• Selected
• Entire List

Corporate governance, risk management, corporate hedging, financial knowledge, board independence, audit committee independence, board of directors, university education, empirical test, unrelated directors, NYSE rules, Sarbanes Oxley act, audit committee size, financially educated directors

risk management, corporate governance, financial knowledge

governance, risk management, stock options, board of directors, Enron, independent director

Bank, liquidity, deposit insurance, capital standard, national regulation, credit risk, capital regulation, subordinated debt, governance, capital requirement, central bank, regulatory agency

Bank, liquidity, deposit insurance, capital standard, national regulation, credit risk, capital regulation, subordinated debt, governance, capital requirement, central bank, regulatory agency.

Securitization, Credit Risk, Capital Regulation, Basel Committee, Banks' Regulation

Risk management determinants, corporate hedging, capital structure, managerial risk aversion, gold price, tax incentive, minimum distance estimator, panel data, Tobit, corporate governance.

Credit risk, pricing, measurement, management

Optimal audit, scoring methodology, insurance fraud, red flags strategy, fraud indicators, suspicion index, morale cost of fraud

structured finance, risk management, financial crisis, collateral debt obligation (CDO), asset back commercial paper (ABCP), rating, pricing, securitization, regulation of financial markets

Reinsurance, insolvency risk, risk management, financial intermediation, cost functions, panel data

Moral hazard, adverse selection, learning, dynamic insurance contracting, panel data, empirical test

Automobile insurance, road safety, asymmetric information, experience rating, moral hazard, adverse selection, dynamic panel data models, Granger causality test

Corporate yield spread, default risk, estimation period, generator, recovery rate, data filtration, confidence intervals

Value at Risk, tick-by-tick data, UHF-GARCH models, intraday market risk, high-frequency models, intraday Monte Carlo simulation, Intraday Value at Risk

Securitization, capital ratio, statistical analysis, Basel Accord, bank regulation

Risk management, US property-liability insurer, risk pooling, financial intermediation, economic efficiency, intermediate output, shadow price, cost function, translog approximation

Signaling theory, Dividend policy, Risk management policy, Corporate hedging, Information asymmetry

Basket Options, Options Pricing, Analytical Approximations, Monte Carlo Simulation

Risk management, derivatives, regulation, financial crisis, insurance market, self-protection, self-insurance, governance

Operational risk in banks, scaling, severity distribution, frequency distribution, truncated count data regression models

Corporate yield spread, default risk, default risk premium, credit spread level puzzle, macroeconomic risk premium

Corporate governance, risk management, Sarbanes Oxley act, university education

Risk management, hedging using derivatives, SOX and NYSE regulations, university education of directors, firm performance

Merger and acquisition, property-liability insurance, governance, value creation, performance of bidders

Credit spread regimes, level regimes, volatility regimes, credit cycle, economic cycle, monetary effect, credit supply effect

Credit spread, Markov switching regimes, market risk, liquidity risk, default risk, credit cycle, NBER economic cycle.

Risk pooling, risk management, financial intermediation, property-liability insurance, efficiency, agency costs.

Operational risk in banks, severity distribution, frequency distribution, operational VaR, operational risk measurement.

Value of a statistical life, meta-analysis, mixed effects regression model, hedonic wage method, risk

absenteeism

Absenteeism, linked employer-employee data, unobserved heterogeneity, count data models

Default risk, public firm, structural model, reduced form model, hybrid model, probit model, Toronto Stock Exchange, correlations between default probabilities

Asymmetric information, merger and acquisition, blockholder, premium, English auction, test for over-identifying restriction (Sargan test), test for endogeneity (Durbin-Wu-Hausman test)

value-of-life, willingness to pay, probability of death, estimate, methodology

Adverse selection, Classification risk, Diagnostic test, Empirical test of asymmetric information, Financial equity, Insurance rating, Insurance pricing, Moral hazard, Risk classification, Risk characteristic, Risk pooling, Risk separation, Social equity

Value of a statistical life, estimate, transportation, road safety, cost-benefit analysis

Memory, long-term contracting, moral hazard, empirical evidence, automobile

Mixed risk aversion, comparative mixed risk aversion, self-protection, willingness to pay, background risk

Barrier option, default barrier. bankruptcy prediction, maximum likelihood estimation, strategic default, liquidity shortage

Barrier option, Default barrier, Bankruptcy prediction, Maximum likelihood estimation, Strategic default

Consumption-Based CAPM, Risk Premium, Equity Premium Puzzle, Expectation Dependence, Ross risk aversion

basket options, maximum likelihood, hedging performance, options pricing, Monte Carlo simulation

