1st Edition

The Global Financial Crisis

Edited By Mark Taylor, Richard Clarida Copyright 2011
194 Pages
by Routledge

194 Pages
by Routledge

200 Pages
by Routledge

The global financial crisis has sent shockwaves through the world’s economies, and its effects have been deep and wide-reaching. This book brings together a range of applied studies, covering a range of international and regional experience in the area of finance in the context of the global downturn. The volume includes an exploration of the impact of the crisis on capital markets, and how... Read more

1. Introduction: The Global Financial Crisis: Introduction and Overview M. P. Taylor  2. What were They Thinking? Reports from Interviews with Senior Finance Executives in the Lead-Up to the GFC L. Coleman and S. Pinder  3. How Did the Fed Do? An Empirical Assessment of the Fed’s New Initiatives in the Financial Crisis A. Mamun, M. K. Hassan and M. Johnson  4. The Put Problem with Buying Toxic Assets L. Wilson  5. Global Financial Crisis and US Interest Rate Swap Spreads T. Ito  6. Were there Warning Signals from Banking Sectors for the 2008/2009 Global Financial Crisis? J. L. Simpson  7. Extreme Value Modelling for Forecasting Market Crisis Impacts X. Zhao, C. Scarrott, L. Oxley and M. Reale  8. The Correlation Structure of FX Option Markets Before and Since the Financial Crisis G. Chalamandaris and A. E. Tsekrekos  9. Global Capital Market Interdependence and Spillover Effect of Credit Risk: Evidence from the 2007–2009 Global financial crisis  W. Cheung, S. Fung and S.-C. Tsai  10. A simple model of trading and Pricing Risky Assets Under Ambiguity: Any Lessons for Policymakers? M. Guidolin and F. Rinaldi  11. Comparing the Performance of Relative Stock Return Differential and Real Exchange Rate in Two Financial Crises D. K. T. Wong and K.-W. Li  12. Permanent and Transitory Dynamics in House Prices and Consumption: Some Implications for the Real Effects of the Financial Crisis F. C. Bagliano and C. Morana  13. Another Consequence of the Economic Crisis: A Decrease in Migrants’ Remittances I. Ruiz and C. Vargas-Silva

Biography

Mark P. Taylor, University of Warwick, UK.

Richard H. Clarida, Columbia University, USA.