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1by Benoit, Sylvain Colliard, Jean-Edouard Hurlin, Christophe Pérignon, Christophe Published in Review of Finance (01.03.2017)“...We review the extensive literature on systemic risk and connect it to the current regulatory debate. While we take stock of the achievements of this rapidly...”
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2by Shahzad, Syed Jawad Hussain Hernandez, Jose Areola Hanif, Waqas Kayani, Ghulam Mujtaba Published in Physica A (15.09.2018)“...We investigate the dynamics of efficiency and long memory, and the impact of trading volume on the efficiency of returns and volatilities of four major traded...”
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3by Michael Kumhof Romain Rancière Pablo Winant Published in The American economic review (01.03.2015)“...The paper studies how high household leverage and crises can be caused by changes in the income distribution. Empirically, the periods 1920-1929 and 1983-2008...”
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4by Brière, Marie Oosterlinck, Kim Szafarz, Ariane Published in Journal of asset management (01.11.2015)“...Bitcoin (BTC) is a major virtual currency. Using weekly data over the 2010-2013 period, we analyze a BTC investment from the standpoint of a US investor with a...”
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5by Bricongne, Jean-Charles Fontagné, Lionel Gaulier, Guillaume Taglioni, Daria Vicard, Vincent Published in Journal of international economics (01.05.2012)“...Global trade contracted quickly and severely during the global crisis. This paper uses a unique dataset of French firms to match export data to firm-level...”
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6by Uddin, Gazi Salah Hernandez, Jose Areola Shahzad, Syed Jawad Hussain Yoon, Seong-Min Published in International review of financial analysis (01.03.2018)“...This study investigates the efficiency of conventional and Islamic stock markets and their diversification potential by using multifractal de-trended...”
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7“...•We determine the events that cause large shocks in volatility of the DJIA index (1928–2010).•We use intervention analysis and GARCH model with a moving...”
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8by Benoit, Sylvain Hurlin, Christophe Pérignon, Christophe Published in Journal of financial intermediation (01.04.2019)“...In this paper, we identify several shortcomings in the systemic-risk scoring methodology currently used to identify and regulate Systemically Important...”
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9“...By using daily foreign exchange (fx) market data for five major currency pairs, this article shows that, especially since the beginning of the financial...”
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10“...In this paper, we put into perspective the recent literature which points to inequality as a possible cause of credit bubbles, by reintegrating it into a more...”
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11“...Does Islamic finance constitute a promising solution for the current global financial crisis and are Islamic financial innovations enough to reassure...”
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12by Trad, Naama Trabelsi, Mohamed Ali Goux, Jean François Published in European research on management and business economics (01.01.2017)“...The aim of this paper is to examine whether Islamic finance could be an alternative to the traditional financial system and could guarantee stability in times...”
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13by Gaies, Brahim Goutte, Stéphane Guesmi, Khaled Published in Applied economics letters (28.11.2019)“...This study suggests a new decomposition of the effect of foreign direct investment (FDI) on the long-term growth of developing countries. It reveals that FDI...”
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14by Charles, Amélie Darné, Olivier Kim, Jae H Published in International economics (Paris) (01.10.2017)“...This paper analyzes the degree of return predictability (or weak-form informational efficiency) of Dow Jones Islamic and conventional size and sector-indices...”
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15by Ülgen, Faruk Published in Journal of economic issues (03.04.2018)“...Drawing on the institutionalist approach to a capitalist economy as a money economy, I regard financial regulation and supervision as a collective action...”
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16“...We analyse the risk-taking behaviour of heterogenous intermediaries that are protected by limited liability and choose both their amount of leverage and the...”
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17by Addo, Peter Martey Billio, Monica Guégan, Dominique Published in The North American journal of economics and finance (01.12.2013)“...Identification of financial bubbles and crisis is a topic of major concern since it is important to prevent collapses that can severely impact nations and...”
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18by Bastidas, Daniel Bastidas, Daniel Fabre, Adrien Fabre, Adrien Mc Isaac, Florent Mc Isaac, Florent Published in Mathematics and financial economics (01.06.2019)“...This paper follows van der Ploeg (Metroeconomica 37(2):221–230, 1985)’s research program in testing both its extension of Goodwin (in: Feinstein (ed)...”
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19by Ugolini, Stefano Published in Journal of monetary economics (01.07.2014)“...•Bagehot argued that lifeboats are always suboptimal.•Assessing systemicness is difficult.•Too much information is required to offset undesirable...”
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20by Aboura, Sofiane Chevallier, Julien Published in Journal of international financial markets, institutions & money (01.09.2015)“...•Cross-market index of implied volatilities.•Factor-DCC modeling with automatic factors detection.•Over-representation of commodities (75%) in CVIX.•Superior...”