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The Post-Crisis Slump in the Euro Area and the Us : Evidence from an Estimated Three-Region DSGE Model

Kollmann, Robert - 2017

results suggest that financial shocks were key drivers of the 2008-09 Great Recession, for both the EA and the US. The post … system. Adverse financial shocks were less persistent for the US. The financial shocks identified by the model are consistent …The global financial crisis (2008-09) led to a sharp contraction in both Euro Area (EA) and US real activity, and was …

Persistent link: https://www.econbiz.de/10012969881

Do markets cointegrate after financial crisis? : evidence from G-20 stock markets

Haque, Mahfuzul; Shamsub, Hannarong - In: International Journal of Financial Studies : open … 3 (2015) 4, pp. 557-586

that the U.S. stock markets and other G-20 markets have experienced different driving forces since the start of the U.S … shocks emerging from it. The 2007-2009 financial crises can be considered a structural break in the long-run relationship and …

Persistent link: https://www.econbiz.de/10011408937

Speculative Attacks in the Asian Crisis

Zhang, Zhiwei - 2021

This paper takes the Asian crisis as an example to show that the Autoregressive Conditional Hazard (ACH) model is a powerful tool for studying the time series features of speculative attacks. The ACH model proposes a duration variable to capture the changes in the frequency of attacks, which...

Persistent link: https://www.econbiz.de/10013317780

The Post-Crisis Slump in the Euro Area and the US : Evidence from an Estimated Three-Region DSGE Model

Kollmann, Robert - 2016

Persistent link: https://www.econbiz.de/10012998137

Der Euro als Triebfeder des deutschen Exports?

Zeddies, Götz - 2011

Die ausufernde Verschuldung insbesondere der südeuropäischen Mitgliedstaaten stellt die Europäische Währungsunion (EWU) derzeit vor große Herausforderungen. Während über lange Zeit Einigkeit darüber herrschte, den vollständigen Erhalt der Währungsunion mit einem milliardenschweren...

Persistent link: https://www.econbiz.de/10009372957

The Effectiveness of Investing in Stock Exchange Markets in Central and Eastern European Countries with Regard to NYSE2‑LSE‑HKSE2. a Comparative Risk Analysis

Pera, Jacek - In: Comparative Economic Research. Central and Eastern Europe 22 (2019) 2, pp. 121-140

The aim of this paper is to assess the effectiveness and risk in the stock exchange market in Central and Eastern … and the risk and investment effectiveness analysis in the stock exchange market in CEE with regard to NYSE2-LSE-HKSE2 … to investment risk, the stock exchanges in CEE, due to dynamic development, are improving their investment position with …

Persistent link: https://www.econbiz.de/10013204600

Stress Testing for Cyber Risks : Cyber Risk Insurance Modeling beyond Value-at-Risk (VaR): Risk, Uncertainty, and, Profit for the Cyber Era

Malhotra, Yogesh - 2017

first known model risk management framework for Cyber insurance modeling; Develops first known analysis of significant and … extreme model risks, tail risks, and, systemic risk; Develops multi-method empirical study of VaR and Bayesian inference for … containing model risks; Analyzes Markov Chain Monte Carlo for enabling Bayesian inference to minimize model risk; Develops Cyber …

Persistent link: https://www.econbiz.de/10012972233