Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Remco van der Molen"'
Publikováno v:
SSRN Electronic Journal.
Sovereign-bank feedback loops have been at the heart of the euro area crisis and many previous debt crises. We regress a market measure of interdependency – the correlation between sovereign and bank credit default swaps (CDS) – against various f
Publikováno v:
Zeitschrift für öffentliches Recht. 67:283-302
The need for an improved macroprudential policy with regard to the financial markets turned evident in the course of the financial crisis since 2007. In this paper we introduce the new respective policies that have been introduced in the EU in the wa
Autor:
Robert Lensink, Remco van der Molen
Publikováno v:
Journal of Empirical Finance. 17:332-344
This article studies the impact of group affiliation on the performance of firms in India during 1996–2001, with the goal of determining whether the positive valuation effects of group affiliation depend on the degree of group diversification. The
Autor:
Remco van der Molen, Robert Lensink
Publikováno v:
SSRN Electronic Journal.
This paper analyzes the effect of group affiliation on the riskiness of Indian companies. We show that the large difference in stock returns on group affiliates and on stand-alone companies cannot be explained by a standard multifactor model. However
Autor:
Remco van der Molen
Publikováno v:
SSRN Electronic Journal.
The within-group reallocation of capital is a crucial feature in theories of business groups. We analyze the functioning of internal capital markets in Indian business groups by comparing the affiliated companies' investment behavior to that of stand