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How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010520524
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How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010531831
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How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets?: Evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2015
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10011276389
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How has the global financial crisis affected syndicated loan terms in emerging markets? : evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010518789
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How has the global financial crisis affected syndicated loan terms in emerging markets? : evidence from China
Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10010519820
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How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China
Caporale, Guglielmo Maria - 2015
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10013021756
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How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China
Caporale, Guglielmo Maria - 2015
a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …
Persistent link: https://www.econbiz.de/10013022780
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Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2019
This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … analysis is carried out for the weekly series to study the impact of the 2007-8 global financial crisis and the 2015 China … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …
Persistent link: https://www.econbiz.de/10011982404
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Is There a Friday Effect in Financial Markets?
Caporale, Guglielmo Maria - 2017
This paper tests for the presence of the Friday effect in various financial markets (stock markets, FOREX, and commodity markets) by using a number of statistical techniques (average analysis, parametric tests such as Student's t-test and ANOVA analysis, non-parametric ones such as the...
Persistent link: https://www.econbiz.de/10012963731
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Quoted spreads and trade imbalance dynamics in the European treasury bond market
Caporale, Guglielmo Maria; Girardi, Alessandro; … - 2010
Using high-frequency transaction data for the three largest European markets (France, Germany and Italy), this paper documents the existence of an asymmetric relationship between market liquidity and trading imbalances: when quoted spreads rise (fall) and liquidity falls (increases) buy (sell)...
Persistent link: https://www.econbiz.de/10009272604