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Testing for financial spillovers in calm and turbulent periods
Aliyu, Shehu U. R.; Abdulsalam, Nafiu B.; Bawa, Sani - In: West African journal of monetary and economic integration 18 (2018) 2, pp. 1-27
-space parameterization of Markov Regime Switching Model with skew-normal distribution and the Markov Chain Monte Carlo (MCMC) estimation …
Persistent link: https://www.econbiz.de/10013348418
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What determines the gender pay gap in academia?
Masso, Jaan; Meriküll, Jaanika; Roosaar, Liis; … - 2024
Persistent link: https://www.econbiz.de/10015057059
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Kapitalmarktreaktion auf die Einführung von Aktienoptionsprogrammen : eine empirische Untersuchung
Langmann, Christian - 2005
Persistent link: https://www.econbiz.de/10002934091
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Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo; Liu, Lan; Wang, Da - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
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Time to Buy or Just Buying Time? The Market Reaction to Bank Rescue Packages
King, Michael R. - 2009
This paper reviews the market reaction to bank rescue packages announced in six countries between October 2008 and … shareholders as seen in the movement of bank stock prices. Government interventions benefited creditors at the expense of … shareholders, with bank CDS spreads narrowing around the announcements in all cases. Despite a brief positive reaction, bank stock …
Persistent link: https://www.econbiz.de/10013155928
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Testing for financial spillovers in calm and turbulent periods
Białkowski, Je̜drzej; Bohl, Martin T.; Serwa, Dobromił - In: The quarterly review of economics and finance : journal … 46 (2006) 3, pp. 397-412
Persistent link: https://www.econbiz.de/10003358635
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Gesamtwirtschaftliche Folgen von Vermögensblasen im internationalen Vergleich
Bandholz, Harm - 2006
Die vorliegende Studie wurde im Arbeitsbereich "Konjunktur und Finanzmärkte" erstellt und im Dezember 2005 abgeschlossen. Auftraggeber war das Bundesministerium der Finanzen. Gegenstand der Studie sind die Auswirkungen von Vermögenspreisschwankungen auf die gesamtwirtschaftliche Aktivität. In...
Persistent link: https://www.econbiz.de/10003301732
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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Is the sovereign debt market efficient? : evidence from the US and German sovereign debt markets
Richter, Christian; Fakhry, Bachar - In: International economics and economic policy : IEEP 12 (2015) 3, pp. 339-357
Persistent link: https://www.econbiz.de/10011375990