMATICAL MODELING OF THE DISSEMINATION PHENOMENON CONCERNING THE CURRENCY CRISIS OF SUOTH-EASY ASIA,
Tudor Colomeischi and Anamaria G. Macovei, in The Annals of the "Stefan cel Mare" University of Suceava. Fascicle of The Faculty of Economics and Public Administration (2009)
Keywords: mathematical model, inflationary , the currency crisis, probability, inflationary

A Critical Analysis of Capital Controls: Implications for Crisis Prevention and Economic Performance,
C. Zehri, L.S. Iben Ammar and Wissem Ajili Ben Youssef, from HAL (2023)
Keywords: banking crisis,capital controls,Economic growth,probability

On the Win Probability in Rent-Seeking Gemes,
D.J. Clark and Christian Riis, from Oslo University, Department of Economics (1996)
Keywords: PROBABILITY

A Model to Assess the Probabilities of Growth, Fiscal, and Financial Crises,
Suman Basu, Marcos Chamon and Christopher Crowe, from International Monetary Fund (2017)
Keywords: WP;crisis probability;Growth crisis;probability rating;crisis incidence;financial crisis model; Early warning model; fiscal crisis; financial crisis; sudden stop; Global financial crisis of 2008-2009; Financial statements; Asset prices; Sudden stops; Global

The “New Normal” in Mortgage Lending and Its Impact on Default Probabilities,
Rauterkus Andreas, in Baltic Journal of Real Estate Economics and Construction Management (2021)
Keywords: Foreclosure probability, residential real estate crisis, subprime mortgages

The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons,
Hans Byström, from Quantitative Finance Research Centre, University of Technology, Sydney (2003)
Keywords: banking sector; banking crisis; default probability; market discipline

The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons,
Hans Byström, from Lund University, Department of Economics (2003)
Keywords: banking sector; banking crisis; default probability; market discipline

Business Ethics, Commercial Mathematics, and the Origins of Mathematical Probability,
Edith Dudley Sylla, in History of Political Economy (2003)
Keywords: probability

Establishing a probability sample in a crisis context: the example of Ukrainian refugees in Germany in 2022,
Hans Walter Steinhauer, Jean Philippe Décieux, Manuel Siegert, Andreas Ette and Sabine Zinn, in AStA Wirtschafts- und Sozialstatistisches Archiv (2024)
Keywords: Ukrainian Refugees, Probability Sampling, Central Register of Foreigners, Population Registers

What sells in a crisis? Determinants of sale probability over a cycle and through a crash,
David Scofield and Steven Devaney, in Journal of Property Investment & Finance (2017)
Keywords: Turnover, Liquidity, Ownership, Foreign investment, Market cycles, Sale probability

ELABORATION OF THE METHOD OF ASSESSMENT OF THE SEVERITY DEGREE OF COMPANIES CRISIS,
Vladimir Nusinov, in EUREKA: Social and Humanities (2016)
Keywords: crisis; types of crisis; severity degree of crisis; assessment; diagnostics; probability of bankruptcy; scale of assessment of the severity degree of crisis; matrix of comparison of the severity degrees of crisis

Bank Acquisitiveness and Financial Crisis Vulnerability,
Saqib Aziz, Michael Dowling and Jean-Jacques Lilti, in Bankers, Markets & Investors (2016)
Keywords: Financial Crisis; Mergers and Acquisitions; Probability of Default; Solvency; Investment Banking

Bank Acquisitiveness and Financial Crisis Vulnerability,
Saqib Aziz, Michael Dowling and Jean-Jacques Lilti, from HAL (2016)
Keywords: Financial Crisis, Mergers and Acquisitions, Probability of Default, Solvency, Investment Banking

Determining Lower and Uper Bounds on Probabilities of Logical Formulas Represented by Digraphs,
K.A. Andersen and J.N. Hooker, from Carnegie Mellon University, Tepper School of Business (1994)
Keywords: probability

Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis,
Kerem Uğurlu and Tomasz Brzeczek, in Central European Journal of Operations Research (2023)
Keywords: Probability distortion, Markov decision processes, Dynamic programming, Risk management, Mathematical finance

East Asian Financial Crisis Revisited: An Econometric Analysis, 1981-2001,
M. Feridun, in International Journal of Applied Econometrics and Quantitative Studies (2005)
Keywords: financial crises; linear probability models; East Asian crisis

Revenue Decentralization and the Probability of a Fiscal Crisis: Is There a Tipping Point for Adverse Effects?,
Ryota Nakatani, from University Library of Munich, Germany (2023)
Keywords: Revenue Decentralization; Fiscal Crisis; Binary Choice Model; Federalism; Local Government

Brazilian Real Crisis Revisited: A Linear Probability Model to Identify Leading Indicators,
M. Feridun, in International Journal of Applied Econometrics and Quantitative Studies (2004)
Keywords: Mexican peso crisis, financial crises, probit model, Brazil

Revenue Decentralization and the Probability of a Fiscal Crisis: Is There a Tipping Point for Adverse Effects?,
Ryota Nakatani, in Public Finance Review (2024)
Keywords: revenue decentralization; fiscal crisis; fiscal trilemma; federalism; local government

Tail Behavior of the Central European Stock Markets during the Financial Crisis,
Jozef Baruník, Lukas Vacha and Miloslav Vošvrda, in Czech Economic Review (2010)
Keywords: Financial crisis, tail behavior, stock markets, stable probability distribution

Labor unions and bank risk culture: evidence from the financial crisis,
Dien Giau Bui, Yan-Shing Chen, Hsing-Hua Hsu and Chih-Yung Lin, in Journal of Financial Stability (2020)
Keywords: Financial crisis; Labor unions; Stock returns; Default probability; Risk-taking;

Bank-firm relationships and the survival of non-financial firms during the financial crisis 2008-2009,
Kim Abildgren, Birgitte Vølund Buchholst and Jonas Staghøj, from European Central Bank (2013)
Keywords: bank-firm relationships, financial crisis, firm survival, probability of default

Tail Behavior of the Central European Stock Markets during the Financial Crisis,
Jozef Baruník, Lukas Vacha and Miloslav Vošvrda, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2010)
Keywords: financial crisis, tail behavior, stock markets, stable probability distribution

Generalized Probability-Probability Plots,
N.A. Mushkudiani and John Einmahl, from Tilburg University, Center for Economic Research (2004)
Keywords: probability theory; limit theorems

Real and financial shocks, exchange rate regimes and the probability of a currency crisis,
Ryota Nakatani, in Journal of Policy Modeling (2018)
Keywords: Currency crisis; Productivity shock; Risk premium shock; Exchange rate regimes; Capital control;

Real and Financial Shocks, Exchange Rate Regimes and the Probability of a Currency Crisis,
Ryota Nakatani, from University Library of Munich, Germany (2017)
Keywords: Currency Crisis; Productivity Shock; Risk Premium Shock; Exchange Rate Regimes; Capital Control; Probit Model

Will Indonesia enter the 2023 financial crisis? Application of early warning model system,
Anggito Abimanyu, Muhammad Handry Imansyah and Muhammad Adisurya Pratama, in Economic Journal of Emerging Markets (2023)
Keywords: Early Warning Model System (EWMS), probability of crisis, Indonesian economy, crisis pre-emptive and mitigation policies

A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions,
Josep Puigvert-Gutiérrez and Rupert Vincent-Humphreys, in Eurasian Economic Review (2012)
Keywords: Financial Market, Probability Density Functions, Options, Financial Crisis, C13, C14, G12, G13,

The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis,
Mindy Leow and Jonathan Crook, in European Journal of Operational Research (2016)
Keywords: Forecasting; Robustness and sensitivity analysis; Macroeconomic variables; Structural change; Probability forecasting;

