Extracting implied volatilities from bank bonds

ML Bianchi, GL Tassinari - Quantitative Finance, 2023 - Taylor & Francis
In this work, we explore the information content of senior, subordinated and additional tier 1
(or contingent convertible) bonds issued by euro-area banks. We analyze both the asset …

THE EFFECT OF FINANCIAL RATIOS AND COMPANY SIZE ON COMPANY VALUE (CASE STUDY ON MANUFACTURING COMPANIES LISTED ON IDX FOR THE …

R Novita - … Journal of Accounting, Management, Economics and …, 2024 - ijamesc.com
The purpose of the study is to determine how company size, profitability, leverage, and
liquidity affect the value of mining subsector manufacturing companies listed on the …

[PDF][PDF] Capital Structure Decisions: A Scientometric Assessment and Future Research Lines

U Rashid, J Akhter, A Akhtar - Technology, 2023 - bsp.bimtech.ac.in
A company's capital structure has long captured the interest of academics, industry
professionals and decision-makers in corporate finance. This scientometric review carefully …

[HTML][HTML] 2008 Financial Crisis: Analysis and Guidance

L Yu - Advances in Economics, Management and Political …, 2024 - ewadirect.com
The 2008 financial crisis in the United States severely impacted the global economy. Amid
an escalating crisis, the US government implemented a series of bailout policies, which …

[PDF][PDF] The Macroeconomic Implications of Subprime Crisis

M Du - pdfs.semanticscholar.org
Finance is partly international since financial assets have such high liquidity. Many factors,
including national financial institutions, financial markets, financial products, and others …