Search Results - subject:"Global Financial Crisis"

Europe and Northeast Asia: Different responses to financial crises

Wissenbach, Uwe - 2020

This paper focuses on the critical differences, but also some commonalities, between the EU and three countries in Northeast Asia - the People's Republic of China (PRC), the Republic of Korea, and Japan - in responding to financial crises. The EU's response is naturally multilateral, but the...

Persistent link: https://www.econbiz.de/10012610032

A panel data analysis on sustainable economic growth in India, Brazil, and Romania

Ioan, Batrancea; Kumaran, Rathnaswamy Malar; Larissa, … - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-19

global financial crisis. Our empirical results are valuable for both developing and developed nations. As a first result, we … sustainable economic growth. Last but not the least, the period during and after the global financial crisis, sustainable economic …

Persistent link: https://www.econbiz.de/10012611402

Do profitable banks make a positive contribution to the economy?

Kumar, Vijay; Bird, Ron - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-18

A number of studies have investigated the relationship between financial sector development and economic growth; however, the impact of bank profitability on economic growth is still unclear. We investigate the link between bank profitability and economic growth in the Asia-Pacific region over...

Persistent link: https://www.econbiz.de/10012611413

Global Financial Crisis in Effecting Asymmetrical Co-integration between Exchange Rate and Stock Indexes of South Asian Region: Application of Panel Data NARDL and ARDL Modelling A...

Sheikh, Umaid A.; Tabash, Mosab I.; Asad, Muzaffar - In: Cogent Business & Management 7 (2020) 1, pp. 1-24

-term cointegration between exchange rate fluctuation and stock indexes before the global financial crisis and when the overall sample … fluctuations in the exchange rate. However, in the short run and before the global financial crisis, investors reacted to only …

Persistent link: https://www.econbiz.de/10012657292

Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches

Comunale, Mariarosaria; Eller, Markus; Lahnsteiner, Mathias - 2020

financial crisis (GFC) have managed to adjust their credit ratios downward toward levels justified by fundamentals, but the … the derived fundamental levels. It turns out that countries featuring positive credit gaps at the start of the global …

Persistent link: https://www.econbiz.de/10013370146

Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange: Does global financial crisis...

Sheikh, Umaid A.; Asad, Muzaffar; Israr, Aqeel; Tabash, … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-24

The study is intended to investigate the symmetrical relationship between macroeconomic variability and KSE-100 indexes by employing the ARDL model with bound testing procedure and error correction model. Authors have also examined whether the linkages between macroeconomic variability and...

Persistent link: https://www.econbiz.de/10014001421

Asymmetrical relationship between oil prices, gold prices, exchange rate, and stock prices during global financial crisis 2008: Evidence from Pakistan

Sheikh, Umaid A.; Asad, Muzaffar; Ahmed, Zahid; … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-20

in the long run and before global financial crisis, investors react differently to gold prices and oil prices. In long …. Another interesting aspect that after global financial crisis, investors reacted only to positive shocks of gold prices …

Persistent link: https://www.econbiz.de/10014001581

Contagion in futures metal markets during the recent global financial crisis: Evidence from Gold, Silver, Copper, Zinc and Aluminium

Tsiaras, Konstantinos - In: SPOUDAI - Journal of Economics and Business 70 (2020) 3/4, pp. 42-55

This paper seeks to investigate the time-varying dynamic conditional correlations to the five most important future metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized ARCH (FIGARCH) dynamic conditional correlation (cDCC)...

Persistent link: https://www.econbiz.de/10014477241

Did the contagion effect occur on the Latin America stock markets during the global financial crisis?

de Jesús Gutiérrez, Raúl - In: Revista de Métodos Cuantitativos para la Economía y … 29 (2020), pp. 237-258

markets are significantly affected by the contagion effects from the global financial crisis. However, Argentina stock market …

Persistent link: https://www.econbiz.de/10014494541

Three decades of international financial crises: What have we learned and what still needs to be done?

Buckley, Ross P.; Avgouleas, Emilios; Arner, Douglas W. - 2020

Fragility that periodically erupts into a full-blown financial crisis appears to be an integral feature of market-based financial systems in spite of the emergence of sophisticated risk management tools and regulatory systems. If anything, the increased frequency of modern crises underscores how...

Persistent link: https://www.econbiz.de/10012429396