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Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis
Stefanescu, Razvan; Dumitriu, Ramona; Nistor, Costel - Volkswirtschaftliche Fakultät, … - 2009
This paper examines the changes induced by the actual financial crisis in the dynamic relation between the currency rates and the differentials of the interest rates from Romania and euro area. In the framework of the Uncovered Interest Rate Parity hypothesis we apply the Vector Autoregressive...
Persistent link: https://www.econbiz.de/10011108395
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Simplified mathematical model of financial crisis
Krouglov, Alexei - Volkswirtschaftliche Fakultät, … - 2013
The framework of mathematical dynamics of economic systems is applied to the development of financial crisis. A view is proposed that the severity of financial crises can be explained by means of superposition of the fluctuations on connected markets exhibited in the form of a resonance...
Persistent link: https://www.econbiz.de/10011108444
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The economic and financial crisis of 2008-2010: the international dimension
Singh, Ajit - Volkswirtschaftliche Fakultät, … - 2011
My remit in this paper is to examine specifically the international dimensions of the current economic and financial crisis in order to help understand its dynamics. This crisis has been truly international and has affected countries around the globe. It might have started as a relatively minor...
Persistent link: https://www.econbiz.de/10011108627
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Financial Crisis and Exchange Rates in Emerging Economics: An Empirical Analysis using PPP-UIP-Framework
Rashid, Abdul; Saedan, Mashael - Volkswirtschaftliche Fakultät, … - 2013
This paper empirical investigates the effects of 2008 financial crisis on exchange rate determination in PPP-UIP framework for four emerging countries, using monthly date over the period 1981-2012. The results suggest that the impact of recent financial crisis led to change the role of...
Persistent link: https://www.econbiz.de/10011108761
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A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises
Guo, Xu; Lam, Kin; Wong, Wing-Keung; Zhu, Lixing - Volkswirtschaftliche Fakultät, … - 2012
firm. By using this model setup, we first establish some properties on the expected earnings shock and its volatility …. Thereafter, we derive some properties of investors' behavior on the stock price and its volatility during a financial crisis and …-term overreaction, and excess volatility during a financial crisis and subsequent recovery. …
Persistent link: https://www.econbiz.de/10011108978
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Financial Stability of Islamic and Conventional Banks in Saudi Arabia: Evidence using Pooled and Panel Models
Ghassan, Hassan B.; Taher, Farid B. - Volkswirtschaftliche Fakultät, … - 2013
The financial crises are considered the major challenges facing the prosperity and stability of the banking system and menace its stability. Several studies on financial and banking sector have demonstrated that Islamic banks have shown more financial robustness and stability compared to...
Persistent link: https://www.econbiz.de/10011108999
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Chronological Description about Financial Crisis and Gap between Academic and Professional Approach
cho, hyejin - Volkswirtschaftliche Fakultät, … - 2014
This essay aims to describe the financial crisis in the chronological way and explain the gap between academic and professional approach.
Persistent link: https://www.econbiz.de/10011109014
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A study on the volatility forecast of the US housing market in the 2008 crisis
Li, Kui-Wai - Volkswirtschaftliche Fakultät, … - 2011
This article provides the in-sample estimation and evaluates the out of-sample conditional mean and volatility forecast … poorly in conditional mean and volatility forecast. …
Persistent link: https://www.econbiz.de/10011109024
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دور وكالات التنقيط العالمية: بين الحد من الأزمات المالية و التسبب فيها
Boudekhdekh, Karim; Kerbache, Rahma - Volkswirtschaftliche Fakultät, … - 2013
Credit rating agencies occupies a major role in the global economy in the last two décades. Its appearence was mainly to help investors in the Financial markets to take rational investment decisions by providing a rating that reflects The creditworthiness of the debtor and hence reduce the...
Persistent link: https://www.econbiz.de/10011109062
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Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening
el Alaoui, AbdelKader; Masih, Mansur; Bacha, Obiyathulla; … - Volkswirtschaftliche Fakultät, … - 2014
responses of the model’s variables to market-wide volatility and shocks. Finally, the sensitivity to the market appears to be …
Persistent link: https://www.econbiz.de/10011109107