Results 291 to 300 of about 1,918,468 (315)
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The Spread Nightmare: Financial Crises and Happiness
SSRN Electronic Journal, 2012The life satisfaction literature has boomed in the last decades since economists have access to more accurate databases allowing to test the impact of alternative variables on subjective well-being. A still unexplored issue is the relationship between financial crises and life satisfaction, due to the difficulty of collecting aggregate information at ...
L. Becchetti, G. Marini, Aurora Murgea
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Contagion: Why Crises Spread and How This Can Be Stopped
, 2001The financial turbulence that hit many East Asian countries in 1997, and then spread to other parts of the world, continued unabated in the fall of 1998. Russia defaulted on its debt as confidence in global financial markets evaporated. The turmoil next hit developed countries’ capital markets, dramatically altering the (relative) pricing of many ...
S. Claessens, R. Dornbusch, Y. Park
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Credit Spreads, Financial Crises, and Macroprudential Policy
American Economic Journal: Macroeconomics, 2022Credit spreads display occasional spikes and are more strongly countercyclical in times of elevated financial stress. Financial crises are extreme cases of this nonlinear behavior, featuring skyrocketing credit spreads, sharp losses in bank equity, and deep recessions. We develop and estimate a macroeconomic model with a banking sector in which banks’
Akinci, Ozge, Queralto, Albert
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IEEE Transactions on Knowledge and Data Engineering, 2023
In networked-loans, guarantor enterprises have a legal duty to repay debt to the commercial bank when the guaranteed borrower enterprise defaults (fail to repay).
Dawei Cheng +3 more
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In networked-loans, guarantor enterprises have a legal duty to repay debt to the commercial bank when the guaranteed borrower enterprise defaults (fail to repay).
Dawei Cheng +3 more
semanticscholar +1 more source
Cross-Hedging Strategies between CDS Spreads and Option Volatility during Crises
SSRN Electronic Journal, 2014Abstract This paper presents a joint analysis of the term structure of credit default swap (CDS) spreads and the implied volatility surface for five European countries from 2007 to 2012, a sample period covering both the Global Financial Crisis (GFC) and the European debt crisis.
José Da Fonseca, Katrin Gottschalk
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An analysis of global credit risk spreads during crises
Managerial Finance, 2012PurposeThe purpose of this paper is to model the components of credit risk in primary debt markets and evaluate changes in these factors in times of crisis.Design/methodology/approachThe authors use a unique dataset consisting of nearly 163,000 new loans and bond issues in the USA and internationally during the period January 1992 through December 2005.
Irvin W. Morgan, James P. Murtagh
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, 2022
This book addresses the consequences of legitimacy in global governance, in particular asking: when and how do legitimacy crises affect international organizations (IOs) and their capacity to rule.
Thomas Sommerer +3 more
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This book addresses the consequences of legitimacy in global governance, in particular asking: when and how do legitimacy crises affect international organizations (IOs) and their capacity to rule.
Thomas Sommerer +3 more
semanticscholar +1 more source
Spreads and bank ratings in the Euro area sovereign debt crises
Global Economic Modeling, 2018Since the inception of the Euro in 1999 there have been unprecedented movements in sovereign spreads. This has been particularly true since the beginning of the financial crises in 2008. This chapter summarizes the work in a series of papers which have examined the determinants of spreads between the 10-year benchmark government bond and the German 10 ...
Heather D. Gibson +2 more
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“Whatever it Takes!” How Tonality of Tv-News Affects Government Bond Yield Spreads During Crises
2023Are government bond risk premia affected by TV news in addition to the effect of the original event reported? We analyze 1,209,566 human-coded news items from newscasts aired by leading TV stations in Europe and the US between January 2007 and November 2016.
Hirsch, Patrick +3 more
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Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates [PDF]
SSRN Electronic Journal, 2011 This paper tests for the transmission of the 2007-2010 financial and sovereign debt crises to fifteen EMU countries. We use daily data from 2003 to 2010 on country financial and non-financial stock market indexes. First, we find strong evidence of crisis transmission to European non-financials from US non-financials, whereas the increase in dependence ...
Theoharry Grammatikos, Robert Vermeulen
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