Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Irfan Akbar Kazi"'
Publikováno v:
International Journal of Financial Studies, Vol 1, Iss 3, Pp 81-101 (2013)
The spread of the global financial crisis of 2008/2009 was rapid, and impacted the functioning and the performance of financial markets. Due to the importance of this phenomenon, this study aims to explain the impact of the crisis on stock market beh
Externí odkaz:
https://doaj.org/article/8bcd766119c140eda3f513cdca3b9ddb
Publikováno v:
Economics: Journal Articles (2011)
Externí odkaz:
https://doaj.org/article/8240e0d8acf642a2a244e3396cf15b88
Autor:
Irfan Akbar Kazi, Hakimzadi Wagan
The aim of this article is to examine: how the dynamics of correlations between five emerging countries (Argentina, Chili, Hungary, Russia and Poland), two emerging regions (Latin America (LAC) and Europe (EU)) and U.S. evolved from January 2004 to S
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::e36bbdcd72073c17be788dda6ca27281
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_058.pdf
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_058.pdf
Autor:
Irfan Akbar Kazi, Suzanne Salloy
This article investigates the dynamics of conditional correlation among the G14 banks’ dealer for the credit default swap market from January 2004 until May 2009. By using the asymmetric dynamic conditional correlation model developed by Cappiello,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::8cba638a305001beeca1c627adfcb31f
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_237.pdf
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_237.pdf
The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries
Although policymakers and practitioners are particularly interested in DSGE models, these are typically too stylized to be applied directly to the data and often yield weak prediction results. Very recently, hybrid DSGE models have become popular for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7b0fef14d5ed1fe6e1cba703b6b5c6ab
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_128.pdf
http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_128.pdf
Publikováno v:
International Journal of Financial Studies
International Journal of Financial Studies, MDPI, 2013, 1 (3), http://www.mdpi.com/2227-7072/1/3/81/htm. ⟨10.3390/ijfs1030081⟩
International Journal of Financial Studies; Volume 1; Issue 3; Pages: 81-101
International Journal of Financial Studies, Vol 1, Iss 3, Pp 81-101 (2013)
International Journal of Financial Studies, MDPI, 2013, 1 (3), http://www.mdpi.com/2227-7072/1/3/81/htm. ⟨10.3390/ijfs1030081⟩
International Journal of Financial Studies; Volume 1; Issue 3; Pages: 81-101
International Journal of Financial Studies, Vol 1, Iss 3, Pp 81-101 (2013)
International audience; The spread of the global financial crisis of 2008/2009 was rapid, and impacted the functioning and the performance of financial markets. Due to the importance of this phenomenon, this study aims to explain the impact of the cr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9241e07bb6f46da5dfa5535b950fc138
https://hal-upec-upem.archives-ouvertes.fr/hal-01128024
https://hal-upec-upem.archives-ouvertes.fr/hal-01128024
Publikováno v:
Journal of Applied Business Research
Journal of Applied Business Research, Clute Institute, 2013, 30
Journal of Applied Business Research, 2013, 30
Journal of Applied Business Research, Clute Institute, 2013, 30
Journal of Applied Business Research, 2013, 30
This article investigates shift-contagion as defined by Forbes and Rigobon (2002) in 16 OECD member economies during most recent financial crisis i.e. global financial crisis (2008-2009) and European sovereign debt crisis (2009-2012), using multivari
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::494fafa2fbf45f330abecee6428f82f2
Publikováno v:
SSRN Electronic Journal.
The paper examines the intraday dynamics and volatility transmission among three European stock markets, namely Germany, France, and United Kingdom during the global financial crisis (2007-2009). After estimating the structural break date using Bai-P
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b76810485a50513b0464d52822e1f251
https://doi.org/10.2139/ssrn.2079538
https://doi.org/10.2139/ssrn.2079538
Publikováno v:
Scopus-Elsevier
The paper applies Markov Regime Switching Model (MRSM) to investigate the volatility behaviour of twelve OECD stock markets (U.S.A, France, Ireland, Netherlands, Spain, Denmark, Norway, Sweden, Switzerland, UK, Australia and Japan) for the period 200
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4b5bbf847deb38e4cbb54b4bd53fdf52
https://doi.org/10.19030/jabr.v29i3.7780
https://doi.org/10.19030/jabr.v29i3.7780
Publikováno v:
Scopus-Elsevier
This study tests whether contagion effects exist, during the financial crisis between the U.S stock market and the OECD ones. We define shift-contagion as a significant increase in correlations in stock returns after a shock. The identification of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dc25d09bcc9d1c21f6f4db7c3b129d89
https://doi.org/10.19030/jabr.v29i2.7651
https://doi.org/10.19030/jabr.v29i2.7651