Search results for " financial market"

showing 10 items of 31 documents

The Real Effect of Financial Crises in the European Transition Economies

2010

Working Paper GATE 2009-20; International audience; The aim of this work is to assess the impact of financial crises on output for 11 European transition economies (CEECs). The results suggest that financial crises have a significant and permanent effect, lowering long-term output by about 17 percent. The effect is more important in smaller countries, with relative higher dependence on external financing, and in which the banking sector noticed more important financial disequilibria. We also found that fiscal policy measures have been the most efficient tools in dealing with the crises, while the role of monetary policy instruments has been rather blinded. Exchange rate resulted to be more …

CrisesFinancial CrisisOutput GrowthCEECsOutput GrowthFinancial CrisisCEECsJEL: G - Financial Economics/G.G1 - General Financial MarketsJEL: E - Macroeconomics and Monetary Economics/E.E6 - Macroeconomic Policy Macroeconomic Aspects of Public Finance and General Outlook[SHS.ECO]Humanities and Social Sciences/Economics and Finance
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Determinants of Sub-Sovereign Government Ratings In Europe

2017

The aim of this paper is to identify the determinantsof the rating assigned to sub-sovereignentities in Germany, Austria, Belgium, France,Italy and Spain, using a total of 92 territorial entitiesfor the 1989-2012 period. Multinomial orderedprobit estimation models were estimatedfor each specifi cation and agency.We conclude that the country’s rating is oneof the most important determinants of regionalgovernment’s ratings with a positive infl uence(as expected), and that the country debt/GDPratio is a stronger determinant for regions thantheir own indebtedness with a negative sign.Other relevant variables are population growthrate, unemployment rate, elderly people weight,regional public exp…

ECONOMIA APLICADAEconomic growthPublic AdministrationStrategy and Managementmedia_common.quotation_subjectPopulationPublic expenditureMultinomial ordered probitSub-sovereignsJF20-2112Debt0502 economics and businessRatingEconomicsUnemployment rateElderly peoplePopulation growthrating sub-sovereign entities multinomial ordered probit international fi nancial markets.050207 economicseducationmedia_commonSovereign stateInternational Financial MarketsEstimationeducation.field_of_study050208 finance05 social sciencesDemographic economicsPolitical institutions and public administration (General)Transylvanian Review of Administrative Sciences
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Long-term ecology of investors in a financial market

2018

AbstractThe cornerstone of modern finance is the efficient market hypothesis. Under this hypothesis all information available about a financial asset is immediately incorporated into its price dynamics by fully rational investors. In contrast to this hypothesis many studies have pointed out behavioral biases in investors. Recently it has become possible to access databases that track the trading decisions of investors. Studies of such databases have shown that investors acting in a financial market are highly heterogeneous among them, and that heterogeneity is a common characteristic of many financial markets. The article describes an empirical study of the daily trading decisions of all Fi…

Ecology Financial market.050208 financeEcologyInvestment strategyFinancial assetGeneral Arts and Humanities05 social sciencesFinancial marketGeneral Social SciencesBehavioral economicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Efficient-market hypothesislcsh:Social Scienceslcsh:HAdaptive market hypothesis0502 economics and businessInvestment styleBusiness050207 economicsEmpirical evidenceGeneral Economics Econometrics and FinanceGeneral Psychology
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Volatility transmission patterns and terrorist attacks

2009

The objective of this study is to analyze volatility transmission between the US and Eurozone stock markets considering the effects of the September 11, March 11 and July 7 financial crises. In order to do this, we use a multivariate GARCH model and take into account the asymmetric volatility phenomenon, the non-synchronous trading problem and the crises themselves. Moreover, a graphical analysis of the Asymmetric Volatility Impulse-Response Functions (AVIRF) is introduced, which takes into consideration the crisis effect. Results suggest that there is bidirectional and asymmetric volatility transmission and show the different impact that terrorist attacks had on both markets. El objetivo d…

Estadística matemàticaTheorieanwendungtransmissions de volatilitatFinancial economicsEconomicsAutoregressive conditional heteroskedasticitymercados financieros internacionalesMercados financieros internacionales; Crisis financieras; GARCH multivariante; Transmisión de volatilidad. International financial markets; Stock market crisis; Multivariate GARCH; Volatility spillovers.theory applicationMultivariate garch modelOrder (exchange)Volatility swapFinances internacionalsEconomicsEconometricsddc:330multivariate GARCHcrisis del mercado de valorescrisi del mercat de valorsRisk managementInternational financeStock (geology)Economic Statistics Econometrics Business InformaticsMercat Investigacióvolatility spilloversmercats financers internacionalsbusiness.industryinternational financial marketsFinancial marketWirtschaftstock market crisisjel:C32jel:F30Political EconomyMathematical statisticsjel:G15Estadística matemáticaVolatility Modelling Multivariate Volatility GARCH models International Finance International Asset Pricing Risk ManagementVolkswirtschaftslehreTerrorismWirtschaftsstatistik Ökonometrie WirtschaftsinformatikGraphical analysisVolatility (finance)businessVolatility transmissionGeneral Economics Econometrics and FinanceFinancederrames de volatilidad
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Using the Scaling Analysis to Characterize Financial Markets

2003

We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices and Bond futures across different financial markets. We study the scaling behaviour of the time series by using a generalized Hurst exponent approach. We verify the robustness of this approach and we compare the results with the scaling properties in the frequency-domain. We find evidence of deviations from the pure Brownian motion behavior. We show that these deviations are associated with characteristics of the specific markets and they can be, therefore, used to distinguish the different degrees of development of the markets.

