3 results for “Credit Spread”

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Research ArticleOpen accessIn the keywordsOn the Sensitivity of a Dynamic Measure of Financial InequalityGuglielmo D’Amico, Stefania Scocchera, Loriano StorchiIn the present work, we investigate the sensitivity of the dynamic Theil index computed under a Markov reward model with respect to structured perturbations affecting the underlying Markov process. The model is applied to the sovereign credit spread evolution as a proxy for financial risk, which are driven by the sovereign credit rating dynamic. The introduction of such perturbations allows … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 25 Oct 2019 · 7,264 accessesView PDF Cite

Research ArticleOpen accessIn the abstractSpread Foundations on Rigid Inclusions Subjected to Complex Loading: Comparison of 3D Numerical and Simplified Analytical ModellingDaniel Dias, Bruno SimonThis paper relates results of a large number of 3D numerical models of a single spread footing over a soil reinforced by four rigid inclusions and submitted to a large set of complex loading. This numerical study using the FLAC 3D software was done under funding of the ASIRI research project in an aim to support appropriate guidelines for design … …American Journal of Applied Sciences, Vol. 12, Issue 8 · 12 Sep 2015 · 6,842 accessesView PDF Cite

Research ArticleOpen accessIn the abstractImpact of Information Asymmetry on Municipal Bond Yields: An Empirical AnalysisKenneth Daniels, Demissew Diro EjaraProblem statement: There is a significant difference between the interest rates on the GO and the RV municipal bonds. We sought explanation for this difference in differences in information asymmetry between the two types of municipal bonds. GO bonds finance general municipality expenditures and repayment is from general tax revenues. RV bonds finance special projects and repayment is from cash … …American Journal of Economics and Business Administration, Vol. 1, Issue 1 · 31 Mar 2009 · 8,033 accessesView PDF Cite