Consistency of banks' internal probability of default estimates: Empirical evidence from the COVID-19 crisis,
Barbora Stepankova and Petr Teply, in Journal of Banking & Finance (2023)
Keywords: Banking; Credit risk; Probability of default; Bank regulation; COVID-19;

The Short-Term Effect of the COVID-19 Crisis on Employment Probabilities of Labour-Market Entrants in the Netherlands,
Henri Bussink, Tobias Vervliet and Bas Weel, in De Economist (2022)
Keywords: COVID-19 crisis, Employment, Young workers

The short-term effect of the COVID-19 crisis on employment probabilities of labour-market entrants in the Netherlands,
Henri Bussink, Tobias Vervliet and Bas ter Weel, from Tinbergen Institute (2022)
Keywords: COVID-19 crisis, employment, young workers

Pointwise properties of convergence in probability,
Robert M. Burton, in Statistics & Probability Letters (1985)
Keywords: convergence in probability

Classical probability waves,
Marius Grigorescu, in Physica A: Statistical Mechanics and its Applications (2008)
Keywords: Probability waves;

Probabilities as Similarity-Weighted Frequencies,
Antoine Billot, Itzhak Gilboa, David Schmeidler and Dov Samet, from Cowles Foundation for Research in Economics, Yale University (2004)
Keywords: Similarity, Probability

The impact of the economic crisis on joblessness in Turkey,
Seçil A Kaya Bahçe and Emel Memiş, in The Economic and Labour Relations Review (2014)
Keywords: Economic crisis; marginally attached; transition probabilities; Turkish labour market; unemployment; worker flows

The Role of IMF Support in Crisis Prevention,
Uma Ramakrishnan and Juan Zalduendo, from International Monetary Fund (2006)
Keywords: WP;IMF financing;IMF support;IMF resource;market pressure;crisis probability;IMF money;IMF staff estimate

What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?,
Niko Dötz and Christoph Fischer, from Deutsche Bundesbank (2010)
Keywords: Sovereign bond spread, GARCH-in-mean, default probability

Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities,
Cho-Hoi Hui, Tsz-Kin Chung and Chi-Fai Lo, in Asia-Pacific Financial Markets (2013)
Keywords: Sub-prime crisis, Funding liquidity shocks, LIBOR-OIS spread, First-passage-time probability,

Bank stability and market discipline: The effect of contingent capital on risk taking and default probability,
Jens Hilscher and Alon Raviv, in Journal of Corporate Finance (2014)
Keywords: Contingent capital; Executive compensation; Risk taking; Banking regulation; Bank default probability; Financial crisis;

Bank stability and market discipline: The effect of contingent capital on risk taking and default probability,
Jens Hilscher and Alon Raviv, from Brandeis University, Department of Economics and International Business School (2014)
Keywords: contingent capital, executive compensation, risk taking, banking regulation, bank default probability, ?financial crisis

Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities,
Cho-Hoi Hui, Tsz-Kin Chung and Chi-Fai Lo, from Hong Kong Monetary Authority (2010)
Keywords: Sub-prime crisis, funding liquidity shocks, LIBOR-OIS spread, first-passage-time probability

Rounding of probability forecasts: The SPF forecast probabilities of negative output growth,
Michael Clements, from University of Warwick, Department of Economics (2008)
Keywords: Rounding ; probability forecasts ; probability distributions

Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis,
Hans Byström, from Quantitative Finance Research Centre, University of Technology, Sydney (2003)
Keywords: banking crisis; default; credit risk; extreme value theory

Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis,
Hans Byström, from Lund University, Department of Economics (2003)
Keywords: banking crisis; default; credit risk; extreme value theory

The Inductive Applications of Probability Calculus,
Corrado Gini, in Statistica (2015)
Keywords: History of probability; Statistical induction; Frequency and probability

Combining probability forecasts,
Michael Clements and David Harvey, in International Journal of Forecasting (2011)
Keywords: Probability forecasts Forecast combinations Recession probabilities

