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ECONIS (ZBW)
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1
The spillover effects of the sub-prime
mortgage
crisis and optimum asset allocation in the BRICV stock markets
Chiang, Shu-mei
;
Chen, Hsin-fu
;
Lin, Chi-tai
- In:
Global finance journal
24
(
2013
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10009750408
Saved in:
2
The Linkages, Persistence, Asymmetry in the Volatility and the Effect of the Us Subprime
Mortgage
Financial Crisis, on the Spot and the Futures Rate's Returns in the Indian Stock M...
Paul, Muthucattu
-
2014
This paper examines the effects of persistence, asymmetry, and the US Sub-prime
Mortgage
crisis on the volatility of … dummy variable for the US Sub-prime
mortgage
financial crisis to know the effect on the volatility of the stock returns in …
Persistent link: https://www.econbiz.de/10013047097
Saved in:
3
A stylized model of home buyers' and bankers' behaviours during the 2007-2009 US subprime
mortgage
crisis : a predatory perspective
Mesly, Olivier
;
Racicot, François-Éric
- In:
Applied economics
49
(
2017
)
9
,
pp. 915-928
Persistent link: https://www.econbiz.de/10011811075
Saved in:
4
Speculative funding and its impact on subprime
mortgage
product pricing
Mukuddem-Petersen, Janine
;
Petersen, Mark A.
;
Bosch, T.
; …
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1397-1408
Persistent link: https://www.econbiz.de/10009356144
Saved in:
5
Stock returns and asymmetric volatility spillover dynamics between Asian emerging markets
Habiba, Umme
;
Shen, Peilong
;
Hamid, Kashif
;
Shahzad, Farrukh
- In:
Global business review
22
(
2021
)
5
,
pp. 1131-1145
Persistent link: https://www.econbiz.de/10012660316
Saved in:
6
Interrelation between credit and equity markets pre- and amid the financial crisis of 2008
Trutwein, Patrick Alfred
-
2010
Persistent link: https://www.econbiz.de/10008991731
Saved in:
7
Investor sentiment and stock prices in the subprime
mortgage
crisis
Wolff, Alexander F.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1301-1309
Persistent link: https://www.econbiz.de/10010259458
Saved in:
8
The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime
mortgage
financial crisis on the spot and the futures...
Paul, Muthucattu Thomas
;
Kimata, James D.
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
Saved in:
9
Assessment of stock market contagion during the subprime
mortgage
crisis using GARCH-in-VAR model
Kim, Jaehong
;
Seo, Byeongseon
- In:
Journal of economic research
24
(
2019
)
2
,
pp. 129-155
Persistent link: https://www.econbiz.de/10012127261
Saved in:
10
Shaky foundations : policy lessons from America's historic housing crash
Costa, Pedro Nicolaci da
-
2008
Persistent link: https://www.econbiz.de/10003808871
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