Narrow search
Showing 1 - 10 of 4,689
Cover Image
Contagion and spillovers : new insights from the crisis : a joint publication with the Austrian Society for Bank Research
Backé, Peter (ed.); Gnan, Ernest (ed.);  … - Contagion and Spillovers – New Insights from the …; … - 2010
year's subject of "Contagion and Spillovers – New Insights from the Crisis" turned out to be particularly topical, as first …
Persistent link: https://www.econbiz.de/10011706561
Cover Image
Exploring bitcoin dynamics against the backdrop of COVID-19 : an investigation of major global events
Guo, Xiaochun - In: Financial innovation : FIN 10 (2024), pp. 1-25
research not only analyzes the contagion efects of COVID-19 but also considers aftermath events beyond the frst pandemic wave … a few high-contagion periods related to Bitcoin. The paper also found that Bitcoin is more likely to produce extreme … returns and is more connected to other markets. Contagion efects "from" and"to" other markets are asymmetrical in terms of …
Persistent link: https://www.econbiz.de/10014536038
Cover Image
Interactions between financial markets and macroeconomic variables in EU : a nonlinear modeling approach
Albu, Lucian-Liviu; Lupu, Radu; Călin, Adrian Cantemir - 2015
more protected against crisis when compared to those inside the euro zone. Therefore, the so-called contagion effect is …
Persistent link: https://www.econbiz.de/10011480254
Cover Image
Monetary policy after the crisis : a joint publication with the National Bank of Poland
Gnan, Ernest (ed.); Kokoszcynski, Ryszard (ed.);  … - Conference Monetary Policy after the Crisis <2011, Warschau>; … - 2011
On 4 March 2011, SUERF – The European Money and Finance Forum and the National Bank of Poland jointly organised a conference on the theme of: "Monetary Policy after the Crisis". Following a call for papers with a large number of submissions, the scientific committee selected 9 papers, which...
Persistent link: https://www.econbiz.de/10011710723
Cover Image
Volatility Transmission and Correlation Analysis between the US and Asia : The Impact of the Global Financial Crisis
Valls, Natalia - 2011
in the sample. To carry out the analysis, we use a multivariate asymmetric GARCH model. Results show that there exists …
Persistent link: https://www.econbiz.de/10013131471
Cover Image
Vulnerabilities of Emerging and Developing Economies to Global Financial and Economic Crises
Berndt, Markus - 2009
This paper proposes and applies an analytical framework to assess vulnerabilities of emerging and developing economies to the global financial and economic crisis. The analytical framework identifies six different channels of vulnerability to the global financial and economic crisis and...
Persistent link: https://www.econbiz.de/10013157487
Cover Image
Global Financial Crisis, COVID-19, Lockdown, and Herd Behavior in the US ESG Leader Stocks
Rubbaniy, Ghulame; Ali, Shoaib; Siriopoulos, Costas; … - 2021
Using data of the constituents of the MSCI USA ESG leader index, this study investigates the herding behavior in the US ESG stocks over the period from January 03, 2007 to September 30, 2020. Our results reveal a significant herding behavior in the US ESG leader stocks. Our findings also show...
Persistent link: https://www.econbiz.de/10013222725
Cover Image
Do Liquidity Limits Amplify Money Market Fund Redemptions During the COVID Crisis?
Dunne, Peter G.; Giuliana, Raffaele - 2021
Regulation of Money Market Funds (MMFs) in the EU requires some categories of MMFs to consider applying liquidity management tools if they breach a minimum ‘weekly’ liquidity requirement. Anticipation of the application of such tools is a plausible amplifier of run risks. Using a larger...
Persistent link: https://www.econbiz.de/10013210595
Cover Image
The Transmission of Foreign Financial Crises to South Africa : A Firm-Level Study
Boshoff, Willem H. - 2010
The process of financial integration has increased the exposure of South African financial markets to foreign financial crises. This paper contributes to the understanding of crisis transmission by evaluating several hypotheses that claim to explain how financial crises are transmitted to South...
Persistent link: https://www.econbiz.de/10013146396
Cover Image
A Tale of Two Eurozones : Banks' Funding, Sovereign Risk & Unconventional Monetary Policies
Fulli-Lemaire, Nicolas - 2014
The admission by the Greek government on October 18, 2009, of large-scale accounting fraud in its national accounts sparked an unprecedented sovereign debt crisis that rapidly spread to the Euro-Zone's weakest member states. As the crisis increasingly drove a wedge between a seemingly resilient...
Persistent link: https://www.econbiz.de/10013063273