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between US and each of six major stock markets and on risk management strategies. The model is implemented with an AR … and this increase started around the beginning of 2008. In the other hand, market volatility registered record levels …
Persistent link: https://www.econbiz.de/10010816752
. International management is one of the strongest aspects of major US corporations, and risk management is their day-to-day concern …. It emphasises the importance of risk management and needs for the international management education. …
Persistent link: https://www.econbiz.de/10010670058
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
The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK … where the effects of shocks are more persistent. However, contradictive empirical findings arise for the required risk … premium between the examined capital markets, although it would be expected that higher risk is compensated with additional …
Persistent link: https://www.econbiz.de/10010670368
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
environmentalists since 1990 on a range of issues in the EU, compared to the USA. Beck's 'Risk Society' theory has general resonance … USA on environmental issues. These differences have been parallel to the apparently stronger influence of … with contemporary western attitudes to risk. However, it may be that the US regulatory framework may now be more …
Persistent link: https://www.econbiz.de/10010669771
Responsibility) verbunden sind. Eine Vielzahl an Gefahren in CSR-aktiven Unternehmen - darunter das Risiko des Greenwashings - werden …
Persistent link: https://www.econbiz.de/10011241681
Die starke Abhängigkeit von exogen determinierten Zuständen der Welt (Wetter, Krankheiten, Schädlinge etc.) ist konstituierendes Element der meisten landwirtschaftlichen Produktionsprozesse. Während diese Zustandsabhängigkeit auf der einen Seite eine Unsicherheitssituation entstehen lässt,...
Persistent link: https://www.econbiz.de/10011250295
Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der … bankaufsichtsrechtlichen Vorgaben gemäß Basel II werden sowohl eine Eigenkapitalunterlegung als auch qualitative Vorgaben zum Risikomanagement … dieser Risikoklasse neu eingeführt. Erklärtes Ziel ist es, Anreize für ein verbessertes Risikomanagement zu setzen. Die …
Persistent link: https://www.econbiz.de/10009207050
Persistent link: https://www.econbiz.de/10009324609