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Dynamic Volatility Transfer in the European Oil and Gas Industry

Kotro, Balazs Bence; Huszar, Zsuzsa R. - 2023

The study examines dynamic volatility transmissions among European Energy industry participants along the production lines, using the Diebold and Yilmaz (2012)’s spillover index. We sort the sector participants, based on their production exposure, into Upstream, Midstream, Downstream, and...

Persistent link: https://www.econbiz.de/10014263105

The Importance of Heterogeneity in Dynamic Network Models Applied to European Systemic Risk

Zhang, Xingmin; Opschoor, Anne; Lucas, Andre - 2021

Spatial models have been used increasingly in recent literature to describe financial and economic networks. We show that the typical lack of flexibility of these empirical models to accommodate heterogeneity and dynamic behavior of economic relationships masks important salient features in the...

Persistent link: https://www.econbiz.de/10013314221

Financial Integration in Europe Through the Lens of Composite Indicators

Hoffmann, Peter; Kremer, Manfred; Zaharia, Sonia - 2021

indicators are harmonised by applying the probability integral transform. We find that financial integration in Europe increased …

Persistent link: https://www.econbiz.de/10013315337

Information Shares and Market Quality Before and During the European Sovereign Debt Crisis

Papavassiliou, Vassilios G.; Kinateder, Harald - 2021

We investigate information shares in the price discovery process in the euroarea sovereign bond market across the yield curve, during both calm and crisis periods. We employ a rich high-frequency dataset from the MTS platform. We find that price discovery is enhanced, on average, especially for...

Persistent link: https://www.econbiz.de/10013234964

Financial History of Europe : New Indices

Taylor, Bryan - 2022

New indices for stocks, bonds and bills are generated for both Europe and for individual countries. The indices begin … Netherlands, Russia, Austria, Hungary, Czechoslovakia and Romania. The indices allow researchers to analyze several centuries of …

Persistent link: https://www.econbiz.de/10013492719

Classifying Returns as Extreme : European Stock and Bond Markets

Christiansen, Charlotte - 2014

I consider extreme returns for the stock and bond markets of 14 EU countries using two classification schemes: One, the univariate classification scheme from the previous literature that classifies extreme returns for each market separately. Two, a novel multivariate classification scheme that...

Persistent link: https://www.econbiz.de/10013062344

Determinants of structured finance issuance : a cross-country comparison

Schuetz, Sebastian A. - 2011 - This version: February 2011

banks in each Europe, Germany and USA between 1994-2009. We identified different main reasons for the banks in each region …

Persistent link: https://www.econbiz.de/10008907723

Sovereign Debt Crisis in Europe – Romania’ Vulnerabilities

Ramona, Orãºtean - In: Ovidius University Annals, Economic Sciences Series XI (2011) 1, pp. 1574-1577

Romania is among the countries that are vulnerable to the sovereign debt crisis in Europe. As a result of the global … reduction, while debt level continues to rise. This paper analyzes Romania’ vulnerabilities to sovereign debt crisis in the … eurozone. Our findings highlight the necessity of major fiscal consolidation and fiscal discipline in Romania - a periphery …

Persistent link: https://www.econbiz.de/10010631993

A PARALLEL BETWEEN THE ROMANIAN AND EUROPEAN INVESTMENT FUNDS*

Pribac, Ph. D Student Loredana-Ioana - In: Revista Tinerilor Economisti (The Young Economists Journal) 1 (2011) 17, pp. 162-168

-end) from the year 2000 and up to 2010 is presented, both at a European level and in Romania, and the second part analyses the … years 2009 and 2010 comparing the situation in Romania with that of other countries. The analysis was based on the official … regarding Romania by comparison with the European level is the following: the value of the net assets of the investment funds is …

Persistent link: https://www.econbiz.de/10010592939

CASE STUDY REGARDING THE FINANCIAL PERFORMANCE BASED ON RATES OF RETURN, FOR COMPANIES LISTED ON BUCHAREST STOCK EXCHANGE, ACTING IN MINING AND QUARRYING DOMAIN

Nicolae, BALTES; Elena, VASIU Diana - In: Revista Economica 65 (2013) 3, pp. 123-142

Analysing the relationships between elements of an enterprise's financial statements, especially between elements from the balance sheet and those from the profit and loss account, the rates of return adds greater utility to the consumers of financial information, offering the possibility to...

Persistent link: https://www.econbiz.de/10010743305