; : : : ; N , t = 1; : : : ; T ,
(6)
we aim to de�ne an insolvency forecasting model...Interest rate risk measured by 6-months LIBOR, which was included in the...
In this general model it
is assumed that dependent and independent variable are...much countries and
time periods as is possible considering the variables of the...
najvažnije stavke imovine, ukupne prihode, ukupne rashode i dobit te opisati poslovni model...koja za potrebe izračuna regulatornoga kapitalnog zahtjeva ne primjenjuje...
the first trade effects of the euro
To be discussed:
Rose’s (2000) famous gravity-model...Wincoop critique:
Re-parameterizing the gravity-based estimate to fit a...
volattility implied by the market price of an option based on the Black-
Scholes model...n
ce
in
b
p
E
S
T
R
e
xp
e
ct
a
tio
n
s
difference (right) ESTR OIS...
changed: liquidity crisis
Trends in banking before the crisis:
•
Change in the model...• Checking the validity of instruments as a group and correctness of...
6.2 (men)/ 7.8 (women)
9
Macroeconomic approach
In neo-classical growth model...Both growth and education are expressed conditional on the other variables in the...
of the account number in accordance with their business decision and
business model...of the
account number in accordance with their business decision and business...
i Krznar, I. (2011.), Model neravnoteže na tržištu kredita i razdoblje kreditnog...ne postoji dovoljno duga vremenska serija podataka koji bi se mogli uvrstiti u...
Summarizing, our cross-sectional model
specification is:
ijjiijij
XIL ηϕγβ...We use an OLS (Volume and Numbers regressions) or a logit (Sudden stop ) ...
models in the US, with
banks moving away from the so-called originate-to-hold model...Crisis – the Role of Capital Flows
3
– and towards the originate-to-distribute...
