Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 14 of 14 for “"Contagion Effects"”.
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Investor Behavior Surrounding Trading Halts: Short Sales, Predation and Contagion Effects
… The second essay investigates if a short-selling contagion effect exists for contemporaries of firms experiencing a trading halt. Although trading suspensions represent a firm-specific event, they may be vieas 'contagious' in the sense that they possess information relevant to other firms in the …
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Hostile attribution bias in children and adolescents
… from a number of studies demonstrates the effects of socialisation or peer contagion on children’s aggressive and anti-social behaviour (Prinstein & Dodge, 2008; Thornberry & Krohn, 1997), currently no studies have examined peer contagion effects on hostile attribution bias. The empirical …
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Essays on the Economics of the Gulf Cooperation Council : Islamic Banking and Financial Contagion.
… Islamic banks are less likely to be affected by contagion effects found with conventional banking. The study offers the first application of survival analysis in comparing the failure risk of Islamic and conventional banks. From comparisons between the financial sector (stock markets) of the GCC …
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Essays on International Stock and Bond Returns
… and bonds. The first chapter investigates the contagion effect between the European stock and bond markets, and between the Greek bond market and other European bond markets. The perspectives of nonlinear contagion effects and the predictability of contagion are also investigated in the first …
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Mortgage Default in Southern California: Examining Distressed Borrower's Decision Making and Market Contagion
… association of short sales and REO to see if any contagion effects were present. It was found that both short sales and REO form into clusters of hot and cold spots. Social stigma is believed to impact consumer behavior, the theory was confirmed through the findings of contagion and spatial lag. …
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Autopsy of the Banking Crisis: Examining the Impact of Director Characteristics on Bank Failures
… throughout the United States and had contagion effects worldwide. Congressional inquiries, media scrutiny, and the public alleged failure of the boards of directors to effectively discharge their governance responsibilities. The objective of this study was to investigate how certain …
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Financial innovations and macroeconomic stability: an assessment of contingent convertible bonds
… to the real sector via other balance sheet effects (a drop in the net worth of the household sector and therefore in its consumption, a sharp contraction in credit etc.). To prevent this from happening again, regulators are demanding that banks be able to deal with this type of problem ex …
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Essays in financial economics
… risk factors. We document large intra-industry contagion effects in defaults and mergers. The contagious impact of a default takes time to cumulate, peaking at lags of about 90-120 days, before declining. The impacts of many financial and macroeconomic variables are highly non-linear: many only …
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Essays on multivariate GARCH models and financial interactions
… The presence and extent of sovereign debt contagion are analysed for nine countries of the euro area in the period between 2007 and 2017. An appealing feature of the new approach to contagion based on smooth transitions in the conditional correlations is the ability to distinguish long-run …
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Modelling financial volatility using Bayesian and conventional methods
… with duration information. Chapter 2: We examine contagion effects resulting from the US subprime crisis on a sample of EU countries (UK, Switzerland, Netherlands, Germany and France) using a Multivariate Stochastic Volatility (MSV) framework augmented with implied volatilities. The MSV framework …
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Essays on the Chinese and the U.S. Housing Markets
… in China and the second investigates the role of contagion in the previous U.S. housing cycle. Chapter 1 examines the impact of major housing policy interventions in China. While research in the Chinese housing market has been hampered by severe data limitations, I propose turning to the stock …
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Essays in Behavioral Economics: Lying and Deception
… Our design allows for the identification of contagion effects, and although there were no direct effects of gender, we find that children lie more when children of the same gender near them lie more. We also find that stakes had no effect, people lied more for themselves than for others, and …
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Shadow banking, financial stability and economic performance: implications for regulation in emerging economies
… Furthermore, the study identifies financial contagion across national borders amongst emerging countries and between emerging countries and advanced economies through the shadow banking sector. In another paper, the study investigates the relationship between shadow banking and monetary …
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Finanzkrisen - Eine portfoliotheoretische Betrachtung von Herdenverhalten und Ansteckungseffekten als Ursachen von Finanzkrisen
… Erklärung für Ansteckungseffekte liefert. Der contagion-Mechanismus kann dabei kurz wie folgt beschrieben werden: Eine Krise in einem Land j führt zu Verlusten eines hoch informierten Investors aus einem Land i. Dies kann wiederum dazu führen, daß er die Investitionen in seinem Heimatmarkt …