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Showing 1 to 9 of 9 for “"Global Financial Crisis (2008-2009)"”.

  1. El G20 y el Trilema de la gobernanza economía global

    Esta tesis solo está en formato papel por lo que se debe consultar en la propia Biblioteca Di Tella. La consulta se hace solo bajo reserva escribiendo a serviciosbiblio@utdt.edu.

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  2. Three Essays on Firms' Behavior in International Trade

    … may help explain the great trade collapse. The financial crisis of 2008-2009, the most severe world macroeconomic shock since the Great Depression, brought about a much more dramatic collapse in trade relative to GDP. This is called the "great trade collapse". I begin by exploring the …

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  3. Three Essays in Banking

    … "Liquidity Risk and the Credit Crunch of 2007-2009", I document the connection between liquidity risk and the credit crunch experienced during the financial crisis of 2007-2009. Using extensive micro-level data on mortgage loan applications, I construct a measure of the supply of credit that is …

    columbia-diss Repository record for Three Essays in Banking (opens in a new tab)

  4. Credit Risk Determinants in European Banking: Evidence from Albania, Italy, Spain and Turkey (1998-2016)

    … always been a major risk in banking given that financial crises are usually associated by an increase on loan defaults. The 2008 global financial crisis revealed the fragility of banking systems and highlighted the importance of identifying the determinants of credit risk, in order to prevent …

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  5. Out of the shadow? Accounting for Special Purpose Entities in European banking systems

    … of states to limit regulatory circumvention in financial markets. The recent financial crisis has confirmed the widespread abuse of regulatory frameworks by the banks to their advantage, testing the limit of the permitted. The loophole behaviour of financial market actors, exploiting the …

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  6. Contagion and Systemic Risk in Financial Networks

    The 2007-2009 financial crisis has shed light on the importance of contagion and systemic risk, and revealed the lack of adequate indicators for measuring and monitoring them. This dissertation addresses these issues and leads to several recommendations for the design of an improved assessment of …

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  7. Essays in International Finance and the Global Financial Crisis

    … topics in international finance and the recent financial crisis. Chapter one links the foreign exchange risk premium to macroeconomic risk by studying the options market around macroeconomic news releases. Using a unique data set of overnight currency option prices, I study the reaction of the …

    columbia-diss Repository record for Essays in International Finance and the Global Financial Crisis (opens in a new tab)

  8. Vine copula modelling of dependence and portfolio optimization with application to mining and energy stock return series from the Australian market

    … of the Australian market in the context of the 2008-2009 global financial crisis (2008-2009 GFC) and pre-GFC, GFC, post-GFC and full sample period scenarios revolving around it. The mining and energy portfolios are the base of the study, while the retail and manufacturing are considered for …

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