FOS: Economics and businessStatistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)jel:G1Quantitative Finance - Statistical FinanceFOS: Physical sciencesCondensed Matter - Statistical Mechanicsscaling exponents time series analysis multi-fractals financial market
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Access to Finance: Baltic Financial Markets

2014

Abstract Access to finance is considered one of the main obstacles to successful financial market development. Access to finance was second-ranked most pressing problem faced by companies in the Euro Area and one of the main barriers to company's innovation capacity. The study results highlight the need to recognize that countries require sound and well-functioning financial markets. Only in this case financial markets can provide much needed sources of investments such as sound banking loans, properly regulated securities exchanges, venture capital, and other resources.

Financebusiness.industryBaltic financial marketsFinancial intermediaryGeography of financeGeneral EngineeringEnergy Engineering and Power TechnologyFinancial systemStock marketsLoansVenture capitalIndirect financeEconomicsAccess to financeStructured financeAccess to financebusinessFinancial market efficiencyCapital marketSocial studies of financeProcedia Economics and Finance
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Wine - investment: a profitable alternative investment or a simple long term pleasure?

2014

International audience; The purpose of this work is twofold: - to make a first historic analysis of performance through an investment in wine by comparing its performance with those that would have been possible to obtain at the same time by providing financial term investments; - to introduce the regional diversity of performance by considering the situation in the three selected geographic areas.

JEL: D - Microeconomics/D.D4 - Market Structure Pricing and Design/D.D4.D44 - AuctionsJEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q1 - Agriculture/Q.Q1.Q11 - Aggregate Supply and Demand Analysis • PricesJEL : G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment DecisionsJEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions[ SHS.ECO ] Humanities and Social Sciences/Economies and finances[SHS.ECO]Humanities and Social Sciences/Economics and Finance[SHS.ECO] Humanities and Social Sciences/Economics and FinanceJEL : Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q1 - Agriculture/Q.Q1.Q11 - Aggregate Supply and Demand Analysis • PricesJEL : D - Microeconomics/D.D4 - Market Structure Pricing and Design/D.D4.D44 - Auctions
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Can an unglamorous non-event affect prices? The role of newspapers

2016

AbstractOur paper offers evidence that the print media can affect stock prices by covering public information. After price-to-book value figures of Italian listed shares were first published on the major national financial newspaper, the prices of value stocks did, on average, show a positive reaction. The price reaction was limited to small caps stocks and disappeared within three weeks. Over the period of analysis, we could not find any abnormal behaviour of the returns of small and value stocks on other European markets. These findings support the view that newspapers play a role in disseminating information to small investors and grabbing their attention, even if news are continuously r…

Macroeconomicsevent studieEconomics and EconometricsMarket efficiencyPositive reactionSettore SECS-P/05 - EconometriainattentionMonetary economicsmedi and and financial marketNewspaperlcsh:Financelcsh:HG1-99990502 economics and businessddc:330EconomicsC58050207 economicsmedia and financial marketsStock (geology)Public informationMedia and financial market050208 financeG14Print medialcsh:Economic theory. Demographymarket efficiency05 social sciencesMarket efficiencyEvent studymarket efficiency; inattention; media and financial markets; event studies; wild boostraplcsh:HB1-3840Price reactionInattentionwild boostrapevent studiesFinanceCogent Economics & Finance
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Role of noise in a market model with stochastic volatility

2006

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…

Noise inducedProbability theory stochastic processes and statisticFOS: Physical sciencesEconomicFOS: Economics and businessStochastic differential equationStatistical physicsMarket modelCondensed Matter - Statistical MechanicsEconomics; econophysics financial markets business and management; Probability theory stochastic processes and statistics; Fluctuation phenomena random processes noise and Brownian motion; Complex SystemsMathematicsFluctuation phenomena random processes noise and Brownian motionStatistical Finance (q-fin.ST)Stochastic volatilityStatistical Mechanics (cond-mat.stat-mech)Cubic nonlinearityQuantitative Finance - Statistical FinanceComplex SystemsWhite noiseDisordered Systems and Neural Networks (cond-mat.dis-nn)Condensed Matter - Disordered Systems and Neural NetworksCondensed Matter PhysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Electronic Optical and Magnetic MaterialsHeston modelVolatility (finance)econophysics financial markets business and management
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Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices

2006

I consider the problem of the optimal limit order price of a financial asset in the framework of the maximization of the utility function of the investor. The analytical solution of the problem gives insight on the origin of the recently empirically observed power law distribution of limit order prices. In the framework of the model, the most likely proximate cause of this power law is a power law heterogeneity of traders' investment time horizons .

Physics - Physics and SocietyQuantitative Finance - Trading and Market MicrostructureFinancial assetFOS: Physical sciencesFunction (mathematics)MaximizationPhysics and Society (physics.soc-ph)Condensed Matter PhysicsInvestment (macroeconomics)Power lawElectronic Optical and Magnetic MaterialsTrading and Market Microstructure (q-fin.TR)FOS: Economics and businesssymbols.namesakeProximate and ultimate causationUtility maximization problemsymbolsEconometricsEconomicsPareto distributioneconophysics financial markets business and management
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