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Two Essays on Oil Futures Markets
Adeinat, Iman - 2011
The first chapter of this dissertation estimates the relative contributions of two major exchanges on crude oil futures … Petroleum Exporting Countries (OPEC), and the US Dollar exchange rate volatility on the backwardation of crude oil futures … during the period from January 1986 to December 2008. The results indicate that oil futures are strongly and weakly …
Persistent link: https://www.econbiz.de/10009451067
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The efficiency of early warning indicators for financial crises
Rabe, Jens Michael - 2000
The banking and currency crises of the last two decades inflictedsubstantial financial, economic, and social damage on thecountries in which they originated. In this work, the efficiencyof early warning indicators for these disastrous economic eventsis evaluated. An analysis of the traditional...
Persistent link: https://www.econbiz.de/10009471830
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Demand and supply determinants of loan contract terms in small business lending
Kirschenmann, Karolin - 2010
verbessern.Kapitel 5 beschäftigt sich schließlich mit dem Einfluss der jüngsten Finanzkrise auf die Kreditverfügbarkeit für KKMU …
Persistent link: https://www.econbiz.de/10009476202
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Deutsche Kapitalbeteiligungsgesellschaften im Umfeld der globalen Finanzkrise 2008/2009
Hummel, Detlev - 2011
Situation auf dem formellen Beteiligungsmarkt in Deutschland nach dem Ausbruch der Finanzkrise. Neben den allgemeinen …
Persistent link: https://www.econbiz.de/10009449026
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Stock Market Automation and the Transmission of Information Between Spot and Futures Markets
Brailsford, Tim; Frino, Alex; Hodgson, Allan; West, Andrew - 1999
stock and futures markets. This issue is of particular relevance given the trend of exchanges to introduce automated trading … between the stock and futures markets. The paper then focuses on the period surrounding the move by the Australian stock …
Persistent link: https://www.econbiz.de/10009451288
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Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)
Irwin, Scott H.; Sanders, Dwight R.; Merrin, Robert P. - 2009
, consistently lead futures pricechanges. Fourth, there is a historical pattern of attacks upon speculation during periods ofextreme …It is commonly asserted that speculative buying by index funds in commodity futures andover–the–counter derivatives …
Persistent link: https://www.econbiz.de/10009446398
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Receivables Securitization and the Non-Financial Firm
Korgaonkar, Sanket - 2009
Since the start of the financial crisis, various forms of securitization have been criticized for causing the problems experienced. The amount of Asset Backed Commercial Paper outstanding fell drastically in the middle of 2007 drawing our attention to this market. Our study focuses on the use of...
Persistent link: https://www.econbiz.de/10009438964
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How capital structure adjusts dynamically during financial crises
Ariff, Mohamed; Taufiq, Hassan; Shamsher, Mohamad - 2008
The availability of a unique data set of financially distressed firms enabled this study to apply the dynamic capital structure adjustment model to a study of capital structure. In addition, the factors driving capital structure adjustment of financially distressed and of healthy firms were...
Persistent link: https://www.econbiz.de/10009441702
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Stress testing as a tool for simulating the effects of crisis in banks
Wiszniowski, Edward - 2010
Emergence of crisis in financial markets, especially banks, have forced a change in approach to riskmanagement. It has become necessary to develop new or refine existing models of early bankruptcythreat warning, as well as establishing the potential impact of bank failures. One of the tools,...
Persistent link: https://www.econbiz.de/10009443625
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Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
Corsetti, Giancarlo; Pericoli, Marcello; Sbracia, Massimo - 2001
This paper builds a general test of contagion in financial markets based on bivariate correlation analysis – a test that can be interpreted as an extension of the normal correlation theorem. Contagion is defined as a structural break in the data generating process of rates of return. Using a...
Persistent link: https://www.econbiz.de/10009444188