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The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries
Degryse, H.A. / Lambert, T. / Schwienbacher, A.
banking / financial economicsResource overview

The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries

Paper2013

by Degryse, H.A., Lambert, T., Schwienbacher, A.

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bankingfinancial economics

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Suggested foundations for asset pricing and factor research and credit and counterparty risk. Specialist prerequisites vary by paper.

Before you read

  1. Linear Regression

    Interpret exposures, residuals and uncertainty in fitted coefficients.

  2. Financial Return Characteristics

    Work with returns and recognise their empirical limitations.

  3. Credit Instruments, PD/LGD/EAD, and Rating Migration

    Separate default probability, loss severity and exposure.

  4. Conditional Expectation

    Read conditional default and exposure quantities.

Go further

  1. Factor construction

    Connect factor definitions to portfolio construction.

  2. Time-series and cross-sectional tests

    Distinguish exposure estimation from tests of expected returns.

  3. Threshold Models and the Gaussian Copula for Portfolio Default

    Study dependence between defaults.

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