Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10011796716
Persistent link: https://www.econbiz.de/10009767994
Persistent link: https://www.econbiz.de/10011772203
This paper studies the impact of credit rating agency (CRA) announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA downgrade...
Persistent link: https://www.econbiz.de/10010206145
Persistent link: https://www.econbiz.de/10010210782
Persistent link: https://www.econbiz.de/10012231419
Persistent link: https://www.econbiz.de/10011704126
This paper analyzes the causal relationship between institutional diversity in domestic banking sectors and bank stability. We use a large bank- and country-level unbalanced panel data set covering the EU member states' banking sectors between 1998 and 2014. Constructing two distinct indicators...
Persistent link: https://www.econbiz.de/10012215264
There is mixed evidence for the impact of international capital flows on financial sector's stability. This paper investigates the relationship between components of gross capital flows and various financial stability indicators for 16 emerging and newly industrialized economies. Departing from...
Persistent link: https://www.econbiz.de/10011736722
This paper studies the impact of credit rating agency (CRA) announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA downgrade...
Persistent link: https://www.econbiz.de/10013073134