Combining probability forecasts,
Michael Clements and David Harvey, in International Journal of Forecasting (2011)
Keywords: Probability forecasts; Forecast combinations; Recession probabilities;

World gone wrong: the financial crisis, labor market transitions and earnings in Serbia,
Niels-Hugo (Hugo) Blunch and Victor Sulla, in Economic Change and Restructuring (2014)
Keywords: Financial crisis, Gender, Labor market flows, Transition probabilities, Earnings growth, Panel data, Serbia, J2, J3, J6,

Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis,
Ren-Raw Chen, N.K. Chidambaran, Michael B. Imerman and Ben J. Sopranzetti, in Journal of Banking & Finance (2014)
Keywords: Structural credit risk models; Financial crisis; Risk management; Lehman Brothers; Default probability; Liquidity;

Probability and Metaphysics,
Peter Lukan, in Interdisciplinary Description of Complex Systems - scientific journal (2018)
Keywords: probability, metaphysics, Karl Popper, Patrick Suppes

Behavioral Probabilities,
W Viscusi and William Evans, in Journal of Risk and Uncertainty (2006)
Keywords: Behavioral probability, Risk perceptions, Expected utility, Bayesian,

A Primer on the “Reproducibility Crisis” and Ways to Fix It,
W. Reed, from University of Canterbury, Department of Economics and Finance (2017)
Keywords: BReproducibility crisis, Post-study probability, Significance level, Power, Publication bias, Pre-registration, Registered reports, Negative results, Replication

Probability Matching and Reinforcement Learning*,
Javier Rivas, from Division of Economics, School of Business, University of Leicester (2011)
Keywords: Probability Matching; Reinforcement Learning

A mechanism for eliciting a probability distribution,
Xiangyu Qu, from HAL (2012)
Keywords: Elicitation,Probability distribution

A mechanism for eliciting a probability distribution,
Xiangyu Qu, from HAL (2012)
Keywords: Elicitation,Probability distribution

Security Prices as Probabilities,
Christopher Rude, from Society for Computational Economics (2003)
Keywords: asset pricing, probability

Probability and Uncertainty in Economic Modeling,
Itzhak Gilboa, Andrew Postlewaite and David Schmeidler, from HAL (2008)
Keywords: Probability,Uncertainty,Economic modeling

Incomplete normalization of probability on multifractals,
Q.A. Wang, L. Nivanen, A. El Kaabouchi, J.P. Badiali and A. Le Méhauté, in Physica A: Statistical Mechanics and its Applications (2007)
Keywords: Probability; Multifractals; Statistical method;

Probability matching and reinforcement learning,
Javier Rivas, in Journal of Mathematical Economics (2013)
Keywords: Probability matching; Reinforcement learning;

Pareto and probability distributions,
Gianfranco Tusset, in International Review of Economics (2024)
Keywords: Pareto, Income distribution, Probabilities

Value and worth: probability analysis,
Nick French, in Journal of Property Investment & Finance (2006)
Keywords: Probability calculations, Data analysis

RANK-DEPENDENT PROBABILITIES,
Edi Karni and Z. Safra, from Tel Aviv (1988)
Keywords: probability ; risk ; insurance

On the Uniqueness of Subjective Probabilities,
Edi Karni and David Schmeidler, from Tel Aviv - the Sackler Institute of Economic Studies (1991)
Keywords: probability ; decision making

Predicted probabilities for count models,
J. Scott Long and Jeremy Freese, in Stata Journal (2001)
Keywords: predicted probabilities, count models

Scoring rules and the evaluation of probabilities,
R. Winkler, Javier Muñoz, José Cervera, José Bernardo, Gail Blattenberger, Joseph Kadane, Dennis Lindley, Allan Murphy, Robert Oliver and David Ríos-Insua, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (1996)
Keywords: Attributes of “Good” probabilities, Decomposition of expected Scores, Evaluation of Probabilities, Probability Assessment, Probability Forecasts, Scoring Rules,

