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 9 of 9 for “"contagion effect"”.
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The contagion effect of office-level audit failures
… a given fiscal year indicates the presence of a contagion effect on the quality of other concurrent audits conducted by the office. Audit quality is inferred by cross-sectional differences in clients' audited earnings, specifically, abnormal accruals. I find that the presence of at least one …
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Analysis and Identification of Determinants of Economic Crises
… chapters of this study. Chapter 2 analyses the contagion effect in the US banking sector. To achieve this goal, the spatial correlation methodology is used to capture the effect of the risk-taking of banks that belong to a same neighborhood. Our results reveal the usefulness of the approach …
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Land Use on the Urban Fringe
… parcel development. We find some evidence of the contagion effect and that the county's acknowledgment of Priority Conservation areas impacts development motivation.
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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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Essays on Social Influences in Decision Making
… indepth, stand-alone studies. The first study, “Contagion of the Competitive Spirit: The Influence of a Competition on Non-Competitors”, investigates the influence of a competition on noncompetitors who do not participate in it but are aware of it. In a series of experimental studies, the study …
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Modelling financial volatility using Bayesian and conventional methods
… the surprise in durations. We find that the effect of surprise in durations on intraday volatility is highly significant. If there is an unexpected increase for the lag actual duration, the current volatility tends to decrease, and vice versa. We also take into account the duration and …
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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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The influence of Eurosceptic parties on the EU policies of member states
… tracing) from three literatures, namely: the contagion effect, coalition bargaining and parliamentary oversight. The results are summarised in the table below. The main points are that the PVV in the Netherlands, as parliamentary supporter, had a disproportionate influence on the government, …
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Financial Network Stability and Structure: Econometric and Network Analysis
… of other economic entities, is called financial contagion. Cross sectional analysis of financial contagion can be done using statistical methods or by network analysis. The latter gives a structural model of the interconnections in terms of financial obligations. This dissertation uses both …