72nd International Atlantic Economic Conference

October 20 - 23, 2011 | Washington, USA

254 G30-2 3798 Corporate Finance, Credit Risk, and Cash Flows

Saturday, 22 October 2011: 4:15 PM-6:15 PM
Chair:
Grigori Fainstein, Tallinn University of Technology—Estonia
A credit derivative pricing model in a Gaussian copula framework with stochastic recovery
Michael Jacobs Jr., Office of the Comptroller of the Currency—USA
Sustainability attitudes and performance: An analysis of the Bloomberg ESG index firms
Natalia Isachenkova, Kingston University London—United Kingdom
Macroeconomic determinants in credit risk measurement in transition country: Estonia
Grigori Fainstein, Tallinn University of Technology—Estonia
Calculations of working capital requirements in the cash flows framework
Aleksandra Szpulak, Wroclaw University of Economics—Poland
The collateral channel: Evidence on leverage and asset tangibility
Thomas Hall, Christopher Newport University—USA
Discussants:
Mihaela Nicolau, Danubius University, Faculty of Economic Sciences—Romania ; Grzegorz Michalski, Wroclaw University of Economics—Poland and Tomasz Slonski, Wroclaw University of Economics—Poland
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