|
|
|
|
|
Shaen Corbet
Pág. 83 - 92
This research examines the effects of sovereign downgrades on European financial markets between 2005 and 2012. Vector Autoregression (VAR) techniques are used to investigate the presence of contagion effects after a sovereign downgrade across equity ind...
ver más
|
|
|
|
|
|
|
|
|
Dirk Visser,Gary van Vuuren
AbstractA stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during crisis and non-crisis pe...
ver más
|
|
|
|
|
|
|
|
|
Halim DABBOU,Ahmed SILEM
Pág. 54 - 70
The aim of this paper is to analyze the role of the price limits system to secure the Tunisian stock market against the contagion by the current world-wide crisis. Initially, we try to show that the contagion observed in the Tunisian market is of psychol...
ver más
|
|
|
|
|
|
|
|
|
Cody Logan Chullen
Employee burnout remains a legitimate concern for organizations because of its links to costly outcomes, including increased absenteeism, turnover, and reduced employee productivity. An emerging stream of research has provided initial evidence that burno...
ver más
|
|
|
|
|
|
|
|
|
Zouheir Mighri,Faysal Mansouri
Pág. 637 - 661
This research examines the time-varying conditional correlations to the daily stock index returns. We use a dynamic conditional correlation (DCC) multivariate GARCH model in order to capture potential contagion effects between US and major developed and ...
ver más
|
|
|
|