Search Results - subject:"Subprime Crisis"

FINANCIAL DERIVATIVES - MEANINGS BEYOND SUBPRIME CRISIS STIGMA

BIRAU, FELICIA RAMONA - In: Annals - Economy Series 4II (2012) December, pp. 195-199

an effective lever of the modern economy. The subprime crisis was triggered by a quite significant financial …

Persistent link: https://www.econbiz.de/10010604710

Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?

GUESMI, Khaled; Kaabia, Olfa; Abid, Ilyes - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012

We study the contagion effects of a U.S. housing shock on OECD countries over the period of the subprime crisis … impulse responses, and reproduce more realistically what happened during the subprime crisis. Third, the Bayesian shrinkage …

Persistent link: https://www.econbiz.de/10010896319

Impact of the Subprime Crisis on Bank Ratings: The Effect of the Hardening of Rating Policies and Worsening of Solvency

Pastor Monsálvez, Pastor Monsálvez José Manuel; … - Fundación BBVA - 2012

This working paper studies the impact of the subprime crisis on the ratings issued by the rating agencies in evaluating …

Persistent link: https://www.econbiz.de/10010662879

Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach

Khallouli, Wajih; Sandretto, René - HAL - 2012

subprime crisis. In addition, there is evidence of mean and volatility contagion in MENA stock markets caused by the US stock …

Persistent link: https://www.econbiz.de/10008791131

Nonstationarity of the intraday individual and collective seasonalities of price fluctuations

Queirós, Sílvio M. Duarte; Graczyk, Michelle B. - In: The journal of network theory in finance 3 (2017) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10011668579

Herding behaviour in a peripheral European stock market : the impact of the subprime and the European sovereign debt crises

Santos, Luís G. G. dos; Lagoa, Sérgio - In: International journal of banking, accounting and finance 8 (2017) 2, pp. 174-203

Persistent link: https://www.econbiz.de/10011846589

The equity-like behaviour of sovereign bonds

Dufour, Alfonso; Stancu, Andrei; Varotto, Simone - In: Journal of international financial markets, … 48 (2017), pp. 25-46

Persistent link: https://www.econbiz.de/10011892283

The subprime crisis : from financial markets collapse to a global economic crisis

Bouaziz, Meriam Chihi; Boujelbene, Younes; Bazin, Damien - In: International journal of economics 11 (2017) 2, pp. 177-187

Persistent link: https://www.econbiz.de/10011937356

Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency

Ng, Pin T.; Wong, Wing Keung; Xiao, Zhijie - In: European journal of operational research : EJOR 261 (2017) 2, pp. 666-678

Persistent link: https://www.econbiz.de/10011738062

Are rating agencies still credible after the subprime crisis?

Isaia, Eleonora; Damilano, Marina - In: Corporate ownership & control : international … 14 (2016/2017) 2, pp. 82-87

Persistent link: https://www.econbiz.de/10011778812