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European financial market dependence : an industry analysis
Bartram, Söhnke M.; Wang, Yaw-Huei - In: Journal of banking & finance 59 (2015), pp. 146-163
Persistent link: https://www.econbiz.de/10011544416
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Europe, where to?
Ioan-Franc, Valeriu; Pop, Napoleon; Diamescu, Andrei Marius - In: Amfiteatru economic : an economic and business research … 25 (2023) 63, pp. 610-624
The authors review the challenges that the Romanian economy and society had to face in the European and global geoeconomic context. Starting from the perspectives advanced by the international economic fora, the risks the European economy will have to answer through counteracting and general...
Persistent link: https://www.econbiz.de/10014464256
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Decomposing European bond and equity volatility
Christiansen, Charlotte - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 105-122
Persistent link: https://www.econbiz.de/10008702362
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Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino; Pozzi, Lorenzo - In: Journal of banking & finance 37 (2013) 2, pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
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Volatility spillovers among developed and developing countries : the global foreign exchange markets
Mohammed, Walid Abass - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-30
the Euro (EUR) as the most significant transmitters of volatility. The findings reiterate the prominence of volatility …
Persistent link: https://www.econbiz.de/10012605811
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200 years of sovereign debt crises : serial restructurings may be accompanied by higher creditor losses
Meyer, Josefin - In: DIW weekly report : economy, politics, science : a … 14 (2024) 6, pp. 45-51
Many sovereign defaults have occurred worldwide over the past 200 years. An analysis of 321 sovereign debt restructurings since 1815 shows that foreign private and institutional investor losses were 43 percent on average. Notably, beginning in the 1970s, several debt exchanges have increasingly...
Persistent link: https://www.econbiz.de/10014477332
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Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic : a time-varying copula approach
Sghaier, Nadia; Kouki, Mondher; Ben Messaoud, Samia - In: Cogent economics & finance 11 (2023) 1, pp. 1-28
over a recent period from 1st January 2013 to 7 April 2022. The empirical study is conducted using the time-varying copula …
Persistent link: https://www.econbiz.de/10014500850
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Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies
Allen, David E.; McAleer, Michael; Peiris, Shelton; … - In: Risks : open access journal 4 (2016) 1, pp. 1-14
in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …
Persistent link: https://www.econbiz.de/10011443686
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An empirical study of the impact of the Euro on cross-country diversification
Diro Ejara, Demissew; Upadhyaya, Kamal Prasad - In: Economies : open access journal 12 (2024) 1, pp. 1-21
impact of the euro on the degree of market integration by looking at the comovement of the European equity markets and a …The euro was launched, on 1 January 1999, as a common currency for members of the European Union that complied with the … common currency will increase the degree of market integration among member countries. This paper empirically tests the …
Persistent link: https://www.econbiz.de/10014496391
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Europe after the crisis : less or more role for nation states in money and finance?
Sapir, André - In: Oxford review of economic policy 27 (2011) 4, pp. 608-619
Persistent link: https://www.econbiz.de/10009619588