Zobrazeno 1 - 10
of 80
pro vyhledávání: '"Kevin James Daly"'
Autor:
Tonmoy Choudhury, Kevin James Daly
Publikováno v:
Studies in Economics and Finance. 38:836-860
Purpose This study aims to examine the systemic risk contagion in banks from 15 US states using extreme shocks in their distance to risk. Design/methodology/approach The authors contemplate a model that inputs co-exceedances in the base US states’
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d4f90f374718b617f1c703ce30daf3a9
https://doi.org/10.1108/sef-08-2020-0342
https://doi.org/10.1108/sef-08-2020-0342
Publikováno v:
Finance Research Letters. 30:334-340
Over the past decade remarkable changes in Malaysia's demographic composition has occurred; featuring increased life expectancy, falling fertility and population ageing. These trends raise the issue of the sustainability of Malaysia's existing pensio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a90cf5d8f1d8443891519a62d1178f12
https://doi.org/10.1016/j.frl.2018.10.017
https://doi.org/10.1016/j.frl.2018.10.017
Autor:
Kevin James Daly, M. Zulkifli Salim
Publikováno v:
Journal of Risk and Financial Management, Vol 14, Iss 295, p 295 (2021)
Journal of Risk and Financial Management
Volume 14
Issue 7
Journal of Risk and Financial Management
Volume 14
Issue 7
Our paper investigates Indonesia’s systemically important banks (SIBs) using theoretical approaches—CoVaR, marginal expected shortfall (MES), and SRISK—to compare with the Basel guidelines as benchmark. We use Indonesian banks’ market and sup
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::756ffb6f6d91b3276aa87b6762304cbc
https://hdl.handle.net/10419/258399
https://hdl.handle.net/10419/258399
Autor:
Stamatios Tsigos, Kevin James Daly
Publikováno v:
The Wealth of the Elite ISBN: 9789811521478
This chapter examines the determinants of wealth accumulation and inequality in the modern world. The conceptual framework adopted borrows heavily from Meade (Efficiency, equality, and the ownership of property. London: George Allen & Unwin, 1964; Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3afdea3100e2bc7a24fc001804da20a5
https://doi.org/10.1007/978-981-15-2148-5_4
https://doi.org/10.1007/978-981-15-2148-5_4
Autor:
Kevin James Daly, Stamatios Tsigos
Publikováno v:
The Wealth of the Elite ISBN: 9789811521478
This chapter provides a literature review of several of the works in the field of the ultra-rich and wealth accumulation. This includes a discussion of how both wealth and its close relative, capital, have been defined historically. In addition, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb2a836ce0c616404c0ee4be89282ba5
https://doi.org/10.1007/978-981-15-2148-5_2
https://doi.org/10.1007/978-981-15-2148-5_2
Autor:
Stamatios Tsigos, Kevin James Daly
Publikováno v:
The Wealth of the Elite ISBN: 9789811521478
The objective of this chapter is to focus upon high net-wealth individuals and their associated sources of wealth. The chapter adopts a cross-regional framework to facilitate the identification and analysis of great fortunes in the contemporary world
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::328c4d1559e43ab85d0b0f45d8b33392
https://doi.org/10.1007/978-981-15-2148-5_5
https://doi.org/10.1007/978-981-15-2148-5_5
Publikováno v:
Emerging Markets Review. 37:1-16
The paper examines the financial connectedness via return and volatility spillovers between Brazil, Russia, India, China and South Africa (BRICS) and three global bond market indices represented by the United States of America (USA), European Monetar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::31da0ba5217628e6de5faa2830653ba0
https://doi.org/10.1016/j.ememar.2018.02.006
https://doi.org/10.1016/j.ememar.2018.02.006
Publikováno v:
International Review of Financial Analysis. 59:117-133
This study examines the dynamic dependence structure via return and volatility spillovers between BRIC (Brazil, Russia, India, and China) and global markets (USA, Europe, and World) at sectoral level. Using directional spillover and dynamic condition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::669f67e111bdf94b6d43b000752d6907
https://doi.org/10.1016/j.irfa.2018.07.005
https://doi.org/10.1016/j.irfa.2018.07.005
Autor:
Kevin James Daly, Selim Akhter
Publikováno v:
Economic Modelling. 63:191-205
This paper presents evidence that extreme negative shocks for the global systemically important banks (GSIBs) are contagious to Australian banks. Our logit regression models predict transmission of adverse extreme shocks in the distance to default (D
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ae4a13ccbc0cf9792a4ed4ed82c12798
https://doi.org/10.1016/j.econmod.2016.11.018
https://doi.org/10.1016/j.econmod.2016.11.018
Autor:
Kevin James Daly
Publikováno v:
Financial Volatility and Real Economic Activity ISBN: 9780429456572
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce6d0f6bb7460a102d8d064a9993e7c1
https://doi.org/10.4324/9780429456572-3
https://doi.org/10.4324/9780429456572-3