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Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers

Levy, Daniel; Mayer, Tamir; Raviv, Alon - 2020

Textual analysis of the NBER Working Papers published during 1999–2016 is done to assess the effects of the 2007–2009 crisis on the academic literature. The volume of crisis-related WPs is counter-cyclical, lagging the financial-instability-index. WPs by the Monetary-Economics,...

Persistent link: https://www.econbiz.de/10015266578

Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers

Levy, Daniel; Mayer, Tamir; Raviv, Alon - 2020

Textual analysis of 14,270 NBER Working Papers published during 1999–2016 is done to assess the effects of the 2008 crisis on the economics literature. The volume of crisis-related WPs is counter-cyclical, lagging the financial-instability-index. WPs by the Monetary-Economics, Asset-Pricing,...

Persistent link: https://www.econbiz.de/10015266597

Kontroversi Mata Uang Digital

Nizar, Muhammad Afdi - 2018

This paper aims to examine the main points of the emergence of controversies regarding digital currencies. By using secondary data and qualitative-descriptive analysis, it was found that digital currency cannot replace the function of money as a medium of exchange, a store of value, and a unit...

Persistent link: https://www.econbiz.de/10015266170

Why Do Financial Intermediaries Buy Put Options from Companies?

Gyoshev, Stanley; Kaplan, Todd R.; Szewczyk, Samuel; … - 2012

In the 1990s, companies collected billions in premiums from peculiarly structured put options written on their own stock while almost all of these puts expired worthless. Buyers of these options, primarily �nancial intermediaries, lost money as a result. Although these losses might seem...

Persistent link: https://www.econbiz.de/10015234970

Why Do Financial Intermediaries Buy Put Options from Companies?

Gyoshev, Stanley; Kaplan, Todd R.; Szewczyk, Samuel; … - 2013

Persistent link: https://www.econbiz.de/10015235225

Futures Commodities Prices and Media Coverage

Almanzar, Miguel; Torero, Maximo; von Grebmer, Klaus - 2014

reinforcing price pressures due to media activity in the previous days. Finally, we find that even though volatility is higher for … the set of days where there is media coverage, this hides important dynamics between media coverage and volatility. The … volatility of market adjusted returns is negatively correlated with the media coverage, both up and down media coverage. Markets …

Persistent link: https://www.econbiz.de/10015245763

Why Do Financial Intermediaries Buy Put Options from Companies?

Gyoshev, Stanley; Kaplan, Todd R.; Szewczyk, Samuel; … - 2016

Companies have collected billions in premiums from privately sold put options written on their own stock, yet almost all of these puts expired worthless and their owners lost money as a result. Although these losses seem puzzling, we model how by offering to buy put options from better informed...

Persistent link: https://www.econbiz.de/10015251075

¿Puede el gobierno corporativo aprender del gobierno público?

Brugger Jakob, Samuel Immanuel - 2007

In view of recent corporate scandals, it is argued that corporate governance can learn from public governance. Institutions devised to control and discipline the behaviour of executives in the political sphere can give new insights into how to improve the governance of firms. Some proposal such...

Persistent link: https://www.econbiz.de/10015215939

The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market

Chong, Terence Tai Leung; Kwok, Stanley - 2019

has no significant effect on the problems of volatility spillover and trading interference. …

Persistent link: https://www.econbiz.de/10015263058

Response of the Financial Markets to the European Central Bank’s Policy Announcements during the Subprime and Global Financial Crisis

Ayoki, Milton - 2010

during the recent crisis on interbank credit and liquidity risk premia. Evidence suggests that interest rates cuts, fiscal … injections and guarantees on bank liabilities were effective in reducing credit risk in the euro area. The results of the event …

Persistent link: https://www.econbiz.de/10015255937