Narrow search
Showing 1 - 10 of 31,689
Cover Image
Financial contagion during Lehman default and sovereign debt crisis : an empirical analysis on Euro area bond and equity markets
Gentile, Monica; Giordano, Luca - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 197-224
Persistent link: https://www.econbiz.de/10011949603
Cover Image
Financial Contagion During Lehman Default and Sovereign Debt Crisis : An Empirical Analysis on Euro Area Bond and Equity Markets
Gentile, Monica - 2012
The recent Euro area crisis, which has originally been driven mainly by macroeconomic factors, has had a strong impact also on financial markets leading internationally to what is referred as contagion, that is co-movements among asset prices which have been excessive respect to fundamentals....
Persistent link: https://www.econbiz.de/10013096061
Cover Image
Financial market linkages and the sovereign debt crisis
Campos-Martins, Susana; Amado, Cristina - 2021
Persistent link: https://www.econbiz.de/10012696986
Cover Image
Financial crises and the dynamic linkages between stock and bond returns
Eraslan, Sercan; Ali, Faek Menla - 2017
framework is a bivariate volatility model, where volatility spillovers of either positive or negative sign are allowed for. Our … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other … results show that by considering time-varying return and volatility spillovers when calculating the risk-minimising portfolio …
Persistent link: https://www.econbiz.de/10011663407
Cover Image
Self-fulfilling debt crises, fiscal policy and investment
Galli, Carlo - In: Journal of international economics 131 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013167893
Cover Image
Self-fulfilling debt crises, revisited
Aguiar, Mark; Chatterjee, Satyajit; Cole, Harold L.; … - 2020
Persistent link: https://www.econbiz.de/10012183905
Cover Image
Self-fulfilling debt crises, revisited
Aguiar, Mark; Chatterjee, Satyajit; Cole, Harold L.; … - 2020
default probabilities by a factor of five and the spread volatility by a factor of twenty-five …
Persistent link: https://www.econbiz.de/10012198545
Cover Image
Self-Fulfilling Debt Crises
Kehoe, Timothy J.; Cole, Harold L. - 2000
We characterize the values of government debt and the debt's maturity structure under which financial crises brought on by a loss of confidence in the government can arise within a dynamic, stochastic general equilibrium model. We also characterize the optimal policy response of the government...
Persistent link: https://www.econbiz.de/10014152189
Cover Image
Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this dissertation, I analyze determinants of conditional correlations. Specifically, I propose the generalized DCCX model that facilitates the analysis of the effects of exogenous...
Persistent link: https://www.econbiz.de/10009698136
Cover Image
Sovereign debt markets in turbulent times : creditor discrimination and crowding-out effects
Broner, Fernando; Erce, Aitor; Martin, Alberto; … - 2013
Persistent link: https://www.econbiz.de/10010225053