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The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - Journal of Finance , 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract - Cited by 422 (2 self) - Add to MetaCart
proxy is constructed from at-and out-of-the money puts, and at-and in-the-money calls with the shortest maturity on the nearby S&P 500 futures contract. We first compute implied volatilities for each strike K using the standard Black and Scholes (1973) model. We then fit the linear

Introducing the Second International Competition on Computational Models of Argumentation

by Sarah Alice Gaggl , Thomas Linsbichler , Marco Maratea , Stefan Woltran
"... Abstract. Argumentation is a major topic in the study of artificial intelligence. In particular, the problem of solving certain reasoning tasks of Dung's abstract argumentation frameworks is central to many advanced argumentation systems. The fact that problems to be solved are mostly intracta ..."
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intractable requires efficient algorithms and solvers, that are to be evaluated on meaningful benchmarks. In this report, we introduce the Second International Competition on Computational Models of Argumentation (ICCMA'17), which is jointly organized by TU Dresden (Germany), TU Wien (Austria

The First International Competition on Computational Models of Argumentation (ICCMA’15) Supplementary Notes on probo

by Federico Cerutti, Nir Oren, Hannes Straß, Matthias Thimm, Mauro Vallati , 2015
"... This document contains some supplementary notes to probo, the benchmark frame-work that is used for ICCMA’15. In particular, this document provides some formal background on abstract argumentation, a listing of computational problems that are (currently) addressed by probo, a list of file formats, a ..."
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This document contains some supplementary notes to probo, the benchmark frame-work that is used for ICCMA’15. In particular, this document provides some formal background on abstract argumentation, a listing of computational problems that are (currently) addressed by probo, a list of file formats

Computing person and firm effects using linked longitudinal employer-employee data,” Center for Economic Studies, US Census Bureau,

by John M Abowd , Robert H Creecy , John M Abowd , Robert H Creecy , Francis Kramarz , 2002
"... Abstract In this paper we provide the exact formulas for the direct least squares estimation of statistical models that include both person and firm effects. We also provide an algorithm for determining the estimable functions of the person and firm effects (the identifiable effects). The computati ..."
Abstract - Cited by 141 (16 self) - Add to MetaCart
by Direct Solution of the Least Squares Problem Appendix 2 shows the exact algorithm used to solve equation 4. Some Results Comparing AKM, AFK, and Direct Least Squares Summary of Data Sources The French data are based on a collection of employer payroll reports called the Déclaration annuelles des données

Whom You Know Matters: Venture Capital Networks and Investment Performance,

by Yael Hochberg , Alexander Ljungqvist , Yang Lu , Steve Drucker , Jan Eberly , Eric Green , Yaniv Grinstein , Josh Lerner , Laura Lindsey , Max Maksimovic , Roni Michaely , Maureen O'hara , Ludo Phalippou Mitch Petersen , Jesper Sorensen , Per Strömberg Morten Sorensen , Yael Hochberg , Johnson - Journal of Finance , 2007
"... Abstract Many financial markets are characterized by strong relationships and networks, rather than arm's-length, spot-market transactions. We examine the performance consequences of this organizational choice in the context of relationships established when VCs syndicate portfolio company inv ..."
Abstract - Cited by 138 (8 self) - Add to MetaCart
models include a range of control variables. Gompers and Lerner (2000) show that the prices VCs pay when investing in portfolio companies increase as more money flows into the VC industry, holding investment opportunities constant. They interpret this pattern as evidence that competition for scarce

Summary Report of the First International Symposium on Strain Gauge Balances and Workshop on AoA/Model Deformation Measurement Techniques

by John Tripp Ping, Ping Tcheng, Alpheus W. Burner, Tom D. Finley , 1997
"... this report disclaim responsibility for accuracy of the transcribed notes and regret any misinterpretations of the panelists Õ and symposium authorsÕ intentions. Panelists and symposium authors should be contacted directly for further elaboration; contact information is available from NASA LaRC repr ..."
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are expected to offer any competition i n terms of accuracy and reliability. It was agreed that international standards for nomenclature, calibration procedures, accuracy reporting methods, etc. should be adopted in the future following the precedent of the North American I...

EXECUTIVE SUMMARY EXECUTIVE SUMMARY

by unknown authors
"... industry, and other interested parties to develop a model and assess the life-cycle environmental impacts of flat panel display (FPD) and cathode ray tube (CRT) technologies that can be used for desktop computer displays. The DfE Computer Display Project (CDP) report provides a baseline analysis and ..."
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industry, and other interested parties to develop a model and assess the life-cycle environmental impacts of flat panel display (FPD) and cathode ray tube (CRT) technologies that can be used for desktop computer displays. The DfE Computer Display Project (CDP) report provides a baseline analysis

Materials for an exploratory theory of the network society.

by Manuel Castells , Anthony Giddens , Alain Touraine , Anthony Smith , Benjamin Barber , Peter Hall , Roger-Pol Droit , Sophie Watson , Frank Webster , Krishan Kumar , David Lyon , Craig Calhoun , Jeffrey Henderson , Ramon Ramos , Jose E Rodrigues-Ibanez , Jose F Tezanos , Mary Kaldor , Stephen Jones , Christopher Freeman - The British Journal of Sociology , 2000
"... ABSTRACT This article aims at proposing some elements for a grounded theor y of the network society. The network society is the social structure characteristic of the Information Age, as tentatively identi ed by empirical, cross-cultural investigation. It permeates most societies in the world, in v ..."
Abstract - Cited by 122 (0 self) - Add to MetaCart
domain of our eco-social system is thereby transformed. We live in a new economy, characterized by three fundamental features. First, it is informational , that is, the capacity of generating knowledge and processing/managing information determine the productivity and competitiveness of all kinds

SIMILARITY, PRECEDENT AND ARGUMENT FROM ANALOGY

by Douglas Walton Crrar
"... Abstract In this paper, it is shown (1) that there are two schemes for argument from analogy that seem to be competitors but are not, (2) how one of them is based on a distinctive type of similarity premise, Key words: stories; case-based reasoning; argument from classification; argumentation. Thi ..."
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, and there is no space to try to summarize them here. We can only refer the reader to the summary of some of the leading theories in (Macagno and Walton, 1994) and the multi-disciplinary bibliography of The simplest argumentation scheme for argument from analogy can be represented by this first version from (Walton

Self-concordance at work: Toward understanding the motivational effects of transformational leaders.

by Joyce E Bono , Timothy A Judge - Academy of Management Journal, , 2003
"... We extend existing theories by linking transformational leadership to "self-concordance" at work. In two studies using diverse samples and methods, leader behaviors were associated with follower tendencies to set self-concordant goals. In general, followers of transformational leaders vie ..."
Abstract - Cited by 113 (3 self) - Add to MetaCart
variables, such as psychological empowerment, and to justify our reasons for linking the self-concordance model with self-concept-based theory. With respect to the first issue, there is conceptual overlap between psychological empowerment One might ask what the concept of self-concordance adds to earlier
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