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951.
Nilufer Ozdemir 《Atlantic Economic Journal》2016,44(1):91-103
This paper examines the differences in characteristics of federal and state chartered banks by using individual commercial bank’s data sets from 1984 to 2006. The findings indicate significant differences between these two groups of banks in terms of their asset and liability management strategies. In line with these differences, credit channel of monetary policy is found to work differently for state and federal banks. Federal banks are found to be more responsive to monetary policy changes. 相似文献
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954.
The authors argue that it is possible to partly automate the process of abstract control of fairness of clauses in online consumer contracts. The authors present a theoretical and empirical argument for this claim, including a brief presentation of the software they have designed. This type of automation would not replace human lawyers but would assist them and make their work more effective and efficient. Policy makers should direct their attention to the potential of using algorithmic techniques in enforcing the law regarding unfair contractual terms, and to facilitating research on and ultimately implementing such technologies. 相似文献
955.
This paper focuses on variable selections for varying coefficient models when some covariates are measured with errors. We
present a bias-corrected variable selection procedure by combining basis function approximations with shrinkage estimations.
With appropriate selection of the tuning parameters, we establish the consistency of the variable selection procedure, and
derive the optimal convergence rate of the regularized estimators. A simulation study and a real data application are undertaken
to assess the finite sample performance of the proposed variable selection procedure. 相似文献
956.
Domenico De Stefano Giuseppe Giordano Maria Prosperina Vitale 《Quality and Quantity》2011,45(5):1091-1107
Scientific collaboration is a complex phenomenon that improves the sharing of competences and the production of new scientific
knowledge. Social Network Analysis is often used to describe the scientific collaboration patterns defined by co-authorship
relationships. Different phases of the analysis of collaboration are related to: data collection, network boundary setting,
relational data matrix definition, data analysis and interpretation of results. The aim of this paper is to point out some
issues that arise in these different phases, highlighting: (i) the use of local archives versus international bibliographic
databases; (ii) the use of different approaches for setting boundaries in a whole-network; (iii) the definition of a co-authorship
data matrix (binary and weighted ties) and (iv) the analysis and the interpretation of network measures for co-authorship
data. We discuss the different choices that can be made in these phases within an illustrative example on real data which
is referred to scientific collaboration among researchers affiliated to an academic institution. In particular, we compare
global and actor-level network measures computed from binary and weighted co-authorship networks in different disciplines. 相似文献
957.
Candace C. Nelson William Shaw Michelle Robertson 《Employee Responsibilities and Rights Journal》2016,28(4):209-223
There is a broad literature linking social support to health, which includes evidence that social support from supervisors is positively associated with worker health. In addition, once workers experience a health concern, supervisors may play a key role in supporting workers, keeping them on the job despite health issues. However, there are few studies that investigate the day-to-day strategies supervisors utilize to support their workers and help them stay on the job despite health concerns. The study presented in this paper addresses this gap. Thirty-two supervisors from three companies were interviewed about their experiences supporting and accommodating skilled workers during flare-ups of a health condition. A grounded theory approach was used to analyze the text data and identify themes. Three key themes emerged from the data: 1) workplace policies provide the structure for mutual problem solving; 2) communication skills and existing relationships increase supervisor effectiveness; and 3) strategies were aimed at individual, interpersonal, and institutional supports. Supervisors regularly interact with workers to support and accommodate episodes of illness or pain. While supervisors employ novel and effective strategies, there is an opportunity to improve the range of strategies, better understand and utilize company policies, and facilitate appropriate communication about worker health concerns. 相似文献
958.
Gordon B. Schmidt 《Employee Responsibilities and Rights Journal》2016,28(3):147-170
The current study examines the relationship between adult attachment style and both perceived psychological contract breach and affective organizational commitment in a sample of college students with employment experience. Attachment style is argued to be an individual difference factor that affects how an individual perceives organizational events based on theory and existing empirical research related to adult attachment style. Individuals with insecure attachment styles were predicted to perceive more psychological contract breach and have lower levels of affective organizational commitment. The results reveal that individuals with higher levels of preoccupied and dismissive attachment styles perceived higher levels of psychological contract breach, and preoccupied attachment style significantly and negatively relates to affective organizational commitment. The relationship between attachment style and psychological contract dimensions was stronger for relational than transactional contract dimensions. Evidence is also found that perceived psychological contract breach mediates the relationship between preoccupied attachment style and affective commitment. Future potential research directions are described. The implications of these findings for managerial practice is discussed. 相似文献
959.
This research explores the effects of securitization on the market’s perception of banks’ risk exposure between 2002 and 2007.
Our results show that, contrary to some prior evidence in the literature, securitizing banks actually had lower systematic
betas until 2007. We find no evidence of increasing idiosyncratic risk with securitization. We identify significant structural
break in 2007, when securitizing banks experienced jumps in both systematic and idiosyncratic risks. Finally, we confirm the
general belief that larger banks tend to have higher systematic risk and lower idiosyncratic risk because of diversification. 相似文献
960.
We reveal an interesting convex duality relationship between two problems: (a) minimizing the probability of lifetime ruin
when the rate of consumption is stochastic and the individual can invest in a Black–Scholes financial market; (b) a controller-and-stopper
problem, in which the controller controls the drift and volatility of a process in order to maximize a running reward based
on that process, and the stopper chooses the time to stop the running reward and pays the controller a final amount at that
time. Our primary goal is to show that the minimal probability of ruin, whose stochastic representation does not have a classical
form as does the utility maximization problem (i.e., the objective’s dependence on the initial values of the state variables
is implicit), is the unique classical solution of its Hamilton–Jacobi–Bellman (HJB) equation, which is a non-linear boundary-value
problem. We establish our goal by exploiting the convex duality relationship between (a) and (b). 相似文献