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In this article we provide a summary of empirical results obtained in several economics and operations research papers that attempt to explain, predict, or suggest remedies for financial crises or banking defaults; we also outline the methodologies used in them. We analyze financial and economic...
Persistent link: https://www.econbiz.de/10013152444
This paper provides new evidence of herding in global equity markets. Using quantile regressions applied to daily data for 33 countries, we investigate herding during the Eurozone crisis, China's market crash in 2015-2016, and in the aftermath of the Brexit vote. We find significant evidence of...
Persistent link: https://www.econbiz.de/10013295491
This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data on 37 countries from 1996-2007, we find that bank stocks are more aligned with the whole market (1) during the financial crisis; (2) in countries that have more credit provided...
Persistent link: https://www.econbiz.de/10012148150
This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data on 37 countries from 1996–2007, we find that bank stocks are more aligned with the whole market during the financial crisis; in countries that have more credit provided by...
Persistent link: https://www.econbiz.de/10013104217
This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data on 37 countries from 1996–2007, we find that bank stocks are more aligned with the whole market (1) during the financial crisis; (2) in countries that have more credit provided...
Persistent link: https://www.econbiz.de/10010945107
This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data on 37 countries from 1996-2007, we find that bank stocks are more aligned with the whole market (1) during the financial crisis; (2) in countries that have more credit provided...
Persistent link: https://www.econbiz.de/10012981203
determination, investigates dynamic relationships between major currency and equity markets.Using a multivariate GARCH framework, we …
Persistent link: https://www.econbiz.de/10012147844
determination, investigates dynamic relationships between major currency and equity markets. Using a multivariate GARCH framework …
Persistent link: https://www.econbiz.de/10012740952
trivariate asymmetric GARCH framework, we find that the relationships between equity and currency markets are significant, bi …
Persistent link: https://www.econbiz.de/10014069928
determination, investigates dynamic relationshiops between major currency and equity markets. Using a multivariate GARCH framework …
Persistent link: https://www.econbiz.de/10005413091