Cass City

Results: 216



#Item
131Financial risk / United States housing bubble / Bonds / Financial crises / Economy of the European Union / Euro / Credit default swap / Emerging market debt / Sovereign default / Financial economics / Economics / Finance

Local Currency Sovereign Risk

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 10:59:12
132Economic bubbles / Financial risk / United States housing bubble / Crowd psychology / Financial contagion / Credit default swap / Financial crisis / European sovereign debt crisis / Late-2000s financial crisis / Economics / Financial crises / Economic history

What makes systemic risk systemic? Contagion and spillovers in the international sovereign debt market Elena Kalotychoua, Eli Remolonab and Eliza Wu c,*, # a b

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 11:00:01
133Economic bubbles / International finance / Financial crises / Financial risk / Subprime mortgage crisis / Late-2000s financial crisis / Equity home bias puzzle / Euro / Diversification / Economics / Financial economics / Finance

The role of financial education in international portfolios during the recent financial crisis Udichibarna Bose, Ronald MacDonald, Serafeim Tsoukas Department of Economics Adam Smith Business School University of Glasgow

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 11:01:50
134Actuarial science / Financial markets / Investment / Financial risk / Mathematical finance / Flight-to-quality / Financial crisis / Asset allocation / Financial contagion / Economics / Financial economics / Finance

Microsoft Word - Abstract_Paper_Brandao_Gelos_Melgar.docx

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 11:01:08
135Bank regulation / Financial economics / Basel Committee on Banking Supervision / Committees / Systemically important financial institution / Financial regulation / Late-2000s financial crisis / Basel III / Basel II / Economics / Systemic risk / Economic history

Bank regulation, the quality of institutions and banking risk in emerging and developing countries: An empirical analysis Jeroen Klompa 1 and Jakob de Haanb,c,d a Wageningen University, The Netherlands University of Gron

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 10:58:46
136Finance / Financial crises / Economic bubbles / Financial markets / Crowd psychology / Financial contagion / Sudden stop / Hedge fund / Institutional investor / Economics / Financial economics / Investment

Institutional Investors Flows and the Geography of Contagion Damien PUY∗ First version: February[removed]This version: October 2013

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 11:00:49
137Fundamental analysis / Economics / Investment / Beta / Volatility / Mathematical finance / Financial economics / Finance

Factor exposures of foreign equity capital in domestic stock market Lingxia Sun a, Dong Wook Lee a,* March 24, 2014 Abstract This paper examines factor exposures of foreign equity capital in domestic stock market in orde

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 10:58:46
138Financial services / Financial markets / Institutional investors / Collective investment schemes / Corporate governance / Stock market / Market liquidity / Mutual fund / FactSet Research Systems / Financial economics / Investment / Economics

Mutual Funds and Information Diffusion: The Role of Country-Level Governance Chunmei Lin*, Massimo Massa†, Hong Zhang‡ Abstract We hypothesize that poor country-level governance, which makes public information less r

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 11:00:28
139International relations / National accounts / International trade / Capital account / Capital control / Foreign direct investment / Balance of payments / Exchange rate / Bond / Economics / International economics / Macroeconomics

Capital controls and spillover effects: evidence from Latin-American countries∗ Frederic Lambert,† Julio Ramos-Tallada‡ and Cyril Rebillard§ IMF and Banque de France First version: November 2011

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 11:00:49
140Mathematical finance / Covariance and correlation / Econometrics / Copula / Correlation and dependence / Vector autoregression / Independence / Beta / Expected shortfall / Statistics / Statistical dependence / Multivariate statistics

Measuring systemic risk in the European banking sector: A Copula CoVaR approach Emmanouil N. Karimalis∗ Nikos Nomikos†

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Source URL: www.cass.city.ac.uk

Language: English - Date: 2015-03-02 10:59:13
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