Search Results - subject:"US financial crisis"

The politics of bailouts : estimating the causal effects of political connections on corporate bailouts during the 2008-2009 US financial crisis

Vukovic, Vuk - In: Public choice 189 (2021) 1/2, pp. 213-238

Persistent link: https://www.econbiz.de/10012659227

Return and volatility transmission between world-leading and Latin American stock markets: Portfolio implications

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of Risk and Financial Management 13 (2020) 7, pp. 1-19

This study uses the BEKK-GARCH model to examine the return-and-volatility spillover between the world-leading markets (USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of the Chinese stock market of 2015. Regarding return...

Persistent link: https://www.econbiz.de/10012611377

An empirical analysis of the volatility spillover effect between world-leading and the Asian stock markets: Implications for portfolio management

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of Risk and Financial Management 13 (2020) 10, pp. 1-28

Asian stock markets during the full sample period, the US financial crisis, and the Chinese Stock market crash. We also … the US and China to the Asian stock markets during the US financial crisis and the Chinese stock market crash, and the …. Additionally, volatility was transmitted from China to the majority of the Asian stock markets during the US financial crisis. The …

Persistent link: https://www.econbiz.de/10012611471

An empirical analysis of the volatility spillover effect between world-leading and the Asian stock markets : implications for portfolio management

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 10/226, pp. 1-28

Persistent link: https://www.econbiz.de/10012388066

Return and volatility transmission between world-leading and Latin American stock markets : portfolio implications

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 7/148, pp. 1-19

Persistent link: https://www.econbiz.de/10012309325

The US financial crisis, market volatility, credit risk and stock returns in the Americas

Rodriguez-Nieto, Juan Andres; Mollick, André Varella - In: Financial markets and portfolio management 35 (2021) 2, pp. 225-254

Persistent link: https://www.econbiz.de/10012588333

Volatility and dynamic currency hedging

Cho, Jae-Beom; Min, Hong-ghi; McDonald, Judith Ann - In: Journal of international financial markets, … 64 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012495677

QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500

Blazsek, Szabolcs; Mendoza, Vicente - In: Applied economics 48 (2016) 10/12, pp. 1119-1129

Persistent link: https://www.econbiz.de/10011432926

Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis

Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22

Persistent link: https://www.econbiz.de/10011647590

Analysis of the impact of US financial crisis on BRICS economies using ANOVA

Kalsie, Anjala; Arora, Ashima - In: Focus : journal of international business 2 (2015) 2, pp. 34-52

Persistent link: https://www.econbiz.de/10011488636