Coherent Odds and Subjective Probability,
Kim C. Border and Uzi Segal, from University of Western Ontario, Department of Economics (1997)
Keywords: PROBABILITY; DECISION MAKING

Probability Theory with Economic Applications,
Efe Ok, from SUNY-Oswego, Department of Economics
Keywords: probability theory, econometrics

Estimating Subjective Probabilities,
Steffen Andersen, John Fountain, Glenn Harrison and Elisabet Rutstrom, from Copenhagen Business School, Department of Economics (2009)
Keywords: probability; beliefs; utility theory

A Note on Probability Distributions with Increasing Generalized Failure Rates,
Martin A. Lariviere, in Operations Research (2006)
Keywords: probability distributions

Exploring Factors Influencing Scenarios Evolution of Waste NIMBY Crisis: Analysis of Typical Cases in China,
Ling He, Qing Yang, Xingxing Liu, Lingmei Fu and Jinmei Wang, in IJERPH (2021)
Keywords: waste NIMBY crisis; ground theory; dynamic Bayesian network; scenario evolution; probability analysis; node variables

The Financial Crisis, Labor Market Transitions and Earnings: A Gendered Panel Data Analysis for Serbia,
Niels-Hugo (Hugo) Blunch and Victor Sulla, from Institute of Labor Economics (IZA) (2011)
Keywords: earnings growth, transition probabilities, labor market flows, gender, financial crisis, panel data, Serbia

Probability Theory,
Ajit Kumar Verma, Srividya Ajit and Manoj Kumar, from Springer (2011)
Keywords: Sample Point, Conditional Probability, Cumulative Distribution Function, Sample Space, Probability Mass Function

Probability and arguments: Keynes’s legacy,
William Peden, in Cambridge Journal of Economics (2021)
Keywords: John Maynard Keynes, History of probability, Philosophy of probability induction, Logical probability

On De Finetti coherence and Kolmogorov probability,
V. S. Borkar, V. R. Konda and S. K. Mitter, in Statistics & Probability Letters (2004)
Keywords: Probability assignment Coherence condition Subjective probability Countably additive probability

Recursive Formula for the Random String Word Detection Probability, Overlaps and Probability Extremes,
V. I. Ilyevsky, in Journal of Mathematics Research (2019)
Keywords: word occurrence, probability, combinatorics, overlaps, probability extremes

Moral Hazard and International Crisis Lending: A Test,
Giovanni Dell'ariccia, Jeromin Zettelmeyer and Isabel Schnabel, from International Monetary Fund (2002)
Keywords: WP;emerging market;financial crisis;international crisis;null hypothesis; Moral hazard; international lending; financial crises; sovereign debt; crisis lending; investor risk; crisis-preventing effect; issue decision; crisis probability; crisis period; Russian crisis; No. of period; crisis loan; issue spread; short-term debt; No. country; Yield curve; Emerging and frontier financial markets; Securities markets; Global; Africa; Asia and Pacific

Regulations and banking crisis: lessons from the African context,
Daniel Ofori-Sasu, Elikplimi Komla Agbloyor, Saint Kuttu and Joshua Yindenaba Abor, in Journal of Financial Regulation and Compliance (2022)
Keywords: Corporate governance, Banking crisis, Banking regulation, Regulatory policy, Predicted probability of banking crisis, Board mechanism, Board ownership, External regulations, E61, G21, L10, L51, M21

p-Adic behaviour of Bernoulli probabilities,
Andrew Khrennikov, in Statistics & Probability Letters (1998)
Keywords: P-adic probabilities Bernoulli probability scheme

Probability and Economics,
Anna M. Carabelli, from Palgrave Macmillan (1988)
Keywords: Economic Agent, Ordinary Language, Moral Science, Economic Scientist, Probability Judgement

Probability Modeling,
Michael Taillard, from Palgrave Macmillan (2014)
Keywords: Probability Modeling, Binomial Distribution, Venn Diagram, Multinomial Distribution, Roulette Wheel