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Volatility transmission and herding contagion during the global financial crisis
Abbes, Mouna Boujelbène - In: International Journal of Managerial and Financial Accounting 5 (2013) 2, pp. 138-161
the volatility of US stock market during the subprime crisis is significantly transmitted to Asian and European financial … markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …. All residuals showed enhanced volatility during the financial crisis period of mid 2007-2008. Moreover, the cross …
Persistent link: https://www.econbiz.de/10010754852
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Modelling volatility during the current financial crisis: an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International Journal of Trade and Global Markets 5 (2012) 3/4, pp. 171-194
The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK …
Persistent link: https://www.econbiz.de/10010670368
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Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali - In: American Journal of Finance and Accounting 3 (2014) 2/3/4, pp. 172-184
market to New York, Pairs and Frankfurt stock markets. Within the European stock markets, there are unidirectional volatility … spillover effects from Frankfurt to Paris and from Paris to London. Volatility increases induced by bad news are transmitted … more strongly than volatility declines. …
Persistent link: https://www.econbiz.de/10010816696
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Econometric Models for Oil Price Forecasting: A Critical Survey
Frey, Giliola; Manera, Matteo; Markandya, Anil; Scarpa, … - In: CESifo Forum 10 (2009) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10005013101
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Preisvolatilität auf landwirtschaftlichen Märkten
von Ledebur, Ernst-Oliver; Schmitz, Jochen - Bundesforschungsinstitut für Lädliche Räume, Wald … - 2011
In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …
Persistent link: https://www.econbiz.de/10009003989
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Emerging Market Volatility: Lessons from The Taper Tantrum
Sahay, Ratna; Arora, Vivek B.; Arvanitis, Athanasios V; … - International Monetary Fund (IMF) - 2014
volatility. And for the global community, enhanced global cooperation, including a strong global financial safety net, offers … emerging markets effective protection against excessive volatility. …
Persistent link: https://www.econbiz.de/10010959484
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Swings in commercial and residential land prices in the United States
Nichols, Joseph B.; Oliner, Stephen D.; Mulhall, Michael R. - In: Journal of Urban Economics 73 (2013) 1, pp. 57-76
We use a large dataset of land sales dating back to the mid-1990s to construct land price indexes for 23 MSAs in the United States and for the aggregate of those MSAs. The price indexes show a dramatic increase in both commercial and residential land prices over several years prior to their peak...
Persistent link: https://www.econbiz.de/10010588402
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An analysis of the credit rating agencies
D'Amato, Stephen - In: International Journal of Critical Accounting 6 (2014) 3, pp. 258-283
rating methodology and assess the ratings of these agencies in regards to Greece, France, and the USA. …
Persistent link: https://www.econbiz.de/10010888509
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Transfer students from two-year institutions to four-year institutions at the course-level: a case of minority students population
Kagochi, John; Durmaz, Nazif - In: International Journal of Education Economics and Development 5 (2014) 3, pp. 257-266
This paper empirically investigates the performance of transfer students from two-year colleges to four-year institutions at the course-level, especially colleges with significant minority student population. Advantages of looking at transfer student's performance at the course level are;...
Persistent link: https://www.econbiz.de/10010944823
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The financial contagion effects of the subprime crisis on BRIC countries
Hmida, Mourad - In: International Journal of Managerial and Financial Accounting 6 (2014) 3, pp. 175-188
phenomenon between the financial markets of the USA, Brazil, Russia, India and China during the current crisis. …
Persistent link: https://www.econbiz.de/10010944841