Results 1 to 10 of about 4,920,521 (309)
The Asian crisis contagion: A dynamic correlation approach analysis [PDF]
Panoeconomicus, 2009 In this paper we are testing for contagion caused by the Thai baht collapse of July 1997. In line with earlier work, shift-contagion is defined as a structural change within the international propagation mechanisms of financial shocks. We adopt Bai and Perron's (1998) structural break approach in order to detect the endogenous break points of the pair ...
Essahbi Essaadi +2 more
doaj +11 more sources
The correlation between stress and economic crisis: a systematic review
Neuropsychiatric Disease and Treatment, 2016 In 2008 a deep economic crisis started in the US and rapidly spread around the world. The crisis severely affected the labor market and employees' well-being. Hence, the aim of this work is to implement a systematic review of the principal studies that analyze the impact of the economic crisis on the health of workers.
MUCCI, NICOLA +4 more
semanticscholar +8 more sources
Correlation of financial markets in times of crisis [PDF]
Physica A: Statistical Mechanics and its Applications, 2012 Using the eigenvalues and eigenvectors of correlations matrices of some of the main financial market indices in the world, we show that high volatility of markets is directly linked with strong correlations between them. This means that markets tend to behave as one during great crashes. In order to do so, we investigate several financial market crises
Leonidas Sandoval Junior +1 more
semanticscholar +6 more sources
Financialization, crisis and commodity correlation dynamics [PDF]
Journal of International Financial Markets, Institutions and Money, 2013 Stronger investor interest in commodities may create closer integration with conventional asset markets. We estimate sudden and gradual changes in correlation between stocks, bonds and commodity futures returns driven by observable financial variables and time, using double smooth transition conditional correlation (DSTCC–GARCH) models.
Silvennoinen, Annastiina, Thorp, Susan
openaire +6 more sources
Correlations, Risk and Crisis: From Physiology to Finance [PDF]
SSRN Electronic Journal, 2009 We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under the load of similar factors is described: in crisis, typically, even before obvious symptoms of crisis appear, correlation increases, and, at the same time, variance (and volatility) increases ...
Gorban, AN, Tyukina, TA, Smirnova, EV
+9 more sources
Correlates of Resilience of Older People in Times of Crisis [PDF]
Innovation in Aging, 2021 Abstract Since the beginning of the Covid-19 pandemic, efforts have been made to shield older adults from exposure to the virus due to an age-related higher risk for severe health outcomes. While a reduction of in-person contacts was necessary in particular during the first months of the pandemic, concerns about the immediate and longer ...
Albert, Isabelle +4 more
openaire +2 more sources
In‐depth peripheral CD4+ T profile correlates with myasthenic crisis [PDF]
Annals of Clinical and Translational Neurology, 2021 AbstractObjectiveMyasthenia gravis (MG) is an autoimmune disease caused by autoantibodies against neuromuscular junctions. Myasthenic crisis (MC) represents the most severe state of MG with high in‐hospital mortality. We aimed to identify immune signatures using in‐depth profiling in MC, and to assess the correlations between immune biomarkers with ...
Xiao Huan +12 more
openaire +4 more sources
Economic Modelling, 2020 Abstract This paper investigates the influence of the spatial dimension on financial contagion in the subprime crisis based on adjusted and local correlation measures. Daily series of stock indexes of American and Asian countries are used from January 1, 2003, to December 30, 2011.
Zorgati, Imen, Lakhal, Faten
openaire +3 more sources
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis [PDF]
International Review of Financial Analysis, 2016 AbstractThis paper applies the vector AR-DCC-FIAPARCH model to eight national stock market indices' daily returns from 1988 to 2010, taking into account the structural breaks of each time series linked to the Asian and the recent Global financial crisis.
Karanasos, M, Yfanti, S, Karoglou, M
openaire +4 more sources
How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads? [PDF]
SSRN Electronic Journal, 2013 We investigate the pairwise correlations of 11 U.S. fixed income yield spreads over a sample that includes the Great Financial Crisis of 2007-2009. Using cross-sectional methods and nonparametric bootstrap breakpoint tests, we characterize the crisis as a period in which pairwise correlations between yield spreads were systematically and significantly ...
Silvio Contessi +2 more
openaire +4 more sources