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~subject:"Finanzkrise"
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1
Flights to Safety
Baele, Lieven
;
Bekaert, Geert
;
Inghelbrecht, Koen
;
Wei, Min
-
2012
the VIX, decreases in consumer
sentiment
indicators in the US, Germany and the OECD and appreciations of the yen and the …
Persistent link: https://www.econbiz.de/10011506750
Saved in:
2
Detecting and interpreting financial stress in the euro area
Blix Grimaldi, Marianna
-
2010
There is a need to find better models and indicators for large disruptive events, not least in order to be more prepared and mitigate their effects. In this paper we take a step in this direction and discuss the performance of a financial stress indicator with a specific focus on the euro area....
Persistent link: https://www.econbiz.de/10011605260
Saved in:
3
Stock market comovements in Central Europe: Evidence from asymmetric DCC model
Gjika, Dritan
;
Horváth, Roman
-
2012
We examine time-varying stock market comovements in Central Europe employing the asymmetric dynamic conditional correlation multivariate GARCH model. Using daily data from 2001 to 2011, we find that the correlations among stock markets in Central Europe and between Central Europe vis-a-vis the...
Persistent link: https://www.econbiz.de/10010318421
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4
International Stock market integration: Central and South Eastern Europe compared
Horváth, Roman
;
Petrovski, Dragan
-
2012
We examine the international stock market comovements between Western Europe vis-àvis Central (the Czech Republic, Hungary and Poland) and South Eastern Europe (Croatia, Macedonia and Serbia) using multivariate GARCH models in 2006-2011. Comparing these two groups, we find that the degree of...
Persistent link: https://www.econbiz.de/10010318424
Saved in:
5
Do Japanese stock prices reflect macro fundamentals?
Chen, Wenjuan
;
Velinov, Anton
-
2012
This paper investigates to what extent the fundamentals of the real economy are reflected in the stock prices of Japan. A Markov switching VAR model with switching variances is used to test the structural identification scheme. Identification of fundamental and nonfundamental shocks is shown to...
Persistent link: https://www.econbiz.de/10010318743
Saved in:
6
Rationale Marktübertreibungen im Zusammenhang der aktuellen Finanzmarktkrise
Klug, Thorsten
;
Locarek-Junge, Hermann
;
Mihm, Max
- In:
Vierteljahrshefte zur Wirtschaftsforschung
78
(
2009
)
1
,
pp. 25-39
Der Untersuchungsgegenstand der Arbeit ist die Darstellung der wichtigsten Anlegermotive bei Marktübertreibungen. Es wird dabei auf Konzepte der verhaltensorientierten Kapitalmarktforschung zurückgegriffen. Basierend auf den gewonnenen Erkenntnissen werden Lösungsansätze zur Vermeidung von...
Persistent link: https://www.econbiz.de/10010377869
Saved in:
7
Financial Dependence Analysis: Applications of Vine Copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
This paper features the application of a novel and recently developed method of statistical and mathematical analysis to the assessment of financial risk: namely Regular Vine copulas. Dependence modeling using copulas is a popular tool in financial applications, but is usually applied to pairs...
Persistent link: https://www.econbiz.de/10010326548
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8
Asset Price Fluctuations, Financial Crises and the Stabilizing Effects of a General Transaction Tax
Schulmeister, Stephan
-
2009
The deepening of the recent crisis was driven by the simultaneous devaluation of stock wealth, housing wealth and commodity wealth. The potential for this devaluation process had been "built up" during the boom of stock prices, house prices and commodity prices between 2003 and 2007. Hence, this...
Persistent link: https://www.econbiz.de/10011435285
Saved in:
9
New Paradigms in Banking, Financial Markets and Regulation?
Balling, Morten
;
Lierman, Frank
;
den Spiegel, Freddy Van
; …
-
2012
performance in financial institutions and in financial regulation and supervision all over the
world
. The contributors to the …
Persistent link: https://www.econbiz.de/10011689953
Saved in:
10
Fear of Sudden Stops: Lessons from Australia and Chile
Caballero, Ricardo J.
;
Cowan, Kevin
;
Kearns, Jonathan
-
2005
Latin American economies are exposed to substantial external vulnerability. Domestic imbalances and terms of trade shocks are often exacerbated by sudden financial distress. This paper explores ways of overcoming external vulnerability, drawing lessons from a detailed comparison of the response...
Persistent link: https://www.econbiz.de/10010327063
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