[PDF] Top 20 An analysis of equity markets cointegration in the european sovereign debt crisis
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An analysis of equity markets cointegration in the european sovereign debt crisis
... evidence of unit roots triggered the emergence of tests that clearly identify the stationarity property of a time series ...data. The Augmented Dickey Fuller (ADF) and ... See full document
10
Financialisation in the european periphery and the sovereign debt crisis: the portuguese case
... participation in the European Union and notably in the euro area was crucial to explain the high level of indebtedness, because not only had an impact on the ... See full document
35
Financialization in the European periphery and the sovereign debt crisis: the Portuguese case
... to the negative effects of financialisation, which have been summarised by FESSUD (2011) as ...reduces the level and efficacy of real investment as funds are diverted to financial activities; ... See full document
32
Macro-financial linkages between emergent and sustainable economies in a context of the European sovereign debt crisis
... investigated the implications of an increase in liquidity in the years preceding the global financial crises on the formation of price bubbles in ... See full document
13
Sovereign credit ratings, market volatility, and financial gains
... model the contemporaneous relationships among Asian and American stock markets using a simultaneous equation system with GARCH errors that captures variance ...Using the fitted residuals, they ... See full document
53
The Greek crisis: Causes and implications
... doubt the main responsibility for the debt crisis in Greece rests with the Greek governments and the existence of a weak political system that led to a constant ... See full document
14
Debt crisis and 10-year sovereign yields in Ireland and in Portugal
... In the related literature, Lane (2012) argues that at the moment of the crisis, the euro area had a low degree of fiscal and banking union, with identified risks ... See full document
11
Herding behaviour in a peripheral European stock market: the impact of the subprime and the European sovereign debt crises
... study of crises periods is important because there is no agreement on the effect of crises on herding behavior (Economou et al, ...(2002), in the Asian crisis of 1997, ... See full document
44
The determinants of sovereign bond yield spreads in the EMU
... panel of ten euro area countries (Austria, Belgium, Finland, France, Greece, Ireland, Italy, Netherlands, Portugal and Spain) over the period 1999:01- 2010:12 (monthly ...i) the second principal ... See full document
40
Sovereign credit ratings, market volatility, and financial gains
... model the contemporaneous relationships among Asian and American stock markets using a simultaneous equation system with GARCH errors that captures variance ...Using the fitted residuals, they ... See full document
53
Debt crisis and 10-year sovereign yields in Ireland and in Portugal
... from the 2009–2010 economic and financial crisis, Portugal and Ireland needed financial support to roll over public debt and they both adopted economic and financial adjustment programmes (EFAPs) 1 ... See full document
7
Globalization, regime-switching, and EU stock markets: the impact of the sovereign debt crises
... stock markets exhibit periods of clear turbulence and display extreme values more often than one would expect if the series were distributed normally (fat tail ...property). In the ... See full document
7
Essays on corporate funding and bank lending relationships
... recently, the literature on financial-real economy linkage recorded a new wave, exploring the impact of the financial and the euro area sovereign debt crises on credit ... See full document
197
Rev. Sociol. Polit. vol.22 número50
... above, in its definition and management of the crisis the European Union has focused almost exclusively on the economic aspects of ...it. In fact, one can go ... See full document
16
Publicaciones on line comunicaciones presentadas 61b AECA2015 Teixeira&Monte
... weaknesses in the banking sector, handled a dilemma: choose between the moral hazard of guaranteed redemption and the destabilization of the financial system in ... See full document
28
Flight-to-quality and contagion in the european sovereign debt crisis: the cases of Portugal and Greece
... for the European Sovereign debt crisis, some more related with the way the European Monetary Union (EMU) is designed, others related to country-specific ...to ... See full document
35
A N ANALYSIS OF
... importance of country factors. The argument for such change, according to the authors, is the increasing importance of integration and ...results in a greater importance ... See full document
51
The politics of change Labour market reforms during the sovereign debt crisis in Portugal
... reforms of the Portuguese labour market were in line with changes taking place across Europe since the late ...prepare the economies for the EMU, reforms sought to ease ... See full document
34
The influence of the global crisis on the slowdown of the emerging markets
... Since the ultimate goal of constructing this model is to analyze the influence that the global crisis had on the equity emergi ng markets’ returns, the ... See full document
51
Cointegration and Structural Breaks in the EU Sovereign Debt Crisis
... shift in the trend ...function. In essence, if there is a break in a deterministic trend, then the unit root tests (which implicitly assume the deterministic trend as correctly ... See full document
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