Narrow search
Showing 1 - 10 of 31,612
Cover Image
Regulierung der EU-Finanzmärkte
Schäfer, Dorothea - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 96 (2016) 8, pp. 563-570
Nach der Finanz-, Wirtschafts- und Verschuldungskrise sind erhebliche Regulierungsanstrengungen unternommen worden, um die Finanzmärkte robust zu machen. Nicht alle sind zielführend. So lässt sich beispielsweise der einheitliche Abwicklungsmechanismus (SRM) und die Abwicklungsrichtlinie...
Persistent link: https://www.econbiz.de/10011521490
Cover Image
The influence of the recent financial crisis on the financial situation of Polish listed companies
Różański, Jerzy; Kopczyński, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 13 (2017) 4, pp. 110-126
The recent financial crisis that began in 2007, also known as the Global Financial Crisis, had a huge influence on the financial situations of enterprises and financial institutions around the world. The situation on world stock markets was also strongly affected by the crisis. As the behavior...
Persistent link: https://www.econbiz.de/10011900024
Cover Image
The development of payment services as an example of disintermediation in the financial system
Alińska, Agnieszka; Czepirska, Izabela - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 2, pp. 60-73
The reasons for disintermediation on in the financial systems can be found on both sides of supply and demand. This progressing phenomenon is a result of numerous changes in the post-crisis financial sector landscape. In this article, the authors analyse the underlying causes of the shift away...
Persistent link: https://www.econbiz.de/10011570492
Cover Image
Information asymmetry, capital structure and equity value of firms listed on the WSE
Gralewska, Milena; Białek-Jaworska, Anna - In: Journal of banking and financial economics 17 (2022) 1, pp. 17-41
The paper investigates the impact of capital structure and information asymmetry on the value of companies listed on the Warsaw Stock Exchange. The study was conducted using the ordinary least squares (OLS) method on a sample of 273 companies in 2017 and the GMM dynamic paneldata approach with...
Persistent link: https://www.econbiz.de/10013348209
Cover Image
Volatility integration in spot, futures and options markets : a regulatory perspective
Rastogi, Shailesh; Athaley, Chaitaly - In: Journal of risk and financial management : JRFM 12 (2019) 2/98, pp. 1-15
The aim of this paper is to study the integration of volatility in the three markets, viz. spot, futures and options … moments (GMM) is used to capture the simultaneous equation modelling of volatility in the three markets. The integration of … the volatility in the three markets is also tested for structural breaks. The main finding of the paper is that the …
Persistent link: https://www.econbiz.de/10012022005
Cover Image
New perspectives on bank risk in Malaysia
Powell, R. J. - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
volatility and is the authors own measure of bank default based on an extension to the Merton distance to default (DD) model) and … a tail risk (TR) measure being the difference between DD and CDD asset volatility. DD is usually applied to corporate …
Persistent link: https://www.econbiz.de/10011881093
Cover Image
Keine erhöhte Volatilität auf Agrarmärkten durch Optionshandel
Prehn, Sören; Glauben, Thomas; Dannemann, Tebbe; … - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 95 (2015) 4, pp. 280-283
dealers. Concerns that soaring options trading could spark incremental volatility of international agricultural commodity … options trading does not have a volatility increasing effect. …
Persistent link: https://www.econbiz.de/10010506316
Cover Image
Modelling stock market prices using the open, high and closes prices : evidence from international financial markets
Enow, Samuel Tabot - In: International journal of business and economic sciences … 15 (2022) 3, pp. 52-59
and low prices which may be an important tool for short term traders and incorporated in volatility estimation, Also, the …
Persistent link: https://www.econbiz.de/10014281279
Cover Image
"Chicago mercantile exchange bitcoin futures : volatility, liquidity and margin"
Luft, Carl F.; Lee, Jin Man; Choi, Jin W. - In: Spoudai : journal of economics and business 69 (2019) 3, pp. 55-74
dimensions: price, volatility and liquidity. By comparing the Garman-Klass volatilities of bitcoin spot and futures prices with … market shows a mid-level liquidity. We also find while the exchange margin is set to meet the normal price volatility that … those of different assets, we find that both the bitcoin spot and futures markets exhibit relatively high volatility …
Persistent link: https://www.econbiz.de/10012172784
Cover Image
Tick size, liquidity for small and large orders, and price informativeness : evidence from the Tick Size Pilot Program
Chung, Kee H.; Lee, Albert J.; Rösch, Dominik - In: Journal of financial economics 136 (2020) 3, pp. 879-899
Persistent link: https://www.econbiz.de/10012545740