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Stock market liquidity and macro-liquidity shocks : evidence from the 2007 - 2009 financial crisis
Florackis, Chris; Kontonikas, Alexandros; Kostakis, … - 2013
Persistent link: https://www.econbiz.de/10010235532
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Reactions of stock market to monetary policy shocks during the global financial crisis : the Nigerian case
Aliyu, Shehu U. R. - In: CBN journal of applied statistics 3 (2012) 1, pp. 17-41
This paper seeks to assess the reactions of Nigeria’s stock market to monetary policy innovations during the period of global financial crisis on the basis of monthly data over the period January, 2007 to August, 2011. In particular, stock market return was regressed against major monetary...
Persistent link: https://www.econbiz.de/10011477172
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Stock market liquidity and macro-liquidity shocks : evidence from the 2007 - 2009 financial crisis
Florackis, Chris; Kontonikas, Alexandros; Kostakis, … - In: Journal of international money and finance 44 (2014), pp. 97-117
Persistent link: https://www.econbiz.de/10010391078
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Stock Market Liquidity and Macro-Liquidity Shocks : Evidence from the 2007-2009 Financial Crisis
Florackis, Chris - 2014
We develop an empirical framework that links micro-liquidity, macro-liquidity and stock prices. We provide evidence of a strong link between macro-liquidity shocks and the returns of UK stock portfolios constructed on the basis of micro-liquidity measures between 1999-2012. Specifically,...
Persistent link: https://www.econbiz.de/10013067362
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Financial and nonfinancial global stock market volatility shocks
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - In: Economic modelling 96 (2021), pp. 128-134
Persistent link: https://www.econbiz.de/10012745343
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An empirical validation of financial contagion by a multivariate VAR model
Boutabba, Islem - In: International journal of business and economics 18 (2019) 2, pp. 221-244
Persistent link: https://www.econbiz.de/10012138318
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Do foreign investors insulate firms from local shocks? : evidence from the response of investable firms to monetary policy
Francis, Bill B.; Hunter, Delroy M.; Kelly, Patrick - In: Journal of empirical finance 58 (2020), pp. 386-411
Persistent link: https://www.econbiz.de/10012430712
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How is the ECB's quantitative easing transmitted to the financial markets?
Aloui, Donia; Ben Maatoug, Abderrazek - In: Studies in economics and finance 41 (2024) 2, pp. 268-285
Persistent link: https://www.econbiz.de/10015049545
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A web of shocks: crises across Asian real estate markets
Bond, Shaun A.; Dungey, Mardi H.; Fry, Renée - In: The journal of real estate finance and economics 32 (2006) 3, pp. 253-274
Persistent link: https://www.econbiz.de/10003308629
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Evidence of global financial shocks transmission : changing nature of stock markets integration during the 2007/2008 financial crisis
Kassim, Salina - In: Journal of economic cooperation & development 33 (2012) 4, pp. 117-138
Persistent link: https://www.econbiz.de/10009758121