"We find that depending on the capitalisation of the network, a holding structure can be beneficial as compared to smaller separated entities. In other instances it can be harmful and actually increase contagion. We illustrate our results in a numerical case study and also determine the optimal level of holding support from a regulator perspective."
top of page
Rechercher
Posts récents
Voir tout“As analysts are primary recipients of these reports, we investigate whether and how analyst forecast properties have changed following...
This study proposes a new method for detecting insider trading. The method combines principal component analysis (PCA) with random forest...
Cyber risk classifications often fail in out-of-sample forecasting despite their in-sample fit. Dynamic, impact-based classifiers...
bottom of page
Comments