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21.
Credit derivatives pricing models before Basel III ignored losses in market value stemming from higher probability of counterparty default. We propose a general credit derivatives pricing model to evaluate a Credit Default Swap (CDS) with counterparty risk, including the Credit Valuation Adjustment (CVA) in order to optimize the economic capital allocation. We work from the model proposed by Luciano (2003, Working Paper, International Center of Economic Research) and the general pricing representation established by Sorensen and Bollier (Financial Analysts Journal 1994;50(3):23–33) to provide a model close to the market practice, easy to implement and fitting with Basel III framework. We approach the dependence between counterparty risk and that of the reference entity with a technical tool: the copula, in particular, the mixture one that combines common “extreme” copulas. We study the CDS's vulnerability in extreme dependence cases. By varying Spearman's rho, the mixture copula covers a broad spectrum of dependence and ensures closed form prices. We end up with an application on real market data. 相似文献
22.
技术进步研究评析 总被引:1,自引:0,他引:1
鲁国强 《技术经济与管理研究》2008,(2):15-18
作为人类改造自然的一切知识的总和,技术进步象一条涓涓溪流始终贯穿于整个经济增长与发展史,技术的进步是推动经济增长与发展的基础,经济学家们就技术进步对一国经济发展的影响进行研究是在对经济增长影响因素的理论探索中逐步展开的,许多经济学流派都曾关注过技术进步并试图将技术进步溶入其理论框架,从不同角度不同程度地用技术进步来解释经济增长的源泉和增长过程。本文从亚当.斯密体现在积累及劳动分工上的技术进步因素开始,循经济增长理论的发展时序,分别进一步评析了熊彼特的技术创新理论、以索洛经济增长模型为代表的新古典增长模型以及色彩斑斓的内生经济增长理论,各大理论流派均认同技术进步一定会推动经济增长和发展,但人类显然还没有找到一把普适的经济发展的"魔杖",关于技术进步与经济增长的理论研究在不断延续展开着。 相似文献
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当前的通货膨胀,属内外结合的复合型通胀。本文提出劳动年龄人口供给变动的三个阶段:第一阶段是2010年以前的总体过剩阶段,表现为劳动力买方市场,工资率被人为压低;第二阶段是劳动年龄人口占比越过峰值,但尚未达到绝对数量峰值,劳动力市场由供大于求向供求平衡转变,工资率处于劳资博弈状态;第三阶段是2017年以后,即占比和绝对数量总体短缺阶段,工资率将呈持续上涨趋势。当前处于第二阶段,由于劳动年龄人口供大于求的逐步结束和工资欠账较多,工资率理应有一个较大幅度的提升;不过要适度,因为总体上还处于劳动力由供大于求向供求平衡转变;更要着眼于实际工资的提升,因为仅仅名义工资的提升是有害的,对通胀治理不利。 相似文献
25.
中国农村住户参与转移就业的影响因素分析 总被引:1,自引:0,他引:1
根据2002年度全国农村住户抽样调查数据,当年农村劳动力转移就业比例达40%左右,转移农户占全部农村住户的比例达70%左右。农户对转移就业的参与概率随初始收入的提高而不断提高,至初始收入达到很高的水平之后开始下降;较多的土地资源不利于农户参与转移就业,但对农户参与就地转移的负面影响要小于异地转移;较多的农业固定资产不利于农户参与异地转移,而较多的非农业固定资产有利于其参与就地转移;家庭人口特征、社会资本等因素也会对农户参与转移就业产生影响。 相似文献
26.
Most multinationals have a presence in the East Asian region and target the urban Chinese population. In an effort to win over the loyalty of consumers, Corporate Social Responsibility (CSR) has been used increasingly as a marketing strategy. This paper explores how personal values influence the attitude and behavior towards CSR among Chinese consumers. By collecting data from three major East Asian cities — Hong Kong, Shanghai and Singapore, and employing factor, cluster, conjoint and correspondence analyses, the authors demonstrate that Confucian value orientation can be a powerful antecedent of CSR support. 相似文献
27.
基于演化变迁视域,文章梳理了20世纪80年代以来大学生职业价值观发展脉络和变化规律,发现我国大学生职业价值观演化变迁基本可以分为四个阶段。在此基础上,文章重点探讨了新生代大学生“目的性/手段性职业价值观模型”,报告了新生代大学生职业价值观的现状。运用计量的研究方法,通过对全国范围2533份样本数据的分析发现,新生代大学生职业价值观与之前各时代是一种继承和发展关系,同时表现出鲜明的时代特征。研究得出:“自我实现、地位追求、家庭维护”是其择业最深层次的驱动力,“匹配相容、薪酬声望、福利待遇、轻松稳定”是其择业的具体标准。研究最后探讨了新生代大学生职业价值观背后的成因并对其发展趋势进行分析,文章的研究结论能够为大学生就业指导部门以及用人单位开展相关工作提供了一定参考和借鉴。 相似文献
28.
旨在探讨双重网络嵌入(技术子网络嵌入、业务子网络嵌入)、价值模块整合对物联网商业模式的影响,从而揭示物联网商业模式构建路径。提出了双重网络嵌入、价值模块整合与物联网商业模式三者之间关系的研究假设,应用层次回归分析方法对142份问卷调查数据进行了实证检验。结果表明,技术子网络嵌入、业务子网络嵌入对物联网商业模式具有显著正向影响;价值模块整合对物联网商业模式具有显著正向影响;技术子网络嵌入、业务子网络嵌入对价值模块整合具有显著正向影响;价值模块整合分别在技术子网络嵌入、业务子网络嵌入对物联网商业模式的影响中起完全中介作用。 相似文献
29.
This study seeks to examine and unearth antecedents to co-creation behaviours within a U.S. retail banking context. A critical aspect for marketing managers and academics alike, co-creation has a strong influence on tangible factors such as profit and intangible factors such as referrals, satisfaction and feedback. Antecedents were identified as trust, customer engagement and participation attitude whilst social media usage was a consumer characteristic identified as influencing co-creation. Data was collected from 489 U.S. retail banking customers via an online survey. The data was analysed via structural equation modelling. The findings indicate that customer engagement influences trust, co-creation and participation attitude. Participation attitude was found to influence trust and co-creation but trust had no direct effect on co-creation. The study further found that social media usage intensity influenced co-creation behaviours. The findings contribute in three ways. First, this is one of the first studies to scrutinise participation attitude in an attempt to explain co-creation behaviours for U.S. banks over social media. Second, identification of precursors to value co-creation has been ascertained in a U.S. retail banking social media context. Third, the study additionally contributes to the findings that social media usage has a moderating effect in value co-creation and offers a potential segmentation strategy. 相似文献
30.
As companies gradually shift from the exchange view to the resource integration view, the creation of value also shifts from the customer sphere to the joint sphere. As a result, the customer and service provider are responsible for co-creating value through resource integration. However, it raises the question of whether customers are capable of contributing to the co-creation of value. Our study proposes a framework of how goal congruence plays a pivotal role in the resource integration process between all actors in the joint sphere. When the level of goal congruence between customer and service provider actors is high, it stimulates the exchange of valuable resources from all actors, which leads to the actual experience of co-creation resulting in value-in-use and improves service outcomes, i.e., customer satisfaction and loyalty. Data were collected through a field survey from salon-and-spa customers (n = 530) and PLS-SEM was employed to test the hypotheses and further analysis. The results show that goal congruence impacts customer satisfaction and loyalty through value-in-use. Therefore, suggesting service providers to properly socialize their goals will be a good strategy to increase customer capability to co-create value and ultimately enhance customer satisfaction and loyalty. 相似文献