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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - 2011

This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...

Persistent link: https://www.econbiz.de/10010209431

Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - 2011

Persistent link: https://www.econbiz.de/10008935244

Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - 2011

Persistent link: https://www.econbiz.de/10009347974

Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - In: International journal of economics and finance 6 (2014) 7, pp. 53-70

Persistent link: https://www.econbiz.de/10010384712

Policy uncertainty and international financial markets : the case of Brexit

Belke, Ansgar; Dubova, Irina; Osowski, Thomas - 2016

results of polls published by Bloomberg. Based on these datasets and using both panel as well as single-country SUR estimation …

Persistent link: https://www.econbiz.de/10011582007

Policy uncertainty and international financial markets : the case of Brexit

Belke, Ansgar; Dubova, Irina; Osowski, Thomas - 2016

both panel and single-country SUR (seemingly unrelated regressions) estimation methods, we analyse the Brexit effect on …

Persistent link: https://www.econbiz.de/10011570794

International spillovers in global asset markets

Belke, Ansgar; Dubova, Irina - 2017

international bond and equity markets are highly connected both within and across asset classes in a globalized world, where the … und über verschiedene Assetklassen hinweg in einer globalisierten Welt hochgradig miteinander verflochten sind. Der …