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L' impact différencié de la faillite de Lehman Brothers sur les valeurs bancaires et financières américaines : une étude d'évenement
Dumontaux, Nicolas; Pop, Adrian - In: Revue d'économie financière : revue trimestrielle de … 101 (2011), pp. 261-272
Persistent link: https://www.econbiz.de/10008989267
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Contagion Effects in the Aftermath of Lehman's Collapse : Evidence from the US Financial Services Industry
Dumontaux, Nicolas - 2013
The spectacular failure of the 150-year old investment bank Lehman Brothers on September 15th, 2008 was a major turning point in the global financial crisis that broke out in the summer 2007. Through the use of stock market data and Credit Default Swap (CDS) spreads, this paper examines the...
Persistent link: https://www.econbiz.de/10013084570
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The calibration of initial shocks in bank stress test scenarios : an outlier detection based approach
Darné, Olivier; Levy-Rueff, Guy; Pop, Adrian - In: Economic modelling 136 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014549168
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Understanding the market reaction to shockwaves : evidence from the failure of Lehman Brothers
Dumotaux, Nicolas; Pop, Adrian - In: Journal of financial stability 9 (2013) 3, pp. 269-286
Persistent link: https://www.econbiz.de/10010237087
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Contagion effects in the aftermath of Lehman’s collapse : evidence from the US financial services industry
Dumontaux, Nicolas; Pop, Adrian - 2013
Persistent link: https://www.econbiz.de/10009789990