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Stock Return On Scandinavian Stock Markets And The Banking Industry
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Book Synopsis Stock Return Volatility on Scandinavian Stock Markets and the Banking Industry by : Ari Hyytinen
Download or read book Stock Return Volatility on Scandinavian Stock Markets and the Banking Industry written by Ari Hyytinen and published by . This book was released on 2009 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the evolution of the (conditional) volatility of returns on three Scandinavian markets (Finland, Norway and Sweden) over the turbulent period of the past decade, namely the overlapping periods of financial liberalisation, drastically changing macroeconomic conditions and banking crisis. We find that even over this relatively turbulent period volatility is in most cases successfully captured by past volatility and shocks to past volatility, ie by a (symmetric) GARCH process. In each country banking crisis has induced regime shifts in (unconditional) volatility. We also find evidence for cross-country volatility spillovers during the banking crisis episodes. The estimated volatility patterns suggest that even though the volatility of returns was of very high magnitude during the years of banking crisis, developments within the banking industry were not reflected in market uncertainty until all the damage had been done and the severe problems afflicting banks began to be realised in full.
Book Synopsis Stock Return on Scandinavian Stock Markets and the Banking Industry by : Ari Hyytinen
Download or read book Stock Return on Scandinavian Stock Markets and the Banking Industry written by Ari Hyytinen and published by . This book was released on 2018 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the evolution of the (conditional) volatility of returns on three Scandinavian markets (Finland, Norway and Sweden) over the turbulent period of the past decade, namely the overlapping periods of financial liberalisation, drastically changing macroeconomic conditions and banking crisis. We find that even over this relatively turbulent period volatility is in most cases successfully captured by past volatility and shocks to past volatility, ie by a (symmetric) GARCH process.In each country banking crisis has induced regime shifts in (unconditional) volatility.We also find evidence for cross-country volatility spillovers during the banking crisis episodes.The estimated volatility patterns suggest that even though the volatility of returns was of very high magnitude during the years of banking crisis, developments within the banking industry were not reflected in market uncertainty until all the damage had been done and the severe problems afflicting banks began to be realised in full. Key words: GARCH, conditional volatility, banking crisis, volatility spillovers.
Book Synopsis Essays on Information and Conflicts of Interest in Stock Recommendations by : Erik Lidén
Download or read book Essays on Information and Conflicts of Interest in Stock Recommendations written by Erik Lidén and published by Goteborg University. This book was released on 2005 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stock Return Volatility on Scandanavian Stock Markets and the Banking Industry by : A. Hyytinen
Download or read book Stock Return Volatility on Scandanavian Stock Markets and the Banking Industry written by A. Hyytinen and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Quarterly Review - Skandinaviska Enskilda Banken by : Skandinaviska enskilda banken
Download or read book Quarterly Review - Skandinaviska Enskilda Banken written by Skandinaviska enskilda banken and published by . This book was released on 1989 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Empirical Studies of the Market Microstructure on the Swedish Stock Exchange by : Lars Nordén
Download or read book Empirical Studies of the Market Microstructure on the Swedish Stock Exchange written by Lars Nordén and published by . This book was released on 1996 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :International Monetary Fund. Monetary and Capital Markets Department Publisher :International Monetary Fund ISBN 13 :1475554613 Total Pages :61 pages Book Rating :4.4/5 (755 download)
Book Synopsis Sweden by : International Monetary Fund. Monetary and Capital Markets Department
Download or read book Sweden written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2016-11-17 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses the findings of the Financial System Stability Assessment for Sweden. The Swedish financial system is large and highly interconnected, putting a premium on the accompanying policy framework. Relative to the size of the domestic economy, the financial system is among Europe’s largest. It features complex domestic and international linkages, reflecting Sweden’s role as a regional financial hub. However, the macrofinancial risks have grown since 2011, for example the rising share of highly indebted households. Stress tests also suggest that banks and nonbanks are largely resilient to solvency shocks, but concerns persist about the ability of bank models to capture unexpected losses.
Book Synopsis Swedish Financial Sector Integration with Baltic Stock Markets - A Cointegration Approach by : Paulius Kazukauskas
Download or read book Swedish Financial Sector Integration with Baltic Stock Markets - A Cointegration Approach written by Paulius Kazukauskas and published by . This book was released on 2014 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study investigates the long-run relationships and short-run dynamic linkages between the stock exchanges of Baltic countries and Swedish financial sector over the sample period 2000-2011. Johansen method of multivariate cointegration is utilized to determine long-run relationship, while Impulse response functions and Granger causality analyses, based on Error Correction Model (VECM), are employed to estimate the short-run dynamics among variables in the system. The empirical investigations suggest that there is relatively weak long-run relationship between indices of Lithuanian, Latvian, Estonian stock markets and Swedish stock and Swedish financial sector. However, we find some evidence that indicates long-run financial linkages between the performance of some Swedish banks which have high financial exposure in the Baltic countries and Baltic state stock market indices. In the short-run, the impulse response functions and Granger causality analyses indicate that Baltic stock markets have unidirectional effect on Swedish financial sector at immediate day of initial shock. Despite of the fact that the long-run identifications do not support a high long-run financial integration in this region, however, in the short term dynamics provide some evidence of increasing financial integration.
