Showing 1 - 10 of 4,643
Persistent link: https://www.econbiz.de/10009550979
Persistent link: https://www.econbiz.de/10010483946
Focusing on five major emerging markets (EM), I investigate the interactions between credit default swap (CDS) premiums, foreign exchange (FX) parities, local currency government bond (LCB) spreads, and national stock market indices over the period 4/2/2007 to 8/27/2009. Empirical analysis...
Persistent link: https://www.econbiz.de/10013128666
Persistent link: https://www.econbiz.de/10009634430
We examine the linkages between market and funding liquidity pressures, as well as their interaction with solvency issues surrounding key financial institutions during the 2007 subprime crisis. A multivariate GARCH model is estimated in order to test for the transmission of liquidity shocks...
Persistent link: https://www.econbiz.de/10014409053
Persistent link: https://www.econbiz.de/10003942327
Persistent link: https://www.econbiz.de/10014544028
Persistent link: https://www.econbiz.de/10003857385
Persistent link: https://www.econbiz.de/10003803506
The investment fueled U.S. mortgage market has traditionally been sustained by New Deal institutions called government … sponsored enterprises (GSEs). Known as Freddie Mac and Fannie Mae, the GSEs once dominated mortgage backed securities … underwriting. The recent subprime mortgage crisis has drawn attention to the fact that during the real estate boom, these agencies …
Persistent link: https://www.econbiz.de/10013156899