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Brexit and the implications for financial services : edited by Patricia Jackson, introduced by Morten Balling, Ernest Gnan and Patricia Jackson; contributions by Franklin Allen, Jo...
Jackson, Patricia; Balling, Morten; Gnan, Ernest; … - Conference on "Brexit and the Implications for …; … - 2017
On 23rd February 2017, SUERF and EY organized a conference on "Brexit and the Implications for Financial Services" at EY's offices, Churchill Place, Canary Wharf, London. While the outcome of the Brexit negotiations remains highly uncertain, the conference discussed the burning questions for...
Persistent link: https://www.econbiz.de/10011712197
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The transmission of US financial stress : evidence for emerging market economies conference paper
Fink, Fabian; Schüler, Yves S. - 2013 - This draft: January 18, 2013
international financial interconnections is dominant, while contagion through trade is inessential. Further, with regard to …
Persistent link: https://www.econbiz.de/10010344608
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Identifying volatility signals from time-varying simultaneous stock market interaction : conference paper
Strohsal, Till; Weber, Enzo - 2013
In the academic literature, the economic interpretation of stock market volatility is inherently ambivalent, being considered an indicator of either information flow or uncertainty. We show in a stylized model economy that both views suggest volatility-dependent cross-market spillovers. If...
Persistent link: https://www.econbiz.de/10010339937
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Sovereign credit risk co-movements in the eurozone : simple interdependence or contagion? ; conference paper
Buchholz, Manuel; Tonzer, Lena - 2014
have been subject to contagion. We proceed in three steps. First, we apply dynamic conditional correlations from a … simple interdependence from contagion. Third, we analyze the determinants behind credit risk co-movements and the role of … contagion using regression analysis. Our results reveal a high degree of co-movements in sovereign credit risk, especially for …
Persistent link: https://www.econbiz.de/10010486057
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Spillover dynamics for systemic risk measurement using spatial financial time series models : conference paper
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - 2014
A new model for time-varying spatial dependencies is introduced. It forms an extension to the popular spatial lag model and can be estimated conveniently by maximum likelihood. The spatial dependence parameter is assumed to follow a generalized autoregressive score (GAS) process. The theoretical...
Persistent link: https://www.econbiz.de/10010491085
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Asset management in volatile markets
Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - New Trends in Asset Management: Exploring the … - 2010
The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to...
Persistent link: https://www.econbiz.de/10011705329
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Macroeconomic shocks and unconventional monetary policy : impacts on emerging markets
Yoshino, Naoyuki (ed.); Pornpinun Chantapacdepong (ed.);  … - 2019 - First edition
Persistent link: https://www.econbiz.de/10011998012
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Emerging capital markets : financial and investment issues
Choi, Jongmoo Jay (contributor); Choe, Chong-mu (contributor) - 1998
Persistent link: https://www.econbiz.de/10000677541
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Special issue: asset markets, financial intermediaries and growth in emerging markets and beyond
Belke, Ansgar (ed.); Chortareas, George (ed.) - 2018
Persistent link: https://www.econbiz.de/10011955328