Marchés financiers: working papers (17/05/2011)

Source : NEP (New Economics Papers) | RePEc

  1. Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis

Date:

2011-03-29

By:

Rabah Arezki
Bertrand Candelon
Amadou N. R. Sy

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/68&r=fmk

Keywords:

Announcements , Bonds , Capital markets , Credit , Cross country analysis , Eastern Europe , Financial crisis , Public information notices , Sovereign debt , Spillovers , Press Releases ,
  1. A network analysis of global banking:1978-2009

Date:

2011-04-04

By:

Camelia Minoiu
Javier A. Reyes

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/74&r=fmk

Keywords:

Banking crisis , Capital flows , Cross country analysis , Emerging markets , Financial crisis , International banking , Loans ,
  1. This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis

Date:

2011-05

By:

Fahlenbrach, Rudiger (Ecole Polytechnique Federale de Lausanne)
Prilmeier, Robert (OH State University)
Stulz, Rene M. (OH State University)

URL:

http://d.repec.org/n?u=RePEc:ecl:ohidic:2011-10&r=fmk

JEL:

G21
  1. A new model-based approach to measuring time-varying financial market integration

Date:

2011-04

By:

T. BERGER
L. POZZI

URL:

http://d.repec.org/n?u=RePEc:rug:rugwps:11/714&r=fmk

Keywords:

financial markets, integration, factor model, unobserved component, GARCH

JEL:

G15
  1. Volatility in EMU sovereign bond yields: Permanent and transitory components

Date:

2011-04

By:

Simón Sosvilla-Rivero (Departmento de Economía Cuantitativa, Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid)
Amalia Morales-Zumaquero (Departamento de Teoría e Historia Económica, Facultad de Ciencias Económicas y Empresariales, Universidad de Málaga)

URL:

http://d.repec.org/n?u=RePEc:aee:wpaper:1103&r=fmk

Keywords:

Conditional variance, Component model, Cluster analysis, Sovereign bond yields, Economic and Monetary Union

JEL:

C32

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