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International banking and cross-border effects of regulation : lessons from the United States
Berróspide, José M.; Correa, Ricardo; Goldberg, Linda S. - 2016
Domestic prudential regulation can have unintended effects across borders and may be less effective in an environment where banks operate globally. Using U.S. micro-banking data for the first quarter of 2000 through the third quarter of 2013, this study shows that some regulatory changes indeed...
Persistent link: https://www.econbiz.de/10011547676
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International banking and cross-border effects of regulation : lessons from the United States
Berróspide, José M.; Correa, Ricardo; Goldberg, Linda S. - 2016
Domestic prudential regulation can have unintended effects across borders and may be less effective in an environment where banks operate globally. Using U.S. micro-banking data for the first quarter of 2000 through the third quarter of 2013, this study shows that some regulatory changes indeed...
Persistent link: https://www.econbiz.de/10011563197
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The COVID-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Poza, Carlos - 2021
prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results … differ depending on the maturity date and the specification of the error term. In general, bond yields appear to be more …
Persistent link: https://www.econbiz.de/10013235116
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The Covid-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2021
prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results … differ depending on the maturity date and the specification of the error term. In general, bond yields appear to be more …
Persistent link: https://www.econbiz.de/10012494826
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The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2021
daily S&P500, the US Treasury Bond Index (USTB), the S&P Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World …. The mortality rate, surprisingly, seems to have affected stock and bond prices positively with autocorrelated errors. As …
Persistent link: https://www.econbiz.de/10012584220
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What drives US stock markets during the COVID-19 pandemic? : a global sensitivity analysis
Ahmed, Walid M. A. - In: Borsa Istanbul Review 22 (2022) 5, pp. 939-960
This paper identifies robust determinants of US stock price movements in the economic shadow of the COVID-19 crisis and in the presence of model uncertainty, using several influential factors highlighted in relevant research. Our investigation performs an extreme bounds analysis (EBA), a global...
Persistent link: https://www.econbiz.de/10013426711
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Volatility Transmission and Correlation Analysis between the US and Asia : The Impact of the Global Financial Crisis
Valls, Natalia - 2011
This paper examines volatility transmission and conditional correlations behaviour between the US and the Asian stock markets considering the effect of the Global Financial crisis. One Asian mature market and ten emerging markets are included in the sample. To carry out the analysis, we use a...
Persistent link: https://www.econbiz.de/10013131471
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Did Congress trade ahead? Considering the reaction of US industries to COVID-19
Goodell, John W. - 2020
During the ongoing COVID-19 pandemic in the US, there has been considerable media attention regarding several US legislators who traded stocks in late January through February 2020. The concern is that these legislators traded in anticipation of COVID-19 having a major impact on the financial...
Persistent link: https://www.econbiz.de/10012833226
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The Impact of US Monetary Policy on Managed Exchange Rates
Roevekamp, Ingmar - 2019
I study the impact of US monetary policy on managed exchange rates by analyzing the pricing of American Depositary Receipts (ADRs) around FOMC meetings. The significant negative impact of US monetary surprises on abnormal ADR returns for currencies that are managed reflects changes in these...
Persistent link: https://www.econbiz.de/10012898803
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The effects of the Covid-19 pandemic on stock markets, CDS and economic activity : time-varying evidence from the US and Europe
Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - 2021
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the five European countries (the UK, Germany, France, Italy, and Spain) which have been most affected. The sample period covers the dates from the first confirmed COVID-19 cases in...
Persistent link: https://www.econbiz.de/10012625628