Publications related to Trade Credit: Literature Review and Research Directions

Related publications (27)

A contagion process with self-exciting jumps in credit risk applications

The modeling of the probability of joint default or total number of defaults among the firms is one of the crucial problems to mitigate the credit risk since the default correlations significantly affect the portfolio loss distribution and hence play a sig ...

TAYLOR & FRANCIS LTD2022

Plant Terpenes on Treating Cardiovascular and Metabolic Disease: A Review

Rodrigo Araujo Fraga Da Silva

The use of medicinal plants as a therapy alternative is old as human existence itself. Nowadays, the search for effective molecules for chronic diseases treatments has increased. The cardiometabolic disorders still the main cause of death worldwide and pla ...

BENTHAM SCIENCE PUBL LTD2021

The Role of Occupants in Buildings’ Energy Performance Gap: Myth or Reality?

Dolaana Khovalyg, Verena Marie Barthelmes, Matteo Favero

Buildings’ expected (projected, simulated) energy use frequently does not match actual observations. This is commonly referred to as the energy performance gap. As such, many factors can contribute to the disagreement between expectations and observations. ...

2021

Essays in Banking and Financial Regulation

Susanne Johanna Petronella Léonie Vissers

This thesis examines how banks choose their optimal capital structure and cash reserves in the presence of regulatory measures. The first chapter, titled Bank Capital Structure and Tail Risk, presents a bank capital structure model in which bank assets ...

EPFL2021

Virtual metrology as an approach for product quality estimation in Industry 4.0: a systematic review and integrative conceptual framework

Dimitrios Kyritsis, Foivos Psarommatis Giannakopoulos, Gökan May

Virtual metrology (VM) involves estimating a product's quality directly from production process data without physically measuring it. This enables the product quality of each unit of production to be monitored in real time, while preserving the process eff ...

TAYLOR & FRANCIS LTD2022

Biomechanical Response of the Lower Extremity to Running-Induced Acute Fatigue: A Systematic Review

Kamiar Aminian, Salil Apte, Gaëlle Prigent

Objective: To investigate (i) typical protocols used in research on biomechanical response to running-induced fatigue, (ii) the effect of sport-induced acute fatigue on the biomechanics of running and functional tests, and (iii) the consistency of analyzed ...

2021

Application of virtual reality in neurosurgery: Patient missing. A systematic review

Olaf Blanke, Bruno Herbelin

Virtual reality (VR) technology had its earliest developments in the 1970s in the U.S. Air Force and has since evolved into a budding area of scientific research with many practical medical purposes. VR shows a high potential to benefit to learners and tra ...

2021

Review of multi-domain approaches to indoor environmental perception and behaviour

Verena Marie Barthelmes, Matteo Favero

Building occupants are continuously exposed to multiple indoor environmental stimuli, including thermal, visual, acoustic, and air quality related factors. Moreover, personal and contextual aspects can be regarded as additional domains influencing occupant ...

2020

Methodological review and detailed guidance for the life cycle interpretation phase

Xun Liao

Life cycle interpretation is the fourth and last phase of life cycle assessment (LCA). Being a "pivot" phase linking all other phases and the conclusions and recommendations from an LCA study, it represents a challenging task for practitioners, who miss ha ...

WILEY2020

A decade of progress and turning points in the understanding of bio-improved soils: A review

Lyesse Laloui, Dimitrios Terzis

Research and practice in the broader fields of civil and geotechnical engineering had long ignored the presence of living microorganisms in the subsurface and the way it impacts conventional practices. In the last 10 years, the term “microbial induced calc ...

2019

Improved Credit Bounds for the Credit-Based Shaper in Time-Sensitive Networking

Jean-Yves Le Boudec, Eleni Stai, Ehsan Mohammadpour

In Time-Sensitive Networking (TSN), it is important to formally prove per-flow latency and backlog bounds. To this end, recent works have applied network calculus and obtained latency bounds from service curves. The latency component of such service curves ...

2019

The sources of sovereign risk: a calibration based on Levy stochastic processes

Sylvain Jean Pascal Carré

Governments choose to issue risky or riskless debt depending on the nature of the stochastic process of output. We use Brownian motion and Poisson shocks a modeling method in the literature on corporate default known as Levy processes to approximate a deco ...

ELSEVIER SCIENCE BV2019

Polynomial models in finance

Damien Edouard Ackerer

This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...

EPFL2017

Energy management in manufacturing: From literature review to a conceptual framework

Dimitrios Kyritsis, Gökan May

The literature on energy management in manufacturing is rapidly growing. Since the literature is also quite fragmented, we believe that the time has come to delve into current knowledge in the research field to provide directions for policy makers and guid ...

Elsevier2017

Essays in Financial Economics

Christopher Trevisan

This thesis is structured in three chapters, each pertaining to a specific problem in financial economics. The first chapter, titled 'High-Frequency Jump Analysis of the Bitcoin Market' and co-authored with Prof. Olivier Scaillet and Adrien Treccani of the ...

EPFL2016

Essays on the Market Structure and Pricing of Credit Derivatives

Jan Benjamin Junge

This thesis analyzes the interrelation between market structure and price formation in credit derivatives markets. Traditionally, credit derivatives are traded in relatively opaque over-the-counter markets in which trading is segmented and subject to many ...

EPFL2016

Diagnostic approaches to predict persistent post-traumatic symptoms after mild traumatic brain injury - a literature review

Jean-Philippe Thiran, Alessandro Daducci

Mild traumatic brain injury (mTBI) is one of the most frequently diagnosed neurological disorders in emergency departments. Although there are established recommendations for the diagnosis and treatment in the acute stage, there is an on-going debate in wh ...

Taylor & Francis Ltd2016

Modeling Credit Contagion via the Updating of Fragile Beliefs

Pierre Collin-Dufresne

We propose an equilibrium model for defaultable bonds that are subject to contagion risk. Contagion arises because agents with "fragile beliefs" are uncertain about the underlying economic state and its probability. Estimation on sovereign European credit ...

Oxford Univ Press Inc2015

On Bounding Credit-Event Risk Premia

Pierre Collin-Dufresne

Reduced-form models of default that attribute a large fraction of credit spreads to compensation for credit-event risk typically preclude the most plausible economic justification for such risk to be priced, namely, a contemporaneous drop in the market por ...

Oxford University Press2015

Credit market frictions and capital structure dynamics

Semyon Malamud, Erwan Morellec, Julien Hugonnier

We study the implications of credit market frictions for the dynamics of corporate capital structure and the risk of default of corporations. To do so, we develop a dynamic capital structure model in which firms face uncertainty regarding their ability to ...

2015