Contagion of us subprime mortgage crisis to Colombian economy: measured by financial market data
Suma de Negocios, 2011 The long-horizon event study methodology is used to document the severe impact of the US subprime mortgage crisis on the Colombian economy. The estimated parameter of a constantmean return model is used to derive the “abnormal return” on the market ...
Chu V. Nguyen +2 more
doaj
Eastern European Equity Markets and the Subprime Crisis Does Emerging Europe Still Offer Diversification Benefits? [PDF]
The stock markets in Eastern Europe went through a period of rapid growth. Those which joined the EU had to integrate with Western Europe on various levels, which had important implications for their equity price development during the subprime mortgage ...
Kinga Niemczak
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Crisis transmission degree measurement under crisis propagation model. [PDF]
SN Bus Econ, 2023 Belghith IB, Hallara S, Jilani F.
europepmc +1 more source
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities [PDF]
The misevaluation of risk in securitized ?nancial products is central to understand- ing the Financial Crisis of 2007-2008. This paper characterizes the evolution of factors a¤ecting collateralized debt obligations (CDOs) based on subprime mortgages.
Dungey, Mardi +2 more
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Reflections on the International Dimensions and Policy Lessons of the U.S. Subprime Crisis [PDF]
The financial press has often characterized the 2007-2008 United States subprime mess as a new breed of crisis. Indeed, this view often points to the international repercussions of the U.S.-based crisis as evidence that the globalization of financial ...
Reinhart, Carmen
core +1 more source
The Central Role of Home Prices in the Current Financial Crisis: How Will the Market Clear? [PDF]
macroeconomics, financial crisis, subprime, house, home, market ...
Karl E. Case
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Acumulación de reservas internacionales en economías emergentes
Cuadernos de Economía, 2011 Este documento analiza la racionalidad de mantener reservas internacionales, las cuales se usan como un tipo de seguro ante problemas de financiamiento externo y para intervenir en el tipo de cambio.
De Gregorio José
doaj
Correlation, CDOs of ABS and the subprime crisis. [PDF]
systemic risks; high correlation regimes; subprime crisis;
Lardy, Jean-Pierre +2 more
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Time point and scale measurement of carbon sink trading market risk based on catastrophe entropy and potential function. [PDF]
Environ Sci Pollut Res Int, 2023 Yang X, Yang Z, Mi J, Li J.
europepmc +1 more source
Contagion effects of the US Subprime Crisis on Developed Countries [PDF]
This study assesses whether capital markets of developed countries reflect the effects of financial contagion from the US subprime crisis and, in such case, if the intensity of contagion differs across countries.
Carlos Mendes +2 more
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