Showing 1 - 10 of 46
. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin …
Persistent link: https://www.econbiz.de/10008461819
transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of returns in global (mature …
Persistent link: https://www.econbiz.de/10004963766
Die internationale Verflechtung der Finanzmärkte führt dazu, dass der Ausfall von Krediten in einem Land auch von Geldgebern in anderen Ländern getragen werden muss. Bei einer konsequenten Anwendung des Prinzips der Gläubigerhaftung würde der Vermögensverlust von dem unmittelbar...
Persistent link: https://www.econbiz.de/10011273258
This paper examines the integration of stock markets in Germany, France, Netherlands, Ireland and UK over the January 1973- August 2008 period at the aggregate market and industry level considering the following industries: basic materials, consumer goods, industrials, consumer services, health...
Persistent link: https://www.econbiz.de/10010896117
This paper examines the integration of stock markets in Germany, France, Netherlands, Ireland and UK over January 1973-August 2008 at the aggregate market and industry level considering the following industries: basic materials, consumer goods, industrials, consumer services, health care and...
Persistent link: https://www.econbiz.de/10004963687
This paper examines the integration of stock markets in Germany, France, Netherlands, Ireland and UK over the January 1973- August 2008 period at the aggregate market and industry level considering the following industries: basic materials, consumer goods, industrials, consumer services, health...
Persistent link: https://www.econbiz.de/10005069150
integration of global financial markets, mega-terrorist events also have a high contagion potential with their shock waves being …
Persistent link: https://www.econbiz.de/10010553342
tests for contagion (i.e., an intensification in the transmission of shocks across countries), fragmentation (a reduction in …, Italy and Spain became more interdependent after the OMT announcement, providing our only evidence of contagion. While this …
Persistent link: https://www.econbiz.de/10011273259
, Kyrgyzstan, Azerbaijan, and Moldova) over the past decade (1999-2008). The analysis is based on country VAR models augmented by a …
Persistent link: https://www.econbiz.de/10010661278
, Kyrgyzstan, Azerbaijan, and Moldova) over the past decade (1999-2008). The analysis is based on country VAR models augmented by a …
Persistent link: https://www.econbiz.de/10010783955