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Currency Hedging Strategies, Strategic Benchmarks and the Global and Euro Sovereign Financial Crises
Caporin, Massimiliano - 2013
This paper investigates dynamic currency hedging benefits, with a further focus on the impact of currency hedging before and during the recent financial crises originated from the subprime and the Euro sovereign bonds. We take the point of view of a Euro-based institutional investor who...
Persistent link: https://www.econbiz.de/10013074792
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Are gold and bitcoin a safe haven for European indices?
Fabris, Nikola; Ješić, Milutin - In: Journal of central banking theory and practice 12 (2023) 1, pp. 27-44
. Although for many years it was considered that gold has the role of a safe haven, an increasing number of recent works … haven. Therefore, the paper examines whether gold and bitcoin, the latter as the best representative of cryptocurrencies …, can play the role of safe haven in relation to European indices. In the paper, this hypothesis was confirmed for gold and …
Persistent link: https://www.econbiz.de/10014312306
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Policy uncertainty and international financial markets : the case of Brexit
Belke, Ansgar; Dubova, Irina; Osowski, Thomas - 2016
This study assesses the impact of Brexit uncertainty on the UK and also on international financial markets, for the first and the second statistical moments. As financial markets are highly linked in general and several countries apart from the UK might be negatively affected, one may expect...
Persistent link: https://www.econbiz.de/10011582007
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Energy Contagion in the COVID-19 Crisis
Heinlein, Reinhold - 2020
We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher correlations between oil and stock markets returns during...
Persistent link: https://www.econbiz.de/10012831660
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Policy uncertainty and international financial markets : the case of Brexit
Belke, Ansgar; Dubova, Irina; Osowski, Thomas - 2016
This study assesses the impact of the uncertainty caused by Brexit, on both the UK and international financial markets, for the first and second statistical moments (i.e. on changes and the standard deviations of the respective variables.) As financial markets are by nature highly interlinked,...
Persistent link: https://www.econbiz.de/10011570794
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A Tale of Two Eurozones : Banks' Funding, Sovereign Risk & Unconventional Monetary Policies
Fulli-Lemaire, Nicolas - 2014
The admission by the Greek government on October 18, 2009, of large-scale accounting fraud in its national accounts sparked an unprecedented sovereign debt crisis that rapidly spread to the Euro-Zone's weakest member states. As the crisis increasingly drove a wedge between a seemingly resilient...
Persistent link: https://www.econbiz.de/10013063273
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Monetary policy after the crisis : a joint publication with the National Bank of Poland
Gnan, Ernest (ed.); Kokoszcynski, Ryszard (ed.);  … - Conference Monetary Policy after the Crisis <2011, Warschau>; … - 2011
On 4 March 2011, SUERF – The European Money and Finance Forum and the National Bank of Poland jointly organised a conference on the theme of: "Monetary Policy after the Crisis". Following a call for papers with a large number of submissions, the scientific committee selected 9 papers, which...
Persistent link: https://www.econbiz.de/10011710723
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Measuring connectedness of euro area sovereign risk
Buse, Rebekka; Schienle, Melanie - 2019
We introduce a method for measuring default risk connectedness of euro zone sovereign states using credit default swap (CDS) and bond data. The connectedness measure is based on an out-of-sample variance decomposition of model forecast errors. Due to its predictive nature, it can respond more...
Persistent link: https://www.econbiz.de/10011958223
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The interdependence of gold, US dollar and stock market in the context of COVID-19 pandemic : an insight into analysis in Asia and Europe
Oanh Kim Thi Tran; Ha Nguyen - In: Cogent economics & finance 10 (2022) 1, pp. 1-18
, gold price and USD exchange rate in the context of the COVID-19 pandemic in 55 Asian and 32 European countries from 11 … causality between stock market and gold price. In addition, there is a unidirectional relationship between the stock market and … the USD exchange rate, while the gold price and the USD exchange rate are completely independent of each other. Meanwhile …
Persistent link: https://www.econbiz.de/10014500215
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A new world post COVID-19 : lessons for business, the finance industry and policy makers
Billio, Monica (ed.); Varotto, Simone (ed.) - 2020 - 1st edition
Persistent link: https://www.econbiz.de/10012307709