Results 61 to 70 of about 27,612 (205)
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
Contagion and downside risk in the REIT market during the subprime mortgage crisis
International Journal of Strategic Property Management, 2015 This study empirically tests the contagion effects in stock and real estate investment trust (REIT) markets during the subprime mortgage crisis by using daily stock- and REIT-markets data from the following countries and international bodies: the United ...
Ming-Chi Chen +3 more
doaj +1 more source
Subprime mortgages and the housing bubble [PDF]
This paper explores the link between the house-price expectations of mortgage lenders and the extent of subprime lending. It argues that bubble conditions in the housing market are likely to spur subprime lending, with favorable price expectations easing
Jan K. Brueckner +2 more
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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
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
America's Rental Housing: The Key to a Balanced National Policy [PDF]
, 2008 Examines the impact of the subprime mortgage crisis on low-income renters, including the demographic and foreclosure-driven demand for rentals, slowing construction, and growing rent burdens.
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Economic distress and voting: evidence from the subprime mortgage crisis
Political Science Research and Methods, 2017 AbstractWe use nationwide deed-level records on home foreclosures to examine the effects of economic distress on electoral outcomes and individual voter turnout. County-level difference-in-differences estimates show that counties that suffered larger increases in foreclosures did not punish or reward members of the incumbent president's party more than
Yoder, Jesse +2 more
openaire +3 more sources
Spotlight: Texas subprime mortgages: metros vary on risky loans--and delinquencies [PDF]
The current financial crisis has brought a severe decline in subprime mortgage lending. Like the nation, Texas and its metros still have exposure to existing loans.
Anil Kumar, Wenhua Di
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Pengaruh Pasar Modal Amerika Terhadap Pasar Modal Lima Negara ASEAN Pada Kondisi: Sebelum, Saat, Dan Sesudah Krisis Subprime Mortgage [PDF]
, 2016 This study is conducted to determine the impact of U.S. stock market on ASEAN five stock markets before, during, and after subprime mortgage crisis. The data is composed of daily closing stock price over the period from January 1st 2000 – June 1st 2007
Setiawan, B. (Budi), Taufik, T. (Taufik)
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