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The thesis studies three pivotal episodes in the evolution of what became the Global Financial Crisis of 2008-09. These three events - the collapse of the US housing market, the breakdown of the repo money market, and the banking crash - are indispensable for understanding some of the key...
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The aim of this study is to examine the month and the trading month effect under changing financial trends. We choose the Greek stock market to implement our assumption because there are clear and long term periods of financial growth and recession. Daily financial data from Athens Exchange...
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for Taiwan, comprising a high proportion of world tourist arrivals to Taiwan, are Japan and USA, which are sources of … Taiwan $ and Yen - New Taiwan $ exchange rates, and tourist arrivals from the world, USA and Japan to Taiwan, as well as … theoretical hyperbolic decay rates associated with fractionally integrated (or long memory) time series models, but it can …
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