Download or read book Euromoney Investor Series written by and published by . This book was released on 2000 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Expected Asset Returns and Financial Risks by : Kim Nummelin
Download or read book Expected Asset Returns and Financial Risks written by Kim Nummelin and published by . This book was released on 1994 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Performance and Development of a Thin Stock Market by : Kristian Rydqvist
Download or read book Performance and Development of a Thin Stock Market written by Kristian Rydqvist and published by . This book was released on 2019 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: We estimate historical stock returns for Swedish listed companies in a newly constructed data set of daily stock prices. Stock returns exhibit all familiar characteristics. There is little trading in the past, and we examine the effects on return measurement from missing data. Stock selection and the replacement of missing transaction prices through search back procedures or limit orders make little difference to a value-weighted stock price index, while ignoring the price effects of capital operations makes a big difference. We also study stock market development. The growth of the public sector depresses the stock market, and the process of globalization revitalizes it. Banks play an important role in the early development of the stock market. The evolution of stock ownership implies that stock ownership is a normal good.
Book Synopsis The Nordic Banking Crisis by : Mr.Burkhard Drees
Download or read book The Nordic Banking Crisis written by Mr.Burkhard Drees and published by International Monetary Fund. This book was released on 1998-04-20 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines the banking crises in Finland, Norway and Sweden, which took place in the early 1990s, and draws some policy conclusions from their experiences. One key conclusion is that factors in addition to business cycle effects explain the Nordic countries financial problems. Although the timing of the deregulation in all three countries coincided with a strongly expansionary macroeconomic momentum, the main reasons for the banking crises were the delayed policy responses, the structural characteristics of the financial systems, and the banks inadequate internal risk-management controls.
Book Synopsis Bank Stock Returns and Economic Growth by : Rebel A. Cole
Download or read book Bank Stock Returns and Economic Growth written by Rebel A. Cole and published by . This book was released on 2008 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: Previous research has established (i) that a country's financial sector influence future economic growth and (ii) that stock market index returns affect future economic growth. We extend and tie together these two strands of the growth literature by analyzing the relationship between banking industry stock returns and future economic growth. Using dynamic panel techniques to analyze panel data from 18 developed and 18 emerging markets, we find a positive and significant relationship between bank stock returns and future GDP growth that is independent of the previously documented relationship between market index returns and economic growth. We also find that much of the informational content of bank stock returns is captured by country-specific and institutional characteristics, such as bank-accounting-disclosure standards, banking crises, enforcement of insider trading law and government ownership of banks.
Book Synopsis Nordic Stock Markets and the Financial Integration by : Esa Mangeloja
Download or read book Nordic Stock Markets and the Financial Integration written by Esa Mangeloja and published by . This book was released on 1999 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :International Monetary Fund. Monetary and Capital Markets Department Publisher :International Monetary Fund ISBN 13 :1513516663 Total Pages :25 pages Book Rating :4.5/5 (135 download)
Book Synopsis Norway by : International Monetary Fund. Monetary and Capital Markets Department
Download or read book Norway written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2015-09-17 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Technical Note reviews linkages and interconnectedness in the Norwegian financial system for Norway. Norway’s banks have important connections with global financial centers, but regional links are also important. Norwegian banks are very dependent on global financial centers as sources of funding and to hedge currency risks. Cross-sectoral exposures of Norway’s banks, insurance companies, and real estate companies are significant and extend beyond the Nordic region. The authorities are encouraged to expand their current monitoring efforts of crossborder and cross-sectoral exposures of the Norwegian financial sector, and to conduct regional stress tests. For this effect, the authorities can resort to market data and, if available, to balance sheet data of exposures at the individual financial institution level.
Book Synopsis Impact of time-varying interest rate and exchange rate risk on bank stock returns by : Sunday Azagba
Download or read book Impact of time-varying interest rate and exchange rate risk on bank stock returns written by Sunday Azagba and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Scandinavian Banking Situation by : Donald Yerdon Frothingham
Download or read book Scandinavian Banking Situation written by Donald Yerdon Frothingham and published by . This book was released on 1924 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
