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The timing of the popping : using the log-periodic power law model to predict the bursting of bubbles on financial markets

Gustavsson, Marcus; Levén, Daniel; Sjögren, Hans - In: Financial history review 23 (2016) 2, pp. 193-217

Persistent link: https://www.econbiz.de/10011585598

Some important characteristics of asset bubbles and financial crises

Yip, Paul S. L. - In: Modern economy 9 (2018) 7, pp. 1137-1168

Persistent link: https://www.econbiz.de/10011914499

Disequilibrium models, credit rationing, and bank wholesale funding

Hrdina, Thomas - 2011

Auswirkungen der Finanzkrise von 2007 auf die Vergabe von Bankkrediten. Während sich der erste Artikel ausschließlich mit … Finanzkrise. Im Gegensatz dazu werden diese beiden Forschungsschwerpunkte im zweiten Artikel zusammengeführt. Viele real … existierende Märkte, wie etwa der Arbeits- oder der Kreditmarkt, unterscheiden sich grundlegend von der in der ökonomischen Theorie …

Persistent link: https://www.econbiz.de/10011853282

When "no news" is bad news : complexity and uncertainty in the global crisis of 1914

Fohlin, Caroline - 2016

Persistent link: https://www.econbiz.de/10011758185

A comparative study of financial crises : fractal dissection of investor rationality

Agarwal, Sonali; Vats, Anshul - In: Vision : the journal of business perspective 28 (2024) 2, pp. 193-209

Persistent link: https://www.econbiz.de/10014634399

An evolutionary perspective on the endogenous instability of capitalist dynamics

Klapkiv, Lyubov; Ülgen, Faruk - In: Central European economic journal 9 (2022) 56, pp. 291-308

This article is a theoretical and conceptual exploration into the study of the dynamics of financial innovations and their consequences in market economies. Drawing upon the works of Schumpeter and Minsky in an institutionalist and evolutionary tradition, the article puts forward the monetary...

Persistent link: https://www.econbiz.de/10013502255

Analysis of the amplification mechanisms in the process of debt deleveraging

Cohen, Nimrod - 2022

Persistent link: https://www.econbiz.de/10014338749

Empirical Evidence on Indian Stock Market Efficiency in Context of the Global Financial Crisis

Mishra, P. K. - 2012

The study of stock market efficiency has been the objective of many researches across the globe since the last few decades. But the evidence is mixed on whether the stock market is efficient. While some studies conclude that the stock markets are efficient, other studies cast doubt on this...

Persistent link: https://www.econbiz.de/10013116490

Preferences of Malaysian Stocks and Futures Markets for Investors Before and After Crises

Wong, Wing-Keung - 2011

This paper applies the MV criterion, CAPM statistics, and the modified stochastic dominance tests to examine the stochastic dominance (SD) relationship between the spot and futures markets in Malaysia and investigates the preference of these markets for risk averters and risk seekers before...

Persistent link: https://www.econbiz.de/10013125370

Martingale Difference Hypothesis and Financial Crisis : Empirical Evidence from European Emerging Foreign Exchange Markets

Lazar, Dorina - 2012

This study investigates the effects of the recent global crisis on the relative efficiency of six CEE currency markets, using the Generalized Spectral test of Escanciano and Velasco (2006) in a rolling window approach. The empirical results show that the global crisis adversely affected the...

Persistent link: https://www.econbiz.de/10013097632