Showing 1 - 10 of 45
We propose a comprehensive approach for the analysis of real economy and government sector risk transmission to the banking system and apply it in ten Euro-Area countries from 2005 to 2017. A flexible methodology is developed to model banks' assets according to the risk-adjusted balance sheet of...
Persistent link: https://www.econbiz.de/10013200316
The generalized autoregressive conditional heteroscedastic model (GARCH) is used to estimate volatility for Nifty Index futures on day trades. The purpose is to find out if a contemporaneous or causal relation exists between volatility volume and open interest for Nifty Index futures traded on...
Persistent link: https://www.econbiz.de/10013200333
Starting in June 2014, the European Central Bank (ECB) stepped up its monetary accommodation in order to counter a too prolonged period of low inflation in the euro area. This article offers a narrative of the monetary policy measures taken up to December 2016 and a review of the effects of...
Persistent link: https://www.econbiz.de/10011709031
Several articles have looked at factors that affect the adjustments of point spreads, based on hot hands or streaks, for smaller durations of time. This study examines these effects for 34 regular seasons in the National Basketball Association (NBA). Estimating a Seemingly Unrelated Regression...
Persistent link: https://www.econbiz.de/10011082397
In response to the financial crisis of 2008, the Federal Reserve radically increased the monetary base. Banks responded by increasing excess reserves rather than increasing bank loans, and the public responded with a substantial flight to liquidity in the form of currency and demand deposits. As...
Persistent link: https://www.econbiz.de/10011029800
The editors of the <i>International Journal of Financial Studies</i> would like to express their sincere gratitude to the following reviewers for assessing manuscripts in 2013. [...]
Persistent link: https://www.econbiz.de/10011029801
In this study, the scaling properties of the oil and gold return volatilities have been analyzed in the context of bull and bear periods. In the determination of bull and bear turning points, we used the Modified Bry-Boschan Quarterly (MBBQ) algorithm. Results showed that the business cycle...
Persistent link: https://www.econbiz.de/10011029802
<b> </b>In the family business literature, succession research has focused on the family member as they enter the leadership role or on the different issues that affect the succession process. Although researchers have acknowledged that succession in family businesses is “punctuated” by decision...
Persistent link: https://www.econbiz.de/10011029803
The spread of the global financial crisis of 2008/2009 was rapid, and impacted the functioning and the performance of financial markets. Due to the importance of this phenomenon, this study aims to explain the impact of the crisis on stock market behavior and interdependence through the study of...
Persistent link: https://www.econbiz.de/10011029804
This review article displays several attempts to define family businesses as well as a systematization approach to get new insights about the relationship between family business definitions and their application under different conditions such as legal framework, culture or regional...
Persistent link: https://www.econbiz.de/10011029805