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Credit Risk in the Euro Area Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - We construct credit risk indicators for euro area banks and non?financial corporations. These indicators reveal that the financial crisis of 2008 dramatically …

The Myth of the Credit Spread Puzzle Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Abstract - We ask whether a standard structural model (Black and Cox (1976)) is able to explain credit spreads on corporate bonds and, in contrast to much of the …

Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 This paper looks at the economic determinants of equity risk premiums, including investor risk aversion, …

The Equity Risk Premium: Empirical Evidence from Emerging Markets Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 The purpose of this paper is to show that differences in the ERP between developed and emerging markets lead to many empirical asset …

Corporate Governance and Equity Risk Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 This paper studies the influence of corporate governance on equity risk Equity Risk equity risk Corporate Governance Regression Discontinuity Design Implied …

Investors' Risk Appetite and Global Financial Market Conditions Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 A structural vector autoregression model is developed to analyze the dynamics of bond spreads among a sample of mature and developing …

A wavelet-based assessment of market risk: The emerging markets case Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 A novel approach is proposed to measure market risk based on the mathematical technique of wavelets. Noteworthy heterogeneity …

Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 This paper proposes a new generative uncertainty mechanism based on the Bayesian Inference and Correntropy (BIC) …

Entropy-Based Financial Asset Pricing Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 This paper gives an alternative to the capital asset pricing model beta based on the entropy concept of statistical mechanics. This measure is shown to have a …

Quantitative risk management in gas injection project: a case study from Oman oil and gas industry Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 The purpose of this research was to study the recognition, application and quantification of the …

Project managers’ overconfidence: how is risk reflected in anticipated project success? Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Projects tend to exceed planned timelines and budgets. One reason may be that potential project risks are …

Effects of Risk Management Practice on the Success of IT Project Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 The objectives of this research were to explore risk management practices influencing the success of IT projects. Data were collected …