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Shift-Volatility Transmission in East Asian Equity Markets
Aloy, Marcel; Truchis, Gilles De; Dufrénot, Gilles; … - HAL - 2013
This paper attempts to provide evidence of "shift-volatility" transmission in the East Asian equity markets. By shift-volatility, we mean the volatility shifts from a low level to a high level, corresponding respectively to tranquil and crisis periods. We examine the interdependence of equity...
Persistent link: https://www.econbiz.de/10010933832
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Business Cycles Synchronization in East Asia: A Markov-Switching Approach
Dufrénot, Gilles; Keddad, Benjamin - HAL - 2013
among the ASEAN-5 are correlated) and global spillovers where the business cycles of other countries (China, Japan and the …
Persistent link: https://www.econbiz.de/10010933854
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The use of accounting and stock market data to predict bank financial distress: the case of East Asian banks
Distinguin, Isabelle; Tarazi, Amine; Trinidad, Jocelyn - HAL - 2011
This paper investigates whether market information could add to accounting information in the prediction of bank financial distress in Asia. A stepwise logit model is first estimated to isolate the optimal set of accounting indicators and then extended to include market indicators. Dummy...
Persistent link: https://www.econbiz.de/10010607934
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The impact of external shocks in East Asia : lessons from a structural VAR model with block exogeneity
Allegret, Jean-Pierre; Couharde, Cécile; Guillaumin, Cyriac - HAL - 2012
In this paper, we examine the relative importance of external shocks in domestic fluctuations of East Asian countries and check if these shocks lead to asymmetric or symmetric reactions between the considered economies. To this end, we estimate, over the period 1990.1-2010.4, a structural VAR...
Persistent link: https://www.econbiz.de/10010898573
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Are early market indicators of financial deterioration accurate for Too Big To Fail banks? Evidence from East Asia
Distinguin, Isabelle; Tarazi, Amine - HAL - 2010
This paper investigates whether market information is reliable to predict financial deterioration of large Too Big To Fail banks in Asia. A stepwise logit model is first estimated to isolate the optimal set of accounting indicators to predict rating downgrades. The model is then extended to...
Persistent link: https://www.econbiz.de/10010820702
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The determinants of bank stock return's co-movements in East Asia
Bautista, Carlos; Rous, Philippe; Tarazi, Amine - HAL - 2009
We examine co-movements of bank stock returns in eight East Asian countries after the 1997 crisis and attempt to determine the factors that influence them. Unlike Bautista and al (2008) who focus on a measure of the contribution of banks to systemic risk, we consider the return correlations...
Persistent link: https://www.econbiz.de/10010821010
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The use of accounting and stock market data to predict bank financial distress: the case of East Asian banks
Distinguin, Isabelle; Tarazi, Amine; Trinidad, Jocelyn - HAL - 2008
This paper investigates whether market information could add to accounting information in the prediction of bank financial distress in Asia. A stepwise logit model is first estimated to isolate the optimal set of accounting indicators and then extended to include market indicators. Dummy...
Persistent link: https://www.econbiz.de/10010821430
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Strategic Interactions in Environmental Regulation Enforcement: Evidence from Chinese Provinces
Renard, Mary-Françoise; Xiong, Hang - HAL - 2012
towards China's decentralization of environment policy implementation as well as its fiscal arrangements. …
Persistent link: https://www.econbiz.de/10009651572
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Determinants of FDI into China and Vietnam: A comparative study
Pham, Thi-Hong-Hanh - HAL - 2012
Since the inception of economic reforms, China in 1978 and Vietnam in 1986, both countries have become successful … between China and Vietnam?" through a comparative study of the FDI determinants. In other words, this paper revisits the … determinants of FDI into China and Vietnam by employing an augmented gravity model and using a panel dataset containing information …
Persistent link: https://www.econbiz.de/10009651580
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The world upside down
Fabre, Guilhem; Grumbach, Stephane - HAL - 2012
R&D and innovation have become much more strategic than ever before for the growth of China as well as for its global … perspective explaining the legacy of the past in today's choices. In the second part, we illustrate China's catching up strategy …
Persistent link: https://www.econbiz.de/10009654257