The Experts below are selected from a list of 61707 Experts worldwide ranked by ideXlab platform
Mehmet Orhan - One of the best experts on this subject based on the ideXlab platform.
-
market risk of developed and emerging countries during the Global Financial Crisis
Emerging Markets Finance and Trade, 2013Co-Authors: Bulent Koksal, Mehmet OrhanAbstract:This study compares the performance of the widely used risk measure, value at risk (VaR), across a large sample of developed and emerging countries. The performance of VaR is assessed using both the unconditional and conditional tests of Kupiec and Christoffersen, respectively, as well as the quadratic loss function. The results indicate that VaR performs much more poorly when measuring the risk of developed countries than of emerging ones. One possible reason might be the deeper initial impact of the Global Financial Crisis on developed countries. The results also provide evidence of the decoupling of the market risk of emerging and developed countries during the Global Financial Crisis.
Pandok Bitrus Yamden - One of the best experts on this subject based on the ideXlab platform.
-
Global Financial Crisis and Oil Revenue in Nigeria
Journal of economics and sustainable development, 2011Co-Authors: Pandok Bitrus YamdenAbstract:This study examines the recent Global Financial Crisis and its impact on the Nigerian crude oil revenue. The study used monthly data on crude oil revenue spanning 24 months before the Crisis and the first 24 months during the Crisis. The study employed the use of small sampling theory for analysis and the result showed that Global Financial Crisis significantly affected oil revenue in Nigeria-even though the magnitude of the impact is beginning to ease from earlier reports. Tighter controls and regulation of the Financial system together with economic diversification are recommended to mitigate against future occurrence. Keywords : Financial Crisis, Oil Revenue, Small Sampling Theory
Jos Nigeria - One of the best experts on this subject based on the ideXlab platform.
-
Global Financial Crisis and Oil Revenue in Nigeria
2020Co-Authors: Jos NigeriaAbstract:This study examines the recent Global Financial Crisis and its impact on the Nigerian crude oil revenue. The study used monthly data on crude oil revenue spanning 24 months before the Crisis and the first 24 months during the Crisis. The study employed the use of small sampling theory for analysis and the result showed that Global Financial Crisis significantly affected oil revenue in Nigeria-even though the magnitude of the impact is beginning to ease from earlier reports. Tighter controls and regulation of the Financial system together with economic diversification are recommended to mitigate against future occurrence.
Graeme Newell - One of the best experts on this subject based on the ideXlab platform.
-
The impact of the Global Financial Crisis on commercial property investment in Asia
Pacific rim property research journal, 2020Co-Authors: Graeme Newell, Muhammad Najib RazaliAbstract:AbstractCommercial property investment in Asia has taken on increased importance in recent years. However, the Global Financial Crisis of 2007-2009 has had a major impact on Global property markets, including the Asian property markets. This paper examines Global commercial property transactions in 2007-2008 to assess the impact of the Global Financial Crisis on commercial property investment in Asia. Major property investor profiles and property transaction locations are also assessed. Clear differences emerge regarding the relative impact in Asia, both in a Global context and regional context. The results highlight the increased relative contribution by the Asian property markets across a range of property investment characteristics during the Global Financial Crisis. Issues relating to the ongoing impact of the Global Financial Crisis over 2009-2010 are also highlighted.
-
THE EFFECTIVENESS OF A-REIT FUTURES AS A RISK MANAGEMENT STRATEGY IN THE Global Financial Crisis
Pacific rim property research journal, 2020Co-Authors: Graeme NewellAbstract:AbstractA-REITs have been highly successful indirect property investment vehicles in Australia. However, the Global Financial Crisis has had a significant impact on the performance of A-REITs in 2007-09. A-REIT futures were also established on the Australian Stock Exchange (ASX) in August 2002. This paper assesses the performance and trading of the A-REIT futures market over August 2002 - November 2009; particularly highlighting their significantly increased role by institutional investors during the Global Financial Crisis. Using a number of scenarios, these A-REIT futures are also assessed for their effectiveness as a risk management strategy for institutional investors for hedging their A-REIT exposure during the volatility of the Global Financial Crisis.
Leroi Raputsoane - One of the best experts on this subject based on the ideXlab platform.
-
Quantifying economic recovery from the recent Global Financial Crisis
2018Co-Authors: Leroi RaputsoaneAbstract:This paper quantifies economic recovery following the recent Global Financial Crisis in South Africa. In particular, the paper measures the causal impact of the economic policy interventions following the Global Financial Crisis. The results show that real GDP growth recorded an average of 1.9 percent and a cumulative of 13.0 percent post the Global Financial Crisis. The counterfactual prediction shows that the economy could have recorded the average real GDP growth of 3.0 percent and a cumulative of 21.0 percent in the period post the Global Financial Crisis had the economic policy interventions been successful. Thus the causal impact of the economic policy interventions is the average real GDP growth of -1.2 percent and a cumulative of -8.1 percent so that the relative causal impact of the economic policy interventions is -38.0 percent. The paper, therefore, concludes that perhaps the economic policy interventions to restore economic performance to the pre Global Financial Crisis period levels did not achieve the desired results.
-
Monetary policy reaction function pre and post the Global Financial Crisis
2018Co-Authors: Leroi RaputsoaneAbstract:This paper analyses the monetary policy reaction function pre and post the recent Global Financial Crisis in South Africa. This is achieved by comparing the reaction function of the the monetary policy interest rate to changes in the target variables that comprise the inflation rate, output gap and Financial stress index pre and post the recent Global Financial Crisis. The results show a negligible reaction of the monetary policy to changes in inflation in the pre and post the recent Global Financial Crisis period. The results further show a relatively loose monetary policy stance during the Financially stressful economic conditions in the pre and post the recent Global Financial Crisis period. Most importantly, the results show that the reaction of monetary policy to changes in the target variables pre the recent Global Financial Crisis period has not changed significantly compared to post the recent Global Financial Crisis