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The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: International Journal of Managerial and Financial Accounting 5 (2013) 1, pp. 1-32
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
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Herding behaviour and market dynamic volatility: evidence from the US stock markets
Jlassi, Mouna; Naoui, Kamel - In: American Journal of Finance and Accounting 4 (2015) 1, pp. 70-91
This paper documents the effect of herd behaviour on the US S%P100 and US DJIA stock market's stocks volatility. We … only in fuelling market excessive volatility but also in raising the housing bubble during the subprime crisis …. Surprisingly, we find that asymmetric herding exists during days of low volatility. …
Persistent link: https://www.econbiz.de/10011207760
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India; 2008 Article IV Consultation: Staff Report; Staff Statement; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for India
International Monetary Fund (IMF); International … - 2009
India’s financial system compares favorably internationally, but rising credit risk and liquidity pressures are …
Persistent link: https://www.econbiz.de/10011244299
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Managing Risks in Financial Market Development; The Role of Sequencing
International Monetary Fund (IMF); International … - 2003
This paper proposes an integrated and risk-based approach to the sequencing and coordination of reforms to develop … and risk-mitigation measures is proposed to minimize both macroeconomic and financial risks. Capital account opening can …. The paper also argues that domestic institutional investors are critical to market development and risk mitigation. …
Persistent link: https://www.econbiz.de/10005768863
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Capital Markets and Financial Intermediation in the Baltic States
International Monetary Fund (IMF); International … - 2003
This paper analyzes the capital markets and financial intermediation in the Baltic States. It provides a comprehensive overview of the structure and level of development of the financial system, discussing some of the unique characteristics of the Baltics, such as leasing; and comparing the...
Persistent link: https://www.econbiz.de/10005591529
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Asian Equity Markets; Growth, Opportunities, and Challenges
Kramer, Charles Frederick; Purfield, Catriona; Oura, Hiroko - International Monetary Fund (IMF) - 2006
Asian equity markets have grown significantly in size since the early 1990s, driven by strong international investor inflows, growing regional financial integration, capital account liberalization, and structural improvements to markets. The development of equity markets provides a more...
Persistent link: https://www.econbiz.de/10005599719
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Capital Markets and Financial Intermediation in The Baltics
Sheridan, Niamh; Schipke, Alfred; George, Susan Mary; … - International Monetary Fund (IMF) - 2004
In just over a decade after independence, the three Baltic countries, Estonia, Latvia, and Lithuania, have transformed themselves into fully functioning, small open-market economies that will be joining the European Union. Capital Markets and Financial Intermediation in The Baltics analyzes the...
Persistent link: https://www.econbiz.de/10005248055
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The Long-Run Performance of Graded IPOs in the Indian Capital Market
Dhamija, Sanjay; Arora, Ravinder Kumar - In: Global Business Review 15 (2014) 2, pp. 317-337
Initial public offering (IPO) grading was introduced in India as an additional tool to help the retail investors in making the investment decisions. The primary objective of this article is to establish the relation between the assigned grade and the long-term performance of the IPO.With a few...
Persistent link: https://www.econbiz.de/10011139730
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The Impact of Securities Transaction Taxes on the Chinese Stock Market
Su, Yongyang; Zheng, Lan - In: Emerging Markets Finance and Trade 47 (2011) 1, pp. 32-46
volatility. In addition, increases in the STT rate have mixed effects on market efficiency, either improving or curbing it …
Persistent link: https://www.econbiz.de/10009353229
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The Financial Crisis in Japan – Are There Similarities to the Current Situation?
Mayr, Johannes - In: CESifo Forum 9 (2008) 4, pp. 64-68
Persistent link: https://www.econbiz.de/10004998593