... and the United Arab Emirates (UAE), during the global financial crisis (GFC) and the COVID-19 (CV-19) epidemic. The objective was to classify the effects on individual indices. Design/methodology/approach The study employed the multifractal detrended fluctuation analysis (MF-DFA) on daily returns. After...

... to investigate whether these disclosures reduced the level of information asymmetry about the riskiness of bank loan portfolios during the financial crisis. Design/methodology/approach The paper examines the impact of these disclosures on the bid-ask spread of a panel of 246 publicly traded bank holding...

... listed stocks using the most developed stock market in the world (New York Stock Exchanges and NASDAQ). Q2. Does the global financial crisis have an effect on the relationship between oil price and Islamic stock returns? Q3. Is the relationship between Islamic stock returns...

...Essi Eerola Purpose The global financial crisis has led to increased attention on the relationship of household indebtedness and systemic risks. As a result, macroprudential measures aimed at reducing the risks have been introduced in many countries. The purpose of this paper is to review...

... are examined. Additionally, differences between risk-taking before, during and after the financial crisis of 2007/2008 are examined. Design/methodology/approach To analyze the determinants of stand-alone and systemic risk, a generalized linear model including size, governance, charter value, business cycle...

... levels of national debt since the financial crisis. Investors have become increasingly wary of these distressed European countries. They have elevated debt levels and investors do not believe in the countries’ ability to service their debt obligations. Allowing speculators to bet on and profit from...

... for several reasons. First, we look at the relationship between compensation and securitization over a time period that includes the recent financial crisis. Second, we include an analysis of pay gap. Third, we include bank regulatory ratings, which are proprietary and therefore not available for use in many...

...Moorad Choudry; Francesca Battaglia; Maria Mazzuca Purpose – The purpose of this study was to examine the 2007-2009 financial crisis to analyze how securitization relates to the Italian bank risk profile, both in terms of credit and liquidity risks. Design/methodology/approach – To test our...

...>total assets), or 0 otherwise. INTWO indicator that is 1 if (net income<0) for the last two years, or 0 otherwise. CHIN change in net income. Financial crisis Efficiency Credit risk Empirical analysis Predicting default models Keeping in mind the recent financial...