Results 11 to 20 of about 699,825 (321)
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.
Essaadi Essahbi +2 more
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The correlation between stress and economic crisis: a systematic review
Neuropsychiatric Disease and Treatment, 2016 Nicola Mucci,1 Gabriele Giorgi,2 Mattia Roncaioli,3 Javier Fiz Perez,2 Giulio Arcangeli11Department of Experimental and Clinical Medicine, University of Florence, Florence, 2Department of Psychology, European University of Rome, Rome, 3Department of ...
Mucci N +4 more
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Stock Markets Correlation: before and during the Crisis Analysis [PDF]
Theoretical and Applied Economics, 2011 The article studies the correlations between the stock markets of the greatest financial centers in the world, namely New York, London and Tokyo, in two different time intervals, namely before the global crisis that erupted in 2007 and during it, in ...
Ioana MOLDOVAN
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Implied correlations of iTraxx tranches during the financial crisis [PDF]
, 2010 Implied Base Correlations of Single-tranche CDOs on standardized Credit Indices such as the iTraxx Europe have been used in the credit derivatives market for price communication.
Heidorn, Thomas, Kahlert, Dennis
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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
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Economic Modelling, 2019 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.
Imen Zorgati, Faten Lakhal
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Correlating stock exchange indices under both normal and financial crisis conditions [PDF]
Theoretical and Applied Economics, 2012 Until the years 1980 the financial crisis were considered as being limited to the level of the capital market (individually), without bearing a systemic character.
Gabriela-Victoria ANGHELACHE +1 more
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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
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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
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SSRN Electronic Journal, 2014 This paper proposes several frameworks to estimate the appropriate default correlations for structured products, each of which jointly considers the role of co-movements in modeled risk characteristics and un-modeled systematic risk, or 'frailty'. We contrast our estimates with credit rating agencies' default correlation assumptions, which were only 0 ...
John M. Griffin, Jordan Nickerson
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