Similar Search Results - EconBiz

Debauchery and original sin : the currency composition of sovereign debt

Engel, Charles; Park, JungJae - In: Journal of the European Economic Association : JEEA 20 (2022) 3, pp. 1095-1144

Persistent link: https://www.econbiz.de/10013349205

Market efficiency in the emerging securitized real estate markets

Schindler, Felix - 2010

This paper tests the random walk hypothesis and market efficiency for twelve emerging as well as for four developed securitized real estate markets from 1992 to 2009. Random walk properties of equity prices influence return dynamics, and market efficiency is often considered an essential...

Persistent link: https://www.econbiz.de/10003969878

Testing the efficiency of emerging markets : evidence from nonlinear panel unit tests

Turguttopbaş, Neslihan; Omay, Tolga - In: Panoeconomicus 70 (2023) 2, pp. 261-278

Persistent link: https://www.econbiz.de/10014233116

Examining stress in Asian currencies : a perspective offered by high frequency financial market data

Dungey, Mardi H.; Matei, Marius; Sirimon Treepongkaruna - In: Journal of international financial markets, … 67 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012495857

Financial contagion during Lehman default and sovereign debt crisis : an empirical analysis on Euro area bond and equity markets

Gentile, Monica; Giordano, Luca - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 197-224

Persistent link: https://www.econbiz.de/10011949603

Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours

Bird, Graham R.; Du, Wenti; Pentecost, Eric J.; … - In: Applied economics 49 (2017) 59, pp. 5895-5904

Persistent link: https://www.econbiz.de/10011845841

Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach

Anton, Sorin Gabriel; Ochem, Marie - In: International journal of economic policy in emerging … 6 (2013) 2, pp. 107-121

Persistent link: https://www.econbiz.de/10009790510

Sovereign risk in a structural approach : evaluating sovereign ability-to-pay and probability of default

Karmann, Alexander; Maltritz, Dominik - 2003

Persistent link: https://www.econbiz.de/10001751548

Sovereign risk, reserves, and implicit default probabilities : an option based spread analysis

Karmann, Alexander - In: Financial structure and stability, (pp. 232-244). 2000

Persistent link: https://www.econbiz.de/10001520923

"Country risk-indicator. An option based evaluation" implicit default probabilities of foreign USD bonds

Karmann, Alexander; Plate, Mike - In: Datamining und computational finance : Ergebnisse des …, (pp. 43-50). 2000

Persistent link: https://www.econbiz.de/10001484234

A service of the