Narrow search
Showing 1 - 10 of 421,672
Cover Image
What matters for comovements among gold, Bitcoin, CO2, commodities, VIX and international stock markets during the health, political and bank crises?
Frikha, Wajdi; Bejaoui, Azza; Bariviera, Aurelio Fernández - In: Risks : open access journal 12 (2024) 3, pp. 1-31
role as a safe-haven asset against some G7 stock markets during the bank crisis. Such findings can provide valuable …
Persistent link: https://www.econbiz.de/10014497440
Cover Image
Integration and risk contagion in financial crises : evidence from international stock markets
Gillas, Konstantinos Gkillas; Tsagkanos, Athanasios; … - In: Journal of business research : JBR 104 (2019), pp. 350-365
Persistent link: https://www.econbiz.de/10012105047
Cover Image
The green energy transition and the 2023 Banking Crisis
D’Ercole, Francesco; Wagner, Alexander F. - In: Finance research letters 58 (2023) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10014631257
Cover Image
The impact of the SVB collapse on global financial markets : substantial but narrow
Yousaf, Imran; Riaz, Yasir; Goodell, John W. - In: Finance research letters 55 (2023) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10014473433
Cover Image
The green energy transition and the 2023 banking crisis
D’Ercole, Francesco; Wagner, Alexander F. - 2023
Persistent link: https://www.econbiz.de/10014635830
Cover Image
Volatility Patterns of CDs, Bond and Stock Markets Before and During the Financial Crisis : Evidence from Major Financial Institutions
Belke, Ansgar Hubertus - 2011
concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …
Persistent link: https://www.econbiz.de/10013128075
Cover Image
Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions
Belke, Ansgar Hubertus - 2011
concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …
Persistent link: https://www.econbiz.de/10013128893
Cover Image
Return volatilities and contagion transmission between Islamic and conventional bankers throughout the subprime crisis : evidence from the DCC-MGARCH model
Fakhfekh, Mohamed; Hachicha, Nejib - In: International journal of managerial and financial accounting 6 (2014) 2, pp. 133-145
Persistent link: https://www.econbiz.de/10010483052
Cover Image
Stock markets and the costs of banking crises
DeLean, Tess; Joyce, Joseph P. - In: Journal of financial economic policy 6 (2014) 4, pp. 342-361
Persistent link: https://www.econbiz.de/10011340416
Cover Image
Spillover dynamics in DeFi, G7 banks, and equity markets during global crises : a TVP-VAR analysis
Younis, Ijaz; Gupta, Himani; Min Du, Anna; Shah, Waheed … - In: Research in international business and finance 70 (2024) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10015056866