STOCK MARKET FRAGILITY FOR MACROPRUDENTIAL POLICIES IN EASTERN EUROPEAN COUNTRIES

被引：1

作者：

Lupu, Radu ^{[1
,2
]}

Calin, Adrian Cantemir ^{[1
,2
]}

Bobirca, Ana Barbara ^{[2
]}

Miclaus, Paul Gabriel ^{[2
]}

机构：

[1] Romanian Acad, Inst Econ Forecasting, Bucharest, Romania

[2] Bucharest Univ Econ Studies, Bucharest, Romania

来源：

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH | 2018年 / 52卷 / 04期

关键词：

Macroeconomic prudential policies; financial stability; fragility; absorption ratio; systemic risk;

D O I：

10.24818/18423264/52.4.18.02

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The financial crisis of 2008 demonstrated the powerful relations that exist among financial institutions and the way in which these connections catalyse the shocks that flog the financial system. This interdependency was translated into a wave of academic attention towards the measurement and mitigation of systemic risk. The purpose of this paper is to propose a measure of the contribution of each country in our sample to the fragility of the entire Eastern European capital market. Our results indicate that this measure is strongly dependent on the perceptions of economic policies as measured by the European Commission through the Economic SentiMent indices.

引用

页码：19 / 33

页数：15

共 50 条

[41] THE CENTRAL AND EASTERN-EUROPEAN CAPITAL-MARKET - BUILDING UP THE STOCK-MARKET IN CENTRAL AND EASTERN-EUROPE
VONROSEN, R
[J]. INTERNATIONALE POLITIK, 1995, 50 (06): : 21 - 26
[42] PECULIARITIES IN ESTABLISHMENT AND DEVELOPMENT OF STOCK MARKET IN COUNTRIES WITH TRANSITIONAL ECONOMIES IN CENTRAL AND EASTERN EUROPE
Tymonkina, K. V.
[J]. ACTUAL PROBLEMS OF ECONOMICS, 2011, (126): : 249 - 256
[43] On the stock market reactions to fiscal policies
Foresti, Pasquale
Napolitano, Oreste
[J]. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2017, 22 (04) : 296 - 303
[44] Competitiveness of Selected South-Eastern European Countries in European Union Wood Flooring Market
Glavonjic, Branko
Lazarevic, Aleksandra
Oblak, Leon
Kalem, Miljan
Sretenovic, Predrag
[J]. DRVNA INDUSTRIJA, 2020, 71 (03) : 281 - 288
[45] Disability policies in European countries
Lloyd, M
[J]. BRITISH JOURNAL OF SOCIAL WORK, 2002, 32 (05): : 643 - 644
[46] Population Policies of European Countries
Thompson, Warren S.
Whelpton, P. K.
[J]. ANNALS OF THE AMERICAN ACADEMY OF POLITICAL AND SOCIAL SCIENCE, 1936, 188 : 297 - 306
[47] Spillover Effects Between Stock Prices and Exchange Rates for the Central and Eastern European Countries
Ngo Thai Hung
[J]. GLOBAL BUSINESS REVIEW, 2022, 23 (02) : 259 - 286
[48] Building stock characteristics and energy performance of residential buildings in Eastern-European countries
Csoknyai, Tamas
Hrabovszky-Horvath, Sara
Georgiev, Zdravko
Jovanovic-Popovic, Milica
Stankovic, Bojana
Villatoro, Otto
Szendro, Gabor
[J]. ENERGY AND BUILDINGS, 2016, 132 : 39 - 52
[49] BURDEN OF FRAGILITY FRACTURES IN 6 EUROPEAN COUNTRIES
Borgstrom, F.
Norton, N.
Karlsson, L.
Ortsater, G.
Harvey, N. C.
McCloskey, E. V.
Kanis, J. A.
[J]. OSTEOPOROSIS INTERNATIONAL, 2019, 30 : S686 - S686
[50] A note on stock market response to elections in the post-communist countries of the European Union
Tavsanli, Melike Betul
Tinic, Murat
[J]. APPLIED ECONOMICS LETTERS, 2023, 30 (11) : 1483 - 1487

← 1 2 3 4 5 →