Road safety, automobile insurance rating, bonus-malus, Tunisia, road accidents, panel data, probit, negative binomial distribution, Poisson distribution, random effects

Bank operational loss, value at risk, Pareto distribution, insurance premium, extremal event

Adverse selection, Classification risk, Distributional equity, Empirical test, Ex-ante efficiency, Financial equity, Group equity, Horizontal equity, Insurance rating, Interim efficiency, Moral hazard, Risk characteristic, Risk classification, Risk pooling, Risk separation, Social Equity

Risk perception, impaired driving, driving behavior, traffic violation, road accident, regulation, public policy

Investor rationality, asset allocation puzzle, risk tolerance, separation theorem, bonds/stocks ratio

Risk management, derivative choice determinants, hedging strategies, linear and non-linear hedging, state dependence, dynamic discrete choice models, economic effects, oil and gas industry

Collateralized Fund Obligation (CFO), hedge funds, structured finance, portfolio optimization, performance analysis, multivariate linear regression, systematic risk

Corporate finance, corporate governance, ownership and control, managerial incentive, outsider incentive, stakeholder society

Securitization, optimal retention, moral hazard, principal-agent model, default, screening, monitoring

Fleet of vehicles, random effects, vehicle effect, fleet effect, insurance rating, behaviors of owners and drivers, Poisson, gamma, Dirichlet, parametric model

Risk management, derivatives, regulation, financial crisis, insurance market, self-protection, self-insurance, governance

Information Asymmetry, Adverse Selection, English Auction, Private Value, Slavery, Mauritius

Economic analysis of law, positive analysis of law, normative analysis of law, property law, accident law, contracts law, crimes law, litigation process, fairness, morality, property rights, externalities, risk-creating behavior, strict liability, negligence rule

Safety, developing countries, rural highways, policy, accidents, Burkina Faso

Consumption-based CAPM, Risk premium, Equity premium puzzle, Expectation dependence, Ross risk aversion

Credit Spread, Default Spread, Markov Switching, Macroeconomic Factors, Reduced Form Model of Default, Random Subjective Discount Factor, Credit Default Swap, CDS

debt service, debt renegotiation, recovery rate, strategic bank, bankruptcy, contingent claim, liquidation value, loss given default (LGD)

Portfolio choice, investment effect, hedging effect, quadrant dependence, two-fund separation, asset demand model.

Expected utility theory, first-order conditional dependent risk aversion, background risk, risk diversification, stock market participation puzzle.

Consumption-based CAPM, Risk premium, Equity premium puzzle, Expectation dependence, Ross risk aversion

Value of Statistical Life, Meta-Analysis, Mixed Effects Regression Model, Hedonic Wage Method, Risk, Income Effect, Risk Aversion

Adverse Selection, Information Asymmetry Test, English Auctions, Slavery, Mauritius

Adverse selection, insurance markets, monopoly, competitive contracts, self-selection mechanisms, single-period contracts, multi-period contracts, commitment, contract renegotiation, accident underreporting, risk categorization, participating contracts

Absenteeism, Linked Employer-Employee Data, Employer-Employee Unobserved Heterogeneity, Count Data Models, Dirichlet Distribution

Incentives, road safety, point-record mechanisms

Lottery choice, common ratio, preference reversal, pricing, lottery test, cognitive process, certainty equivalent

Consumer finance, consumer risk management, credit line, term loan, default probability, ability to pay, endogeneity, simultaneous equations

Road safety, point-record driver's license, asymmetric information, road safety management, empirical test

Cournot, Entry, Futures, Hedging, Imperfect Competition

Lottery choice, common ratio, preference reversal, pricing, lottery test, cognitive process, certainty equivalent, lottery quality

Standard preference reversal, counter preference reversal, choice task, money valuation task, probability valuation task, lottery, test.

Opportunistic fraud, replacement cost endorsement, no-deductible endorsement, automobile theft insurance, business cycle

Absolute prudence, Moments of the loss distribution, Self-protection, Variance, Skewness

Comparative cross Ross risk aversion, dependent background risk, partial risk premium, decreasing cross Ross risk aversion, n-switch independence property

Bonus-malus, contract duration, automobile accident, Poisson distribution, right- and left-censoring, exponential distribution

absenteeism, linked employer-employee data, unobserved heterogeneity, count data model, correlated random effects

Empirical measure, information problem, moral hazard, adverse selection, learning, insurance fraud, causality tests, dynamic data

expected utility theory, first-order conditional dependent risk aversion, background cycles, coward gambler, stock market participation, rank-dependent expected utility model

Insurance Fraud, Deductible, Econometric Model, Truncated Dependent Variable