Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk

2021 ◽  
Author(s):  
Jorge Antonio Chan-Lau
Keyword(s):  
Stock Market ◽  
Scenario Analysis ◽  
Default Risk ◽  
Corporate Default ◽  
Mapping Approach ◽  
Market Shocks

The Bloomberg Corporate Default Risk Model (DRSK) for Public Firms

2021 ◽  
Author(s):  
Mario Bondioli ◽  
Martin Goldberg ◽  
Nan Hu ◽  
Chengrui Li ◽  
Olfa Maalaoui Chun ◽  
...  
Keyword(s):  
Default Risk ◽  
Risk Model ◽  
Public Firms ◽  
Corporate Default

scholarly journals Market shocks and professionals' investment behavior – Evidence from the COVID-19 crash

2020 ◽  
Author(s):  
Christoph Huber ◽  
Juergen Huber ◽  
Michael Kirchler
Keyword(s):  
Stock Market ◽  
Risk Aversion ◽  
Risk Taking ◽  
Investment Behavior ◽  
Controlled Experiments ◽  
Price Expectations ◽  
Market Crashes ◽  
Changes In Risk ◽  
Risk Taking Behavior ◽  
Market Shocks

We investigate how the experience of stock market shocks, such as the COVID-19 crash, influences risk-taking behavior. To isolate changes in risk taking from other factors during stock market crashes, we ran controlled experiments with finance professionals in December 2019 and March 2020. We observe that their investments in the experiment were 12 percent lower in March 2020 than in December 2019, although their price expectations had not changed, and although they considered the experimental asset less risky during the crash than before. Thus, lower investments are driven by higher risk aversion, not by changes in beliefs.

scholarly journals Oil Market Shocks and Financial Instability in Asian Countries

2021 ◽  
Author(s):  
Fakhri Hasanov
Keyword(s):  
Stock Market ◽  
Financial Markets ◽  
Oil Prices ◽  
Financial Instability ◽  
Asian Countries ◽  
Fair Share ◽  
Economic Variables ◽  
Oil Market ◽  
Market Shocks ◽  
The Relationship

There is no commodity whose interlinkages with the macroeconomy have been studied as extensively as oil, starting with Hamilton’s (1983) seminal study. Thousands of subsequent studies have examined the relationship between oil prices and various economic variables, including the stock market. This strand of the literature began with the pioneering work of Kling (1985). Since then, other financial markets, such as banking, have also received a fair share of analysis.

The Bloomberg Corporate Default Risk Model (DRSK) for Private Firms

2021 ◽  
Author(s):  
Mario Bondioli ◽  
Martin Goldberg ◽  
Nan Hu ◽  
Chengrui Li ◽  
Olfa Maalaoui Chun ◽  
...  
Keyword(s):  
Default Risk ◽  
Risk Model ◽  
Private Firms ◽  
Corporate Default
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