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Linear and nonlinear interest rate exposure in Spain
Ferrer, Román; González, Cristóbal; Soto, Gloria M. - In: Managerial Finance 36 (2010) May, pp. 431-451
Purpose – This paper aims to carry out a comprehensive analysis of the influence of interest rate risk on Spanish firms at the industry level. Design/methodology/approach – The methodology employed has its origin in the two-index linear regression model proposed by Stone. This traditional...
Persistent link: https://www.econbiz.de/10009275403
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Linear and nonlinear interest rate exposure in Spain
Ferrer, Román; González, Cristóbal; Soto, Gloria M. - In: Managerial Finance 36 (2010) 5, pp. 431-451
Purpose – This paper aims to carry out a comprehensive analysis of the influence of interest rate risk on Spanish firms at the industry level. Design/methodology/approach – The methodology employed has its origin in the two‐index linear regression model proposed by Stone. This traditional...
Persistent link: https://www.econbiz.de/10014940109
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Transmission of Financial Stress in Europe: The Pivotal Role of Italy and Spain, but not Greece
González-Hermosillo, Brenda; Johnson, Christian A - International Monetary Fund (IMF) - 2014
Germany, Greece, Ireland, Italy, Spain and Portugal. The stability of Germany is a close proxy for the resilience of the euro …
Persistent link: https://www.econbiz.de/10011142190
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Are PIIGS stock markets efficient?
Kumar, Dilip - In: Studies in economics and finance 30 (2013) 3, pp. 209-225
Persistent link: https://www.econbiz.de/10009772963
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Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip; Maheswaran, S. - In: Review of accounting & finance 12 (2013) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10010126725
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An investigation of cointegration and casualty relationships between the PIIGS' stock markets
Christopoulos, Apostolos G.; Papathanasiou, Spyros; … - In: European research studies 17 (2014) 2, pp. 109-123
Persistent link: https://www.econbiz.de/10012001625
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Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip; Maheswaran, S. - In: Review of Accounting and Finance 12 (2013) February, pp. 23-43
the stock indices of the PIIGS economies (Portugal, Ireland, Italy, Greece and Spain). Design/methodology/approach – The …
Persistent link: https://www.econbiz.de/10010814981
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Are PIIGS stock markets efficient?
Kumar, Dilip - In: Studies in Economics and Finance 30 (2013) June, pp. 209-225
martingale hypothesis in the stock prices of the Portugal, Ireland, Italy, Greece and Spain (PIIGS economies) markets. This paper … in support of the weak-form efficiency of Italy and Spain. But Portugal, Ireland and Greece exhibit signs of long memory …
Persistent link: https://www.econbiz.de/10010691559
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Are PIIGS stock markets efficient?
Kumar, Dilip - In: Studies in Economics and Finance 30 (2013) June, pp. 209-225
martingale hypothesis in the stock prices of the Portugal, Ireland, Italy, Greece and Spain (PIIGS economies) markets. This paper … in support of the weak-form efficiency of Italy and Spain. But Portugal, Ireland and Greece exhibit signs of long memory …
Persistent link: https://www.econbiz.de/10010711291
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Return and volatility spillover among the PIIGS economies and India
Kumar, Dilip; Maheswaran, Srinivasan - In: American Journal of Finance and Accounting 4 (2015) 1, pp. 28-49
This paper examines the linkages among the stock markets of Portugal, Ireland, Italy, Greece, Spain and India using the … Greece to India from both the bivariate and multivariate models. Greece acts as a major source of information influencing the …
Persistent link: https://www.econbiz.de/10011207762