Similar Search Results

Multinational Banking in Europe : Financial Stability and Regulatory Implications - Lessons from the Financial Crisis

Navaretti, Giorgio Barba - 2011

This paper examines whether multinational banks have a stabilising or a destabilising role during times of financial distress. With a focus on Europe, it looks at how these banks' foreign affiliates have been faring during the recent financial crisis. It finds that retail and corporate lending...

Persistent link: https://www.econbiz.de/10013127610

Toward a Global Risk Map

Cecchetti, Stephen G. - 2013

Global risk maps are unified databases that provide risk exposure data to supervisors and the broader financial market community worldwide. We think of them as giant matrices that track the bilateral (firm-level) exposures of banks, non-bank financial institutions and other relevant market...

Persistent link: https://www.econbiz.de/10013094603

Theoretical, Ethical and Strategic Issues in Liberalization and Globalization Finance the Case of Cross-Border Banking in Nigeria

Garba, Abdul G. - 2014

This paper analyzed the fundamental claim of the equilibrium theory and the derived claims applied to cross-border banking. It shows that the claims lack empirical content and are misleading. This led to the conclusion that it is neither ethical nor prudent for strategically disadvantaged...

Persistent link: https://www.econbiz.de/10013065723

Sukuk Defaults : On Distress Resolution in Islamic Finance

van Wijnbergen, Sweder - 2016

Islamic strictures require investors to share risks with the entrepreneurs they finance. Sukuk (Islamic securities) come mostly in two varieties, musharakah (basically a joint venture agreement) and ijarah (more like an operational lease agreement). Yet defaults did happen, even in the case of...

Persistent link: https://www.econbiz.de/10013007377

Quantile Coherency across Bonds, Commodities, Currencies, and Equities

Uddin, Gazi Salah; Lucey, Brian M.; Rahman, Md Lutfur; … - 2022

observe that low frequency (yearly) dependence is stronger inextreme conditions in the bond, foreign exchange, and equity … between the German and French bond markets, heating oil and crude oil, gold andsilver, British Pound and Euro, French and …

Persistent link: https://www.econbiz.de/10013289211

Global Financial Crisis and Price Discovery between Credit Default Swaps Premia and Bond Yield Spreads

Klenina, Ekaterina - 2017

This paper examines the relationship between CDS and bond markets in the context of the financial crisis by employing …-lag relation is found between the markets, in which changes in CDS premia consistently forecast changes in bond spreads. Moreover …, it was found less bond market reaction for an increase on the insurance premium to investment grade bonds …

Persistent link: https://www.econbiz.de/10012949170

Sentiment Analysis of European Bonds 2016–2018

Schwendner, Peter - 2019

. Before the French presidential elections in 2017, the French bond spread widened together with the estimated Le Pen election …

Persistent link: https://www.econbiz.de/10012863752

Reevaluating the Risk Minimization Utility of Islamic Stocks and Bonds (Sukuk) in International Financial Markets

Sifat, Imtiaz; Mohamad, Azhar; Zhang, Heng Chao; … - 2022

We examine the risk minimization utility of Islamic stock and Sukuk (bond) indices by studying their linkages against …

Persistent link: https://www.econbiz.de/10013305934

Using green and ESG assets to achieve post-COVID-19 environmental sustainability

Hasan, Md. Bokhtiar; Rashid, Md. Mamunur; Hossain, Md. Naiem - In: Fulbright review of economics and policy 3 (2023) 1, pp. 25-48

bonds makes it possible to achieve maximum hedging effectiveness between the S&P green bond (GB) and the S&P 500 ESG …

Persistent link: https://www.econbiz.de/10014310532

Gold, Bonds, and Epidemics : A Safe Haven Study

Choudhury, Tonmoy; Kinateder, Harald; Neupane, Biwesh - 2022

The COVID-19 pandemic raised the question whether gold and sovereign bonds are a safe haven during epidemics. To this end, this study employs a DCC-GARCH model to analyze the conditional correlations between daily returns of S&P 500 and MSCI Emerging Markets Index with gold and the major...

Persistent link: https://www.econbiz.de/10013406784