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Volatility spillovers in the European bank CDS market
(Elsevier, 2015)
info:eu-repo/semantics/article,
From the 2007 subprime crisis to the recent Eurozone debt crisis,the banking industry has experienced terrible financial instabilitywith increasing volatility levels of bank default probability. UsingEuropean CDS spreads ...
Has the global financial crisis had different effects on innovation performance in the agri-food sector by comparison to the rest of the economy?
(Elsevier, 2016)
info:eu-repo/semantics/article,
Background. The globalization and expansion of financial markets and the current economic crisis are changing the rules. Innovation has ceased to be part of the business strategy in many companies. However, in other companies ...
Bank fragility and contagion: evidence from the bank CDS market
(Elsevier, 2016)
info:eu-repo/semantics/article,
Understanding how contagion works among financial institutions is a top priority for regulators and policy makers who aim to foster financial stability and to prevent financial crises. Using bank credit default swap (CDS) ...
The joint cross-sectional variation of equity returns and volatilities
(Elsevier, 2017)
info:eu-repo/semantics/article,
This paper analyzes the determinants of the simultaneous cross-sectional variation of return and volatility risk premia. Independently of the model specification employed, the estimated risk premium associated with the ...
The cross-sectional variation of volatility risk premia
(Elsevier, 2016)
info:eu-repo/semantics/article,
This paper analyzes the determinants of the cross-sectional variation of the average volatility risk premia for a representative set of portfolios sorted by volatility risk premium beta. The market volatility risk premium ...
How credit ratings affect sovereign credit risk: cross-border evidence in Latin American emerging markets
(Elsevier, 2016)
info:eu-repo/semantics/article,
This article builds upon previous literature by providing a better understanding of how contagion changes in bordering sovereign CDS emerging markets resulting from credit rating events. To that end, we follow the novel ...
Estimating the elasticity of intertemporal substitution with leverage
(Elsevier, 2017)
info:eu-repo/semantics/article,
Following the recent literature on intermediary asset pricing models, this paper argues that the marginal utility of wealth of financial intermediaries can be used to generate enough volatility and counter-cyclicality on ...
The influence of ethnocentricity in purchase behavior and ethnocentric attitudes
(North American Business Press, 2016)
info:eu-repo/semantics/article,
This research examines the effect of Consumer Ethnocentricity (CE) under
conditions of persistent financial crisis. The conceptual underpinnings of
CE imply that consumers, at least some, respond to foreign goods
negatively ...
Researching the entrepreneurial behaviour of new and existing ventures in European agriculture
(Springer, 2017)
Artículo / Artikulua,
This study analyzes differences existing between new and established agri-entrepreneurs as well as differences in relation to their counterparts in non-agricultural ventures. This study uses the resource-based view and ...
Banking stability, competition, and economic volatility
(Fundación de Cajas de Ahorros (FUNCAS), 2014)
Artículo / Artikulua,
The paper analyzes the influence of banking stability on the volatility of industrial value added and how it varies across 110 countries depending on bank market competition and bank-firm relationships. We find that banking ...