Search Results - subject:"Global financial crises"

Did you mean: subject:"Global financial crisis" (1,348 results)

Global financial crisis versus COVID-19 : evidence from sentiment analysis

Maghyereh, Aktham I.; Abdoh, Hussein - In: International finance : the only journal bridging the … 25 (2022) 2, pp. 218-248

Persistent link: https://www.econbiz.de/10013414276

Stock market contagion during the global financial crises: Evidence from the Chilean stock market

Mahenthiran, Sakthiharan; Gjerde, Tom; Silva, Berta - In: International Journal of Financial Studies 8 (2020) 2, pp. 1-22

Chilean stock market following two global financial crises, in 2008 and 2011. The study modified the models of Bekaert et al …

Persistent link: https://www.econbiz.de/10013200273

Stock market contagion during the global financial crises : evidence from the Chilean stock market

Mahenthiran, Sakthiharan; Gjerde, Tom; Silva, Berta - In: International Journal of Financial Studies : open … 8 (2020) 2/26, pp. 1-22

Chilean stock market following two global financial crises, in 2008 and 2011. The study modified the models of Bekaert et al …

Persistent link: https://www.econbiz.de/10012239317

Hedge Funds and Stock Markets

Musílek, Petr; Jeřábek, Tomáš - In: Politická ekonomie 2015 (2015) 1, pp. 91-107

The presented article can be divided in three main parts. In the first one the authors define the term hedge fund and discuss briefly the history of these investment entities and their current position on the global financial markets. The second part of the article investigates the impact of...

Persistent link: https://www.econbiz.de/10011228279

Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures

Maneesoonthorn, Worapree; Forbes, Catherine S.; Martin, … - Department of Econometrics and Business Statistics, … - 2014

Dynamic jumps in the price and volatility of an asset are modelled using a joint Hawkes process in conjunction with a bivariate jump diffusion. A state space representation is used to link observed returns, plus nonparametric measures of integrated volatility and price jumps, to the specified...

Persistent link: https://www.econbiz.de/10011141014

The Impacts of Inflation Dynamics and Global Financial Crises on Stock Market Returns and Volatility: Evidence from Nigeria

Amaefula, C.G; Asare, B.K - In: Asian Economic and Financial Review 4 (2014) 5, pp. 641-650

The paper investigates the impacts of inflation dynamics and global financial crises on Stock market returns and …, inflation volatility exerts significant positive impact on stock market returns and during the global financial crises … insignificant for inflation volatility. And during the global financial crises, inflation has significant positive impact on the …

Persistent link: https://www.econbiz.de/10010766143

Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

Allen, David E.; McAleer, Michael; Powell, Robert J.; … - 2013

This paper presents an application of a recently developed approach by Matteson and James (2012) for the analysis of change points in a data set, namely major financial market indices converted to financial return series. The general problem concerns the inference of a change in the distribution...

Persistent link: https://www.econbiz.de/10010326415

Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

Allen, David E.; McAleer, Michael; Powell, Robert J.; … - Tinbergen Instituut - 2013

Persistent link: https://www.econbiz.de/10011256852

Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies

Dungey, Mardi; Gajurel, Dinesh - School of Economics and Finance, Tasmanian School of … - 2013

The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affecting both advanced and emerging markets. In this paper we test for the existence of equity market contagion originating from the US to advanced and emerging markets during the crisis period. Using...

Persistent link: https://www.econbiz.de/10010712486

Regional and global monetary cooperation

Lamberte, Mario; Morgan, Peter J. - 2012

The increasing occurrence of national, regional, and global financial crises, together with their rising costs and …

Persistent link: https://www.econbiz.de/10010397311