Narrow search
Showing 1 - 10 of 16,783
Cover Image
Unanticipated Shocks and Systemic Influences; The Impact of Contagion in Global Equity Markets in 1998
González-Hermosillo, Brenda; Martin, Vance; Fry, Renee; … - International Monetary Fund (IMF) - 2003
August to September 1998 has been characterized as one of the worst episodes of global financial distress in decades. This paper investigates the transmission of the Russian and the LTCM crises through global equity markets using a panel of 14 developing and industrial countries. The results...
Persistent link: https://www.econbiz.de/10005769188
Cover Image
Italian Sovereign Spreads; Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions
Zoli, Edda - International Monetary Fund (IMF) - 2013
Volatility in Italian sovereign spreads has increased since mid-2011. This paper finds that news on the euro area debt …
Persistent link: https://www.econbiz.de/10011242184
Cover Image
The End of the Wheeling and Dealing
Sinn, Hans-Werner - In: CESifo Forum 9 (2008) 4, pp. 3-5
Persistent link: https://www.econbiz.de/10005013124
Cover Image
The Causes of the Financial Crisis
Hellwig, Martin - In: CESifo Forum 9 (2008) 4, pp. 12-21
Persistent link: https://www.econbiz.de/10005013148
Cover Image
Containment and Resolution in the Financial Crisis: Too Little, Too Late
Honohan, Patrick - In: CESifo Forum 9 (2008) 4, pp. 22-27
Persistent link: https://www.econbiz.de/10005013175
Cover Image
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
Cover Image
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
Cover Image
Makroökonomische Rahmenbedingungen und die Einkommensverteilung: Welchen Einfluss hat die Finanzkrise?
Berthold, Norbert; Brunner, Alexander; Zenzen, Jupp - Wirtschaftswissenschaftliche Fakultät, Bayerische … - 2010
erwarten, dass die Finanzkrise eine dämpfende Wirkung auf die Einkommensungleichheit in Deutschland haben wird. … untersuchen. Auf Basis des sozio-ökonomischen Panels (SOEP) analysieren wir erstmalig diesen Zusammenhang für Deutschland. Dabei … Finanzkrise auf die Ungleichheit. Unter der Annahme, dass sich diese als (negativer) exogener Wachstumsschock manifestiert, ist zu …
Persistent link: https://www.econbiz.de/10008531793
Cover Image
Financial Spillovers to Emerging Markets During the Global Financial Crisis
Frank, Nathaniel; Hesse, Heiko - International Monetary Fund (IMF) - 2009
In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these...
Persistent link: https://www.econbiz.de/10008528671
Cover Image
To err is human: rating agencies and the interwar foreign government debt crisis
Flandreau, Marc; Gaillard, Norbert; Packer, Frank - Bank for International Settlements (BIS) - 2010
During the 1930s, rating agencies took up a central role in regulatory supervision that they still have today. The proximate cause for this changeover was the economic shock of the Great Depression. Exploring the performance of rating agencies in assessing the risks of sovereign debt, an...
Persistent link: https://www.econbiz.de/10008773906