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Les 'Bulles' sur les Actions Françaises, 1719-2009 (Bubbles on the French Stock Market, 1719-2009)
Le Bris, David - 2012
2009, stock bubbles exhibit different patterns according to the magnitude of the rise, but mainly of the fall, since prices … coordinated manner. Austrian theory offers an explanation of bubbles based on disruption of interest rates. This theory is tested …
Persistent link: https://www.econbiz.de/10013098921
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Time to Buy or Just Buying Time? Lessons from October 2008 for the Cross-Border Bailout of Banks
King, Michael R. - 2019
This paper studies the country-level reaction of bank credit default swap (“CDS”) spreads and stock prices to bailout announcements in the US and five European countries in October 2008. Bailouts announcements are associated with bank CDS spreads narrowing, both for domestic and foreign...
Persistent link: https://www.econbiz.de/10012890725
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Floating a "lifeboat" : the Banque de France and the crisis of 1889
White, Eugene N.; Hautcoeur, Pierre-Cyrille; Riva, Angelo - 2014
When faced with a run on a "systemically important" but insolvent bank in 1889, the Banque de France pre-emptively organized a lifeboat to ensure that depositors were protected and an orderly liquidation could proceed. To protect the Banque from losses on its lifeboat loan, a guarantee syndicate...
Persistent link: https://www.econbiz.de/10010361484
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La Volatilité Des Actions Françaises Sur Le Long Terme (The Stock Market Volatility in France for the Long Run)
Le Bris, David - 2012
La volatilité des actions françaises montre une forte instabilité depuis 150 ans. Très faible avant la Première Guerre mondiale, elle augmente de façon continue durant l'entre-deux-guerres. Malgré la paix et la stabilité économique, la volatilité n'a jamais retrouvé ses niveaux...
Persistent link: https://www.econbiz.de/10013100175
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Stock Returns and Investor Sentiment : An Empirical Study of the French Stock Market
Baghad, Halima - 2020
Using computational linguistic techniques, we build an investor sentiment indicator extracted from the content of the electronic French press specialized in Financial and economic news for companies of the CAC40 index. We test the relationship between this indicator and abnormal returns...
Persistent link: https://www.econbiz.de/10012829947
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Les Krachs Boursiers En France Depuis 1854 (The Stock Market Crashes in France Since 1854)
Le Bris, David - 2012
Les krachs boursiers sont décisifs car ils représentent une part importante de la valeur finale d'un indice boursier. Mais, une variation d'un pourcentage identique n'a pas le même impact dans un environnement financier préalablement stable ou hautement volatile. Pour appréhender les krachs...
Persistent link: https://www.econbiz.de/10013100170
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New evidence on the first financial bubble
Frehen, Rik G. P.; Goetzmann, William N.; Rouwenhorst, … - 2009
Persistent link: https://www.econbiz.de/10003885822
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New Evidence on the First Financial Bubble
Frehen, Rik - 2015
these linked bubbles primarily focus on the irrationality of investor speculation and the corresponding stock price behavior … examine a broad cross‐section of security price data to evaluate the causes of the bubbles. Using newly collected stock prices … in 1720. Our findings are consistent with the hypothesis that financial bubbles require a plausible story to justify …
Persistent link: https://www.econbiz.de/10013039339
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The Great mirror of folly : finance, culture, and the crash of 1720
Goetzmann, William N. (ed.); Shiller, Robert J. (contributor) - 2013
Persistent link: https://www.econbiz.de/10010220900
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New Evidence on the First Financial Bubble
Frehen, Rik G.P. - 2009
these linked bubbles primarily focus on the irrationality of investor speculation and the corresponding stock price behavior … examine a broad cross-section of security price data to evaluate the causes of the bubbles. Using newly collected stock prices … in 1720. Our findings are consistent with the hypothesis that financial bubbles require a plausible story to justify …
Persistent link: https://www.econbiz.de/10012463318