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The Financial Crisis in Japan – Are There Similarities to the Current Situation?
Mayr, Johannes - In: CESifo Forum 9 (2008) 4, pp. 64-68
Persistent link: https://www.econbiz.de/10004998593
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Nonmonetary effects of the financial crisis in the propagation of the Great Depresion
Bernanke, Ben - In: The American economic review 73 (1983) 3, pp. 257-276
Persistent link: https://www.econbiz.de/10001907081
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La crisi finanziaria globale 2008-2009
Carlo D’ADDA - In: Rivista Internazionale di Scienze Sociali 117 (2009) 1, pp. 125-134
This article addresses the origins and development of the present financial and real economic? crisis (2008-2009). It is shown how abundant liquidity and easy credit in the US housing market inflated world financial markets with credit-based bonds whose risk was largely underestimated. When the...
Persistent link: https://www.econbiz.de/10010786884
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Heterogeneity and sentiment in the stock market
Frijns, Bart; Gilbert, Aaron; Tourani-Rad, Alireza - In: International Journal of Behavioural Accounting and Finance 2 (2011) 2, pp. 140-151
markets, the USA and the UK, for a long period of time. Our empirical results show that: 1) there is a considerable degree of … degree of switching in the USA and the UK, giving some support to the hypothesis that common sentiment could drive the …
Persistent link: https://www.econbiz.de/10009360080
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Massenpsychologie und Börse : So bestimmen Erwartungen und Gefühle Kursverläufe
Kitzmann, Arnold - 2009
Persistent link: https://www.econbiz.de/10004937608
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The new science of technical analysis
DeMark, Thomas R. <Senior> - 1994
Persistent link: https://www.econbiz.de/10004568545
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US and European stock market crashes: Any evidence of interdependence?
Sooreea, Rajeev; Wheeler, Mark - In: International Journal of Monetary Economics and Finance 4 (2011) 4, pp. 372-389
This paper examines the response of Stock Prices (SPs) in Germany, Italy, and the UK to shocks to US Stock Prices (USSPs) using Vector Error Correction Models (VECMs) and cross-country stock return correlations. Our results yield clear implications. Positive shocks to USSPs lead to significant,...
Persistent link: https://www.econbiz.de/10009352498
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Volatility transmission and herding contagion during the global financial crisis
Abbes, Mouna Boujelbène - In: International Journal of Managerial and Financial Accounting 5 (2013) 2, pp. 138-161
This study offers a new perspective on crisis transmission through an examination of herding contagion during 2008 … period. This finding is evidence of the presence of herding contagion in Asian and European markets during US crisis, and …
Persistent link: https://www.econbiz.de/10010754852
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Measuring financial contagion in the stock markets using a copula approach
Jayech, Selma; Zina, Naceur Ben - In: International Journal of Data Analysis Techniques and … 4 (2012) 2, pp. 154-180
to analyse the financial contagion between stock markets of four developed countries (USA, UK, France and Germany). The … market indexes used are S%P 500 (USA), FTSE 100 (UK), CAC 40 (France) and DAX 30 (Germany) covering the period from 1 January …
Persistent link: https://www.econbiz.de/10010669751
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Modelling volatility during the current financial crisis: an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International Journal of Trade and Global Markets 5 (2012) 3/4, pp. 171-194
The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK stock markets prior and subsequent to the current financial crisis. For that reason, the family of GARCH models is utilised; specifically, GARCH, GARCH in Mean, threshold GARCH and...
Persistent link: https://www.econbiz.de/10010670368