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Sovereign credit risk co-movements in the eurozone : simple interdependence or contagion? ; conference paper
Buchholz, Manuel; Tonzer, Lena - 2014
Since the onset of the eurozone sovereign debt crisis, credit risk spreads in Europe have diverged. Despite this divergence, credit risk comoves strongly within certain country groups such as the eurozone periphery. We seek to answer what the determinants of the observed pattern of credit risk...
Persistent link: https://www.econbiz.de/10010486057
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European equity market contagion : an empirical application to Ireland's sovereign debt crisis
Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34
This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...
Persistent link: https://www.econbiz.de/10011471074
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Die internationale Finanzkrise : Ursachen, Treiber, Veränderungsbedarf und Reformansätze
Rudolph, Bernd - 2009
Finanzkrise vorgeschlagen oder bereits politisch umgesetzt worden sind. …
Persistent link: https://www.econbiz.de/10003922564
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Global Financial Crisis : a Minskyan interpretation of the causes, the Fed's bailout, and the future
Wray, L. Randall - 2012
moves on to an examination of the US government's bailout of the global financial system. While other governments played a … role, the US Treasury and the Federal Reserve assumed much of the responsibility for the bailout. A detailed examination of … the biggest financial institutions. The paper closes with an assessment of the problems the bailout itself poses for the …
Persistent link: https://www.econbiz.de/10009515445
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Global Financial Crisis : A Minskyan Interpretation of the Causes, the Fed’s Bailout, and the Future
Wray, L. Randall - 2012
moves on to an examination of the US government's bailout of the global financial system. While other governments played a … role, the US Treasury and the Federal Reserve assumed much of the responsibility for the bailout. A detailed examination of … the biggest financial institutions. The paper closes with an assessment of the problems the bailout itself poses for the …
Persistent link: https://www.econbiz.de/10013108272
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Die internationale Finanzkrise: Ursachen, Treiber, Veränderungsbedarf und Reformansätze
Rudolph, Bernd - 2009
Finanzkrise vorgeschlagen oder bereits politisch umgesetzt worden sind. …
Persistent link: https://www.econbiz.de/10010427768
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How Did the Financial Crisis Affect the Daily Stock Returns?
Chaudhury, Mo - 2019
In this paper, we investigate the effect of the recent financial crisis on the behavior of stock prices using the daily returns of thirty one major US stocks and the S&P 500 over the 2007/08 period. Unconditional mean daily returns fell to negative levels, unconditional volatility surged more...
Persistent link: https://www.econbiz.de/10012905913
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How Did the Financial Crisis Affect the Daily Stock Returns?
Chaudhury, Mo - 2016
In this paper, we investigate the effect of the recent financial crisis on the behavior of stock prices using the daily returns of thirty one major US stocks and the S&P 500 over the 2007/08 period. Unconditional mean daily returns fell to negative levels, unconditional volatility surged more...
Persistent link: https://www.econbiz.de/10013006736
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Responding to the global financial and economic crisis : meeting the challenges in Asia
Arner, Douglas W.; Schou-Zibell, Lotte - 2010
Based on a review of international and regional responses to the global financial and economic crisis and its implications for finance in Asia, Douglas Arner and Lotte Schou-Zibell draw lessons for Asian financial systems with regard to the scope of regulation; financial standards; supervision,...
Persistent link: https://www.econbiz.de/10011283429