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100   $a20091210d2010      uy             0
101 0 $aeng
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181   $ctxt
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183   $acr
200 00$aFinance and banking developments$b[electronic resource] /$fCharles V. Karsone, editor
210   $aNew York $cNova Science Publishers$dc2010
215   $a1 online resource (356 p.)
225 1 $aBanking and banking developments
300   $aDescription based upon print version of record.
311   $a1-60876-329-3 
320   $aIncludes bibliographical references and index.
327   $a""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""
327   $a""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 ""
327   $a""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""
327   $a""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""
327   $a""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""
327   $a""3.1. Empirical Model""
410  0$aBanking and banking developments series.
606   $aFinance
606   $aBanks and banking
615  0$aFinance.
615  0$aBanks and banking.
676   $a332
701   $aKarsone$b Charles V$01571613
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910779514203321
996   $aFinance and banking developments$93846093
997   $aUNINA