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Interdependence and Contagion in Global Asset Markets
Beirne, John - 2012
This paper provides an empirical assessment of interdependence and contagion across three asset classes (bonds, stocks, and currencies) for over 60 economies over the period 1998 to 2011. Using a global VAR, we test for changes in the transmission mechanism – both within and cross-market...
Persistent link: https://www.econbiz.de/10013100396
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Consumer Protection Through Soft Law in an Era of Global Financial Crisis
Plato-Shinar, Ruth - 2019
The global financial crisis triggered a vast number of new laws and regulations at international level, including initiatives that can be classified as "soft law". The legitimacy and efficacy of these new norms are subject to intensive academic and political debates. At the same time, soft law...
Persistent link: https://www.econbiz.de/10012903436
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Islamic Financial Markets and Global Crises : Contagion or Decoupling?
Kenourgios, Dimitris - 2016
This paper investigates the contagion effects of the global financial crisis (GFC) and Eurozone sovereign debt crisis (ESDC) on Islamic equity and bond markets. Using a sample of Islamic stock indices from various developed and emerging markets and the global Islamic stock and bond (sukuk)...
Persistent link: https://www.econbiz.de/10012992182
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Brexit and the implications for financial services : edited by Patricia Jackson, introduced by Morten Balling, Ernest Gnan and Patricia Jackson; contributions by Franklin Allen, Jo...
Jackson, Patricia; Balling, Morten; Gnan, Ernest; … - Conference on "Brexit and the Implications for …; … - 2017
On 23rd February 2017, SUERF and EY organized a conference on "Brexit and the Implications for Financial Services" at EY's offices, Churchill Place, Canary Wharf, London. While the outcome of the Brexit negotiations remains highly uncertain, the conference discussed the burning questions for...
Persistent link: https://www.econbiz.de/10011712197
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The relationship between global wealth and happiness : an analytical study of returns and volatility spillovers
Nguyen Khac Quoc Bao; Van Le - In: Borsa Istanbul Review 21 (2021), pp. S80-S89
autoregressive conditional heteroskedasticity framework for global wealth and happiness represented, respectively, by FTSE All-World …This paper explores the relationship between global wealth and happiness. We employ a bivariate generalized … happiness significantly mitigate wealth volatility, and daily wealth returns positively affect the changes in happiness …
Persistent link: https://www.econbiz.de/10012817718
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Globalization, financial crisis and contagion : time-dynamic evidence from financial markets of developing countries
Asongu, Simplice A. - 2011
Financial integration among economies has the benefit of improving allocation efficiency and diversifying risk. However the recent global financial crisis, considered as the worst since the Great Depression has re-ignited the fierce debate about the merits of financial globalization and its...
Persistent link: https://www.econbiz.de/10011410546
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Global crises and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel - 2011
Using the 2007-2009 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries. We use an asset pricing framework with global and local factors to predict crisis returns, defining unexplained increases in factor loadings as...
Persistent link: https://www.econbiz.de/10009380410
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Global Crises and Contagion : Does the Capitalization Size Matter?
Kenourgios, Dimitris - 2019
This paper investigates the spread of the Global Financial Crisis (GFC) and the Eurozone Sovereign Debt Crisis (ESDC) to different market capitalization segments across countries and regions. Specifically, it tests for capitalization-specific contagion across both crises and their phases by...
Persistent link: https://www.econbiz.de/10012863840
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Global Crises and Equity Market Contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2012
Using the 2007-09 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and residual correlations as indicative of...
Persistent link: https://www.econbiz.de/10014178116
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Global Crises and Equity Market Contagion
Bekaert, Geert - 2012
Using the 2007-09 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings as indicative of contagion. We find systematic...
Persistent link: https://www.econbiz.de/10013109074