Regression results for before the financial crises (DV: LnCCID)
Sovereign Credit Ratings Before and After Financial Crises
... For Institutional Investor, for which there is a continuous time series, we regress the six- month change in the credit rating index on the crisis dummy variable (both currency and banking), which takes on the value of ...
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Sovereign Credit Ratings Before and After Financial Crises
... For Institutional Investor, for which there is a continuous time series, we regress the six- month change in the credit rating index on the crisis dummy variable (both currency and banking), which takes on the value of ...
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The Role of Islamic Financial Engineering in Minimizing Global Financial Crises Results on Islamic Banking
... world financial crisis on India , specifically on the Indian banks," the study shows that the global financial crisis originated in the United States, when the banks providing loans Finance and facilities ...
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Economic Crises in the Results of the Non-Financial Corporations Sector in the Czech Republic
... Diff erences between the Czech non-fi nancial corporations in the two crises, distant from each other in time, may be described with the aid of a number of relative indices immediately (i.e., in the defi nitions ...
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International financial crises.
... time. Results It is hard to argue that the estimation succeeded in making a clear distinction between the probability and the expected magnitude of the devaluation (figure ...
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Mortality and financial crises
... economic crises on health outcomes. We forward our results with caution as we are aware of the limitations of cross country studies and the constraints that stem from patchy data coverage, yet we also ...
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On the epidemic of financial crises
... above results were obtained using the MCMC algorithm described in Section ...reported results we started the algorithm from the two ‘extremes’ in the graph space, that is, a complete graph where all ...
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On the epidemic of financial crises
... the crises of the seventies and increases to almost a half in the case of the 1997 crisis, with the length of the corresponding intervals also ...currency crises tend to be mostly regional, only a model ...
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Are financial crises alike?
... of crises that have occurred which are potentially too small to be able to model ...the results on these crises additional dummy variables are also included into the VAR ...
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Essays on financial contagion and financial crises
... Our results argue that systematic contagion effects are being adequately tack- led with current policy responses – they are not significantly affecting the prob- ability of a domestic banking crisis emerging as a ...
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Financial Globalization, Financial Crises and Contagion
... total financial assets and net Treasury securities, as shown in the bottom panel of Figure ...total financial assets (which include non-credit assets like equity), and ...total financial assets hover ...
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Three essays on financial crises
... numerical results show that the number of systemic defaults is larger with bigger ...0.4, results in default for top ...numerical results above, the top 6 percent of agents will ...the ...
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Financial Crises and Economic Activity
... past crises in our ...yields results similar to those reported above, with one ...The results for Spain and Ireland are most affected, with a predicted length that is 2-3 quarters shorter, depth that ...
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Transparency, Liberalization and Financial Crises
... presents results of a probit model where the dependent variable takes the value of 1 during years with a financial crises and 0 otherwise (excluding 5 years after the crises starts or while ...
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Financial Crises and Political Crises
... Comments are welcome. I am grateful to Princeton University for its hospitality and financial support. Also, I thank Michael Bordo, Charles Engel, Ken Rogoff, Will Roberds, Andres Velasco, and seminar participants ...
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Financial crises
... Financial crises Allan M Malz allan malz@riskmetrics com RiskMetrics Group Risk 2001 Europe April 11, 2001 Overview ? What are market crises? ? Market crises and risk models ? Expectations and market[.] ...
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Financial Markets and Financial Crises
... Starting in July 1946, the price level began to rise. The end of price control, in conjunction with European demands for American exports, pushed up U.S. wholesale prices by 25 per cent [r] ...
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Financial Markets and Financial Crises
... This infusion is the amount of capital needed to bring core capital (RAP capital) to 1.5 percent of tangible assets (8 percent of risk-weighted assets), $58 billion ($71 billion) for thr[r] ...
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Financial Markets and Financial Crises
... This PDF is a selection from an out-of-print volume from the National Bureau of Economic Research Volume Title: Financial Markets and Financial Crises Volume Author/Editor: R. Glenn Hubbard, editor ...
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Financial Markets and Financial Crises
... The increase in uncertainty and the rise in interest rates would magnify the adverse selection-lemons problem in the credit markets, while the decline in the stock market increased agenc[r] ...
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