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On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe

Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183

Persistent link: https://www.econbiz.de/10012264953

The European Union Crisis Responses and the Efficient Capital Markets Hypothesis

Prüm, André - 2016

The hypothesis that capital markets naturally function in an efficient way - possibly one of the widest accepted dogmas of contemporary liberalism - has for many years encouraged politicians and regulators in the US and in Europe to refrain from regulating too strictly or even to deregulate the...

Persistent link: https://www.econbiz.de/10013007536

The European Union Crisis Responses and the Efficient Capital Markets Hypothesis

Prüm, André - 2013

The European Union crisis responses and the Efficient Capital Markets Hypothesis (ECMH): The hypothesis that capital markets naturally function in an efficient way - possibly one of the widest accepted dogmas of contemporary liberalism - has for many years encouraged politicians and regulators...

Persistent link: https://www.econbiz.de/10013075048

Size does matter, as well as sector activities : systemic risk sensitivities of financial firms in the U.S. and European stock markets

Madiès, Philippe; Mourey, Mathis; Taramasco, Ollivier - In: Finance : revue de l'Association Française de Finance 45 (2024) 3, pp. 114-159

Persistent link: https://www.econbiz.de/10015173855

Long-run risk dynamics, instabilities, and breaks on European credit markets over a crisis period

Kapar, Burcu; Laborda, Ricardo; Olmo, Jose - In: The journal of fixed income 22 (2012) 2, pp. 31-43

Persistent link: https://www.econbiz.de/10009670718

Euro crash risk

Kräussl, Roman; Lehnert, Thorsten; Senulyte, Sigita - 2015

(ECB) actions, and credit rating downgrades affect the value and the crash risk of the euro. We proxy the value changes of … the euro by its abnormal foreign exchange (FX) rate returns with respect to 35 currencies. The crash risk of the euro is … crash risk. Interestingly, we find that specific announcements about Greece on average do not substantially affect the euro …

Persistent link: https://www.econbiz.de/10011374028

Euro crash risk

Kräussl, Roman; Lehnert, Thorsten; Senulytė, Sigita - In: Journal of empirical finance 38 (2016), pp. 417-428

Persistent link: https://www.econbiz.de/10011664786

Euro crash risk

Kräussl, Roman; Lehnert, Thorsten; Senulyte, Sigita - 2015

Persistent link: https://www.econbiz.de/10011565416

Environmental engagement and stock price crash risk : evidence from the European banking industry

Fiordelisi, Franco; Ricci, Ornella; Santilli, Gianluca - In: International review of financial analysis 88 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014462399

Executive Remuneration in Crisis : A Critical Assessment of Reforms in Europe

Ferrarini, Guido; Moloney, Niamh; Ungureanu, Maria Cristina - 2010

This article considers the regulation “on the books” of executive pay across the EU and the evidence “in action” on corporate practice concerning executive pay (based on disclosures by FTSE Eurofirst 300 companies) in relation to the best practice recommendations set out in two key...

Persistent link: https://www.econbiz.de/10014189210