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Does corruption matter for stock markets? : the role of heterogeneous institutions
Lakshmi, Geeta; Saha, Shrabani; Bhattarai, Keshab - In: Economic modelling 94 (2021), pp. 386-400
Persistent link: https://www.econbiz.de/10012695082
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Wages and enumploymentin la corrupción desde una perspectiva economica
Soto, Raimundo - 2003
Persistent link: https://www.econbiz.de/10001825866
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The effects of corruption on growth, human development and natural resources sector : empirical evidence from a Bayesian panel VAR for Latin American and Nordic countries
Urbina, Dante A.; Rodriguez, Gabriel - In: Journal of economic studies 49 (2022) 2, pp. 346-363
Persistent link: https://www.econbiz.de/10013173404
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MNEs' corporate governance disclosure : a strategic response to corrupt environments
Juliao-Rossi, Jorge; Losada-Otalora, Mauricio; … - In: Corporate governance : international journal of … 23 (2023) 1, pp. 72-108
Persistent link: https://www.econbiz.de/10014234885
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Do investors trade more when stocks have performed well? : evidence from 46 countries
Griffin, John M.; Nardari, Federico; Stulz, René M. - In: The review of financial studies 20 (2007) 3, pp. 905-951
Persistent link: https://www.econbiz.de/10003554656
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Does Corruption Matter? The Impact of Corruption in Share Returns of Listed Industrial Companies in Euro Area
Bellavite Pellegrini, Carlo - 2010
identification of a further control variable affecting stock performances: corruption. The goal of this study is an enquiry about the … connections between European industrial stock returns and a macroeconomic index of corruption in order to assess the impact of … corruption in the performances of listed European industrial companies. This paper is organized as follows: the first paragraph …
Persistent link: https://www.econbiz.de/10013134824
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Global portfolio diversification : implications of the co-movements of Latin America stock markets with the world's other stock markets
Meriç, Gülser; Ratner, Mitchell; Lentz, Christine; … - In: Journal of emerging markets 11 (2006) 3, pp. 32-39
Persistent link: https://www.econbiz.de/10003414438
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Global Financial Crisis and Emerging Stock Market Contagion : A Multivariate FIAPARCH-DCC Approach
Dimitriou, Dimitrios I. - 2013
This paper empirically investigates the contagion effects of the global financial crisis in a multivariate Fractionally Integrated Asymmetric Power ARCH (FIAPARCH) dynamic conditional correlation (DCC) framework during the period 1997-2012. We focus on five most important emerging equity...
Persistent link: https://www.econbiz.de/10013080540
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Crude oil price shocks and stock returns : evidences from Turkish stock market under global liquidity conditions
Aydogan, Berna; Berk, Istemi - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 54-68
Persistent link: https://www.econbiz.de/10011287185
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Volatility spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu; Chaibi, Anissa - In: The journal of applied business research 30 (2014) 2, pp. 509-525
Persistent link: https://www.econbiz.de/10010353528