Narrow search
Showing 1 - 10 of 48,752
Cover Image
Heterogeneous impacts of wars on global equity markets : evidence from the invasion of Ukraine
Boubaker, Sabri; Goodell, John W.; Pandey, Dharen Kumar; … - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463235
Cover Image
Make concentrated trade not war?
Yakovlev, Pavel; Spleen, Brandon - In: Review of development economics : an essential resource … 26 (2022) 2, pp. 661-686
Persistent link: https://www.econbiz.de/10013183893
Cover Image
Comprehensive analysis of global stock market reactions to the Russia-Ukraine war
Sun, Meihong; Zhang, Chao - In: Applied economics letters 30 (2023) 18, pp. 2673-2680
Persistent link: https://www.econbiz.de/10014368465
Cover Image
The impact of the Russian-Ukrainian war on global financial markets
Izzeldin, Marwan; Muradoğlu, Gülnur; Pappas, Vasileios; … - In: International review of financial analysis 87 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014457520
Cover Image
Impacts of the Russian invasion of Ukraine on financial market conditions and resilience : Assessment of global financial markets
OECD - 2022
This report assesses the immediate impact of Russia’s war against the people of Ukraine on global financial markets …, and the continuing potential for spillovers into those markets. While the war has not yet caused a number of existing … reviews a range of interrelated channels which could transmit shocks from Russia’s war to global financial markets, from …
Persistent link: https://www.econbiz.de/10013278773
Cover Image
Beyond the income effect of international trade on ethnic wars in Africa
Candau, Fabien; Gbandi, Tchapo; Guepie, Geoffroy - In: Economics of transition and institutional change 30 (2022) 3, pp. 517-534
Persistent link: https://www.econbiz.de/10013325936
Cover Image
Size and momentum profitability in international stock markets
Schmidt, Peter S.; Arx, Urs von; Schrimpf, Andreas; … - 2015 - This version: August 25, 2015
We study the link between the profitability of momentum strategies and firm size, drawing on an extensive dataset covering 14 stock markets across the globe. International momentum profitability is markedly higher in medium-size than in big stocks. Momentum premia are considerably diminished by...
Persistent link: https://www.econbiz.de/10011412159
Cover Image
Has the pricing of stocks become more global?
Petzev, Ivan; Schrimpf, Andreas; Wagner, Alexander F. - 2015
We show that in recent years global factor models have been catching up significantly with their local counterparts in terms of explanatory power (R2) for international stock returns. This catch-up is driven by a rise in global factor betas, not a rise in factor volatilities, suggesting that the...
Persistent link: https://www.econbiz.de/10011412487
Cover Image
How does sovereign bond market integration relate to fundamentals and CDS spreads?
Chaieb, Ines; Errunza, Vihang R.; Gibson, Rajna - 2016
We find that the degree and dynamics of sovereign bond market integration across 21 developed and 18 emerging countries is significantly heterogeneous. We show that better spanning can significantly enhance market integration through dissipating local risk premiums. Integration of the sovereign...
Persistent link: https://www.econbiz.de/10011618981
Cover Image
Bad bad contagion
Londono, Juan M. - 2016
Bad contagion, the downside component of contagion in international stock markets, has negative implications for financial stability. I propose a measure for the occurrence and severity of global contagion that combines the factor-model approach in Bekaert et al. (2005) with the model-free or...
Persistent link: https://www.econbiz.de/10011563164