Narrow search
Showing 1 - 10 of 19,526
Cover Image
The Risk of the Sovereign Debt Default : The Eurozone Crisis 2008-2013
Stamatopoulos, Theodoros V. - 2016
We investigate the relationship of the market pricing of sovereign risk to default, through CDS spreads for 16 Eurozone …
Persistent link: https://www.econbiz.de/10012976894
Cover Image
The impact of political risks on financial markets : evidence from a stock price crash perspective
Ma, Yanping; Wei, Qian; Gao, Xiang - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-16
Political risk, one of the most significant uncertainty shocks, affects firms' future attitudes toward risks and plays … a crucial role in their decision making. A stock price crash risk is a classical topic in financial markets; therefore …, this paper probes the relationship between firm-level political risk and stock price crash risk based on a sample of …
Persistent link: https://www.econbiz.de/10014636314
Cover Image
The crisis in the foreign exchange market
Melvin, Michael; Taylor, Mark P. - 2009
The financial crisis of 2007-2008 had major implications for the foreign exchange market. We review events and implications for exchange rates, volatility, returns to currency investing, and transaction costs. This blow-by-blowʺ narrative is intended to be a resource for researchers seeking a...
Persistent link: https://www.econbiz.de/10003861767
Cover Image
The Crisis in the Foreign Exchange Market
Melvin, Michael - 2013
The financial crisis of 2007-2008 had major implications for the foreign exchange market. We review events and implications for exchange rates, volatility, returns to currency investing, and transaction costs. This “blow-by-blow” narrative is intended to be a resource for researchers seeking...
Persistent link: https://www.econbiz.de/10013095774
Cover Image
Bank regulation, risk and return : evidence from the credit and sovereign debt crises
Hoque, Hafiz; Andriosopoulos, Dimitris; Andriosopoulos, … - In: Journal of banking & finance 50 (2015), pp. 455-474
Persistent link: https://www.econbiz.de/10010509509
Cover Image
Firm Stock Returns' Sensitivities to Crisis Shocks
Martinez Peria, Maria Soledad - 2011
influences on residual equity returns during the crisis period (after controlling for normal risk factors that are associated …
Persistent link: https://www.econbiz.de/10013121437
Cover Image
Equity Market Contagion During the Global Financial Crisis : Evidence from the World's Eight Largest Economies
Dungey, Mardi H. - 2015
The global financial crisis (2007-2009) saw sharp declines in stock markets around the world, affecting both advanced …
Persistent link: https://www.econbiz.de/10013013005
Cover Image
Interbank Rate Fixings during the Recent Turmoil
Gyntelberg, Jacob - 2013
The turmoil in global interbank markets in the second half of 2007 raises questions about the robustness of interbank rate fixings. A comparison of alternative fixings for similar interest rates confirms that they diverged to an unusual extent. Nevertheless, the design of fixing mechanisms...
Persistent link: https://www.econbiz.de/10013095299
Cover Image
Fragmentation in Global Financial Markets : Good or Bad for Financial Stability?
Claessens, Stijn - 2019
The many regulatory reforms following the Great Financial Crisis of 2007-09 have most often been designed and adopted through an international cooperative process. As such, actions have tended to harmonise national approaches and diminish inconsistencies. Nevertheless, some market participants...
Persistent link: https://www.econbiz.de/10012861840
Cover Image
Sovereign debt in the 21st century : looking backward, looking forward
Mitchener, Kris; Trebesch, Christoph - 2021
advanced economies; (ii) a bank-sovereign "doom-loop" and the propagation of sovereign risk to households and firms; (iii) roll …
Persistent link: https://www.econbiz.de/10012489670