market turmoil. In addition, by decomposing the coherence between gold and each G7 stock market into three investment …

financial crisis (2008) has been analyzed on stock markets of sample countries by disaggregating the stock indices data into pre … and post global financial crisis regimes. This study has employed weekly data of stock market from March 2001 to February … 2008 to represent pre financial crisis performance of stock market whereas data from March 2008 to February 2016 refers to …

estate investment trusts (REITs) on short-term funding amplified market disruption in March 2020. However, other liquidity …The liquidity strains that contributed to the meltdown of the mortgage market in the Global Financial Crisis (GFC) re …

spectrum of econometric tools (cointegration, VAR model, Granger causality, variance decomposition) and comparison of changes …The period of the global financial crisis can be characterized by the spillover of negative innovations among stock … stock markets with the US stock market and eurozone significantly increased during global financial crisis. Moreover, stock …

and multivariate evidence on whether bank lending to businesses - small and large - recovered after the financial crisis …Aggregate bank-loan data reported by the FDIC show that bank lending to small businesses plummeted during 2009 …-2011 following the collapse of Lehman Brothers in Sep. 2008 and the onset of the financial crisis, and continued to decline during …

This dissertation studies a special feature about the international financial market. Classical theories often assume … that countries are symmetric, but realistically the international financial market is heavily US dollar dominated, which … the world earning a positive net investment income. To rationalize this phenomenon, I propose a different theory about the …