Similar Search Results

Does banks size distort market prices? : evidence for too-big-to-fail in the CDS market

Völz, Manja; Wedow, Michael - 2009

This paper examines the potential distortion of prices in the CDS market caused by too-big-to-fail. Overall, we find evidence for market discipline in the CDS market. However, CDS prices are distorted due to a size effect which arises when investors expect a public bail-out as a result of...

Persistent link: https://www.econbiz.de/10003846898

Financial crash, commodity prices, and global imbalances

Caballero, Ricardo J.; Farhi, Emmanuel; Gourinchas, … - In: Brookings papers on economic activity : BPEA (2008) 2, pp. 1-68

Persistent link: https://www.econbiz.de/10003848236

Oil prices, SUVs, and Iraq : an investigation of automobile manufacturer oil price sensitivity

Cameron, Ken; Schnusenberg, Oliver - In: Energy economics 31 (2009) 3, pp. 375-381

Persistent link: https://www.econbiz.de/10003851643

Profitability of technical stock trading : has it moved from daily to intraday data?

Schulmeister, Stephan - 2008

Persistent link: https://www.econbiz.de/10003852165

Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis

Beirne, John; Caporale, Guglielmo Maria; … - 2009

Persistent link: https://www.econbiz.de/10003880585

Dynamic linkages between the China and international stock markets

Fan, Kui; Lu, Zu-di; Wang, Shouyang - In: Asia-Pacific financial markets 16 (2009) 3, pp. 211-230

Persistent link: https://www.econbiz.de/10003882804

Overview: cautious optimism on gradual recovery

Gyntelberg, Jacob; Ho, Corrinne; Hördahl, Peter - In: BIS quarterly review : international banking and … (2009), pp. 1-16

Persistent link: https://www.econbiz.de/10003884885

Insider trading laws and stock price informativeness

Fernandes, Nuno; Ferreira, Miguel A. - In: The review of financial studies 22 (2009) 5, pp. 1845-1887

Persistent link: https://www.econbiz.de/10003886030

Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis

Beirne, John; Caporale, Guglielmo Maria; … - 2009

This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...

Persistent link: https://www.econbiz.de/10003887350

Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis

Beirne, John; Caporale, Guglielmo Maria; … - 2009

Persistent link: https://www.econbiz.de/10003891055