Search results for "GVAR"

Bank fragility and contagion: Evidence from the bank CDS market

2016

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) data, we provide a framework for the evaluation of contagion among banks in different countries and regions during a period of prolonged financial distress. We measure contagion in terms of return spillovers, following a Generalized VAR (GVAR) approach. In addition, we propose an innovative framework to distinguish between two types of contagion: systematic (linked to global factors), and idiosyncratic (linked to bank specific factors). We find evidence of both types of co…

Latviešu sarkangvardu faktors Petrogradā no 1917.gada maija līdz novembrim

2020

Bakalaura darba ‘’Latviešu sarkangvardu faktors Petrogradā no 1917.gada maija līdz novembrim’’ mērķis ir, balstoties uz Latvijā pieejamiem nepublicētiem un publicētiem avotiem, konstatēt latviešu sarkangvardu darbības nozīmi Petrogradā 1917.gadā, kad lieliniecisko ideju popularitāte sāka strauji pieaugt, radikalizējot sabiedrību un aktualizējot bruņotā atbalsta nozīmīgumu. Padomju laikā ir izveidojies priekšstats par latviešu sarkangvardu nozīmi Oktobra apvērsuma sagatavošanā un īstenošanā. Secinājumos tiek parādīts, ka latviešu sarkangvardu loma Petrogradā 1917.gadā ir pārspīlēta un latvieši tajā spēlējuši statistu, nedirefencētas ļaužu masas lomu.

How credit ratings affect sovereign credit risk: cross-border evidence in Latin American emerging markets

2017

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 GVAR methodology using data from six Latin American emerging countries during an extensive sample period from 2004 to 2014. Our findings show evidence for the existence of significant and asymmetric cross-border effects. In particular, a competition effect is observed before the event occurs, indicating that non-event countries suffer (benefit) from upgrades (downgrades) in Brazil, Mexico and Chile (in Argentina and Brazil). In contrast, an imitation effect is observed after…

Ingvar the Far-Travelled: between the Byzantium and Caucasus. A Maritime Approach to Discussion

2019

The Journey to the East of the Viking Ingvar the Far-Traveled is one of the events that fit into the history of medieval relations of the Scandinavians with the world of Byzantium. It was a fateful expedition taking place between 1036 and 1041, and to this day it is a source of many controversies and speculations of researchers. The findings of the present paper suggest that the journey did not necessarily proceed to the lands of the Saracens or Byzantium but may have been part of the game played by Constantinople with its ally Tmutarkan, which opposed Jaroslav the Wise, these events unfolding in the north-eastern waters of the Black Sea.

Alma Mater: 2012/Pavasaris

2012

Jekaterinai Ripai veltīto apsveikumu kolekcija

2018

Raksts par vēsturnieci, bijušo Latvijas Valsts Universitātes Vēstures un filoloģijas fakultātes dekāni (1961-1963) un Studentu zinātniskās biedrības sekcijas zinātnisko vadītāju docenti Jekaterinu Ripu (1902-1993) un viņai veltīto vēstuļu un apsveikumu kolekciju, kas glabājas Latvijas Universitātes Muzeja Vēstures kolekcijā.