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Determinants of international buyout investments
Aldatmaz, Serdar; Brown, Greg W.; Demirgüç-Kunt, Asli - 2020
Persistent link: https://www.econbiz.de/10012230825
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The cross-section of stock returns : evidence from emerging markets
Claessens, Stijn; Dasgupta, Susmita; Glen, Jack D. - 1995
Persistent link: https://www.econbiz.de/10000921061
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A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing - 2019
The co-dependence between assets tends to increase when the market declines. This paper develops a correlation measure focusing on market declines using the expected shortfall (ES), referred to as the ES-implied correlation, to improve the existing value at risk (VaR)-implied correlation....
Persistent link: https://www.econbiz.de/10012004764
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Assessing the international comovement of equity returns
Abate, Girum Dagnachew; Servén, Luis - 2018
The international comovement of equity returns has been viewed as reflecting either pervasive common shocks or local …
Persistent link: https://www.econbiz.de/10011902919
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Emerging markets instability : do sovereign ratings affect country risk and stock returns?
Kaminsky, Graciela L.; Schmukler, Sergio L. - 2001
Persistent link: https://www.econbiz.de/10001624813
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What explains stock markets’ vulnerability to the 2007 – 2008 crisis?
Didier, Tatiana; Love, Inessa; Martínez Pería, María … - 2010
Persistent link: https://www.econbiz.de/10003942088
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Bank activity and funding strategies : the impact on risk and returns
Demirgüç-Kunt, Asli; Huizinga, Harry - 2009
using an international sample of 1,334 banks in 101 countries leading up to the 2007 financial crisis. Expansion into non … risky, which is consistent with the demise of the U.S. investment banking sector. "--World Bank web site …
Persistent link: https://www.econbiz.de/10003821072
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Cross-border mergers and acquisitions in services : the role of policy and industrial structure
Barattieri, Alessandro; Borchert, Ingo; Mattoo, Aaditya - 2014
Persistent link: https://www.econbiz.de/10010378733
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Bank-based and market-based financial systems : cross-country comparisons
Demirgüç-Kunt, Asli; Levine, Ross - 1999
Persistent link: https://www.econbiz.de/10001410133
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Understanding the economic impacts of greenhouse gas mitigation policies on shipping : what is the state of the art of current modeling approaches?
Halim, Ronald A.; Smith, Tristan; Englert, Dominik - 2019
The International Maritime Organization's initial strategy on reduction of greenhouse gas emissions from ships … stipulates that the international shipping sector should assess the impacts on states prior to adoption of the mitigation …
Persistent link: https://www.econbiz.de/10012002701