Showing 1 - 5 of 5
Purpose This study aims to examine short- and long-run effects of specific macroeconomic conditions on risk premium estimates on lending. Design/methodology/approach Empirical estimates are based on error correction and autoregressive distributed lag models. Findings The results suggest that, in...
Persistent link: https://www.econbiz.de/10014867209
Beitrag wird die Grundkonzeption eines Prognose- und Simulationssystems zur Unterstützung der kurzfristigen …
Persistent link: https://www.econbiz.de/10014609013
Purpose – The purpose of this paper is to examine the impact of the Eurozone financial crisis by discussing the … the sovereign debt crisis in the Eurozone. Design/methodology/approach – The primary source of information for this study … comparative basis to contrast the experiences of these three countries. Findings – This study reveals how the Eurozone crisis has …
Persistent link: https://www.econbiz.de/10014642176
Purpose – This study aims to statistically investigate the place of the eurozone countries in the framework of the … eventual discrepancies in the performing of the eurozone from the most advanced non‐eurozone countries by the weaknesses of … some eurozone members. The discriminant analysis as an investigation tool has been chosen as an as unbiased as possible …
Persistent link: https://www.econbiz.de/10014863359
Purpose This paper aims to investigate the impact of sovereign rating signals on domestic banks’ stock returns in a European context. Design/methodology/approach The author uses an event study technique to measure short-term bank stock abnormal returns that result from domestic positive or...
Persistent link: https://www.econbiz.de/10014902155