Finance and banking developments / Charles V. Karsone, editor.

Format:

Book

Contributor:

Karsone, Charles V.

Series:

Banking and banking developments series.

Banking and banking developments

Language:

English

Subjects (All):

Finance.

Banks and banking.

Physical Description:

1 online resource (356 p.)

Edition:

1st ed.

Place of Publication:

New York : Nova Science Publishers, c2010.

Language Note:

English

Summary:

This publication presents original research results on the leading edge of finance and banking research. Each article has been carefully selected in an attempt to present substantial research results across a broad spectrum.

Contents:

""FINANCE AND BANKING DEVELOPMENTS ""; ""FINANCE AND BANKING DEVELOPMENTS ""; ""CONTENTS ""; ""PREFACE ""; ""CREDIT RATING MODELLINGBY NEURAL NETWORKS""; ""Abstract""; ""1. Introduction""; ""2. Credit Rating Modelling""; ""2.1. Credit Rating Process""; ""2.2. Credit Rating and Default Prediction""; ""2.3. Corporate Credit Rating Modelling""; ""2.4. Municipal Credit Rating Modelling""; ""3. Neural Networks for Classification""; ""3.1. Classification Problem""; ""3.2. Feed-Forward Neural Networks""; ""3.3. Radial Basis Function Neural Networks""; ""3.4. Probabilistic Neural Networks""

""3.5. Cascade Correlation Neural Networks""""3.6. GMDH Polynomial Neural Networks""; ""3.7. Support Vector Machines""; ""4. Data Sets""; ""4.1. Corporate Credit Rating Data""; ""4.2. Municipal Credit Rating Data""; ""5. Experimental Results""; ""6. Conclusion""; ""Acknowledgments""; ""References""; ""STICKY CREDIT SPREADS, MACROECONOMIC ACTIVITY AND EQUITY MARKET VOLATILITY ""; ""Abstract ""; ""Introduction ""; ""I. Data Description ""; ""II. Markov Switching Models and Credit Spreads ""; ""A. Two Specifications of Markov Switching Models ""; ""B. Cyclical Movement of Credit Spreads ""

""C. The Change of Credit Spreads """"D. Cyclical Movement in Macroeconomic Activity and Equity Volatility ""; ""III. Correlation Between Cycles of Credit Spreads and the Industrial Output, and Equity Volatility ""; ""A. Model Specification ""; ""B. Credit Spreads and the Growth Rate of the Industrial Output ""; ""C. Credit Spreads and Equity Volatility ""; ""IV. Robustness Analysis ""; ""V. Conclusion""; ""Appendix: Tables of Estimation Results over Sample Period 04/1953-07/2001""; ""References ""; ""PROFITABILITY DETERMINANTS:AN EMPIRICAL STUDY OF PORTUGUESE SMES""; ""Abstract""

""1. Introduction""""2. Research Hypotheses""; ""3. Methodology""; ""3.1. Database""; ""3.2. Variables""; ""3.3. Econometric Method""; ""4. Results""; ""4.1. Descriptive Statistics""; ""4.2. Survival Analysis""; ""4.3. Dynamic Estimators""; ""5. Discussion of the Results""; ""6. Conclusion""; ""References""; ""DERIVATIVES AND DEBT: THE MARKET AS GODAND MARKETING AS PROSELYTIZING""; ""Abstract""; ""1. Introduction""; ""2. Money & Value, Primitive & Modern""; ""3. Magical Economic thought in the 20th Century""; ""4. Risk and Cycles""; ""5. Motivation: Need & Spirit""

""6. Productivity and a Standard of Living""""References""; ""ASSESSING HOUSEHOLD VULNERABILITYTO CLIMATE CHANGE: THE CASE OF FARMERSIN THE NILE BASIN OF ETHIOPIA""; ""Abstract""; ""1. Introduction""; ""2. Review of Literature""; ""2.1. Definitions of Vulnerability""; ""2.2. Approaches to Estimating Vulnerability""; ""2.2.1. Indicator Approaches""; ""2.2.2. Econometric Approaches""; ""2.2.2.1. Vulnerability as Expected Poverty""; ""2.2.2.2. Vulnerability as Low Expected Utility""; ""2.2.2.3. Vulnerability as Uninsured Exposure to Risk""; ""3. Empirical Model, Study Area and Data""

""3.1. Empirical Model""

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on print version record and CIP data provided by publisher.

ISBN:

1-61122-928-6

OCLC:

923654562