Results 61 to 70 of about 744 (158)
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
Dynamics Trends of Russians’ Mortgage Debt in Tightening Macroprudential Policy
Учёт. Анализ. АудитThe Bank of Russia’s macroprudential measures, implemented since 2021, target the growth and structure of Russian household mortgage debt. Tightening these measures over the past three years actualise of the effectiveness and validity of this policy of ...
S. G. Bychkova +2 more
doaj +1 more source
A Reserve Army of Timber: The Racialised Regime of Private Forest Lands in British Columbia
Antipode, Volume 58, Issue 1, January 2026.Abstract This article tells the story of how a massive belt of private forest land located on the eastern seaboard of Vancouver Island has functioned as a “reserve army” of timber that private capital has drawn on when they have found themselves increasingly constrained in their operations on Crown land.
Michael Ekers
wiley +1 more source
Jurnal Aplikasi Bisnis dan Manajemen, 2018 The purpose of this study was to analyze the effect of foreign external factors i.e. foreign stock market indicies, world gold prices, and global economic crisis, and domestic external factors i.e. macroeconomic indicators on IHSG.
Aditya Aditya +2 more
doaj +1 more source
Testing Mean Stability of Heteroskedastic Time Series
Journal of Time Series Analysis, Volume 47, Issue 1, Page 182-200, January 2026.ABSTRACT Time series models are often fitted to the data without preliminary checks for stability of the mean and variance, conditions that may not hold in much economic and financial data, particularly over long periods. Ignoring such shifts may result in fitting models with spurious dynamics that lead to unsupported and controversial conclusions ...
Violetta Dalla +2 more
wiley +1 more source
Reputational Damage of Bank Misconduct: The Role of Regulation and ESG Performance
Financial Review, Volume 60, Issue 4, Page 1359-1387, November 2025.ABSTRACT This study investigates the reputational losses incurred by banks due to detected misconduct and the impact of bank ESG performance on this reputational damage. We use a unique dataset of 400 fines assigned to 39 European listed banks from 2009 to 2022 by US and EU regulatory agencies.
Alessandro Carretta +2 more
wiley +1 more source
Fractional Gaussian Noise: Spectral Density and Estimation Methods
Journal of Time Series Analysis, Volume 46, Issue 6, Page 1146-1174, November 2025.The fractional Brownian motion (fBm) process, governed by a fractional parameter H∈(0,1)$$ H\in \left(0,1\right) $$, is a continuous‐time Gaussian process with its increment being the fractional Gaussian noise (fGn). This article first provides a computationally feasible expression for the spectral density of fGn.
Shuping Shi, Jun Yu, Chen Zhang
wiley +1 more source
SAGE OpenThis study explores how uncertainties in domestic financial markets, including stocks, bonds, and exchange rates, as well as global crises like the subprime mortgage and European sovereign debt crises, affect the dynamic correlation between the ...
Farid Irani +3 more
doaj +1 more source
Improving the Process of Early-Warning Detection and Identifying the Most Affected Markets: Evidence from Subprime Mortgage Crisis and COVID-19 Outbreak-Application to American Stock Markets. [PDF]
Entropy (Basel), 2022 Elsegai H.
europepmc +1 more source
Homeownership and Nontraditional and Subprime Mortgages
Housing Policy Debate, 2017 AbstractThis article documents the growth and geographic distribution of nontraditional mortgages (NTMs) and subprime mortgages during 2000-2006, and examines the association between these products and homeownership at the county level between 2000 and 2012.
Acolin, Arthur +3 more
openaire +3 more sources