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The dynamics of business investment following banking crises and normal recessions

Jannsen, Nils - 2015

I empirically analyze the dynamics of business investment following normal recessions (declines in business investment that are not associated with banking crises) and banking crises. Using a panel of 16 advanced economies, I find evidence for significant non-linear trend reversion or...

Persistent link: https://www.econbiz.de/10010518645

The asymmetric house price dynamics : evidence from the California market

Li, Yuming - In: Regional science & urban economics 52 (2015), pp. 1-12

Persistent link: https://www.econbiz.de/10011478975

Basel III in reality

Fratianni, Michele; Pattison, John - In: Journal of economic integration 30 (2015) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011406909

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

Portfolio balance approach to asymmetries, structural breaks and financial crisis : testing a model for Nigeria

Adekoya, Oluwasegun B. - In: CBN journal of applied statistics 11 (2020) 1, pp. 87-110

asymmetries and structural breaks. It further examines the impact of the 2008 global financial crisis on the PBT to determine its … stability after the crisis. The full sample results show that the PBT holds for Nigeria and asymmetries and structural breaks …. The role of asymmetries shouldnot also be jettisoned in predicting exchange rate with stock prices to obtain accurate …

Persistent link: https://www.econbiz.de/10012297508

Realized correlation analysis of contagion

Vortelinos, Dimitrios I. - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 138-148

Persistent link: https://www.econbiz.de/10011627396

Banks, regions and development after the crisis and under the new regulatory system

Alessandrini, Pietro; Fratianni, Michele; Papi, Luca; … - In: Credit and capital markets : Kredit und Kapital 49 (2016) 4, pp. 535-561

Persistent link: https://www.econbiz.de/10011701098

Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix

Guinea, Laurentiu; Pérez, Rafaela; Ruíz, Jesús - 2023

Persistent link: https://www.econbiz.de/10014252774

On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods

Apostolakis, George N.; Floros, Christos; Giannellis, … - In: International review of economics & finance : IREF 82 (2022), pp. 156-176

Persistent link: https://www.econbiz.de/10013542907

Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix

Guinea, Laurentiu; Pérez, Rafaela; Ruíz, Jesús - In: Finance research letters 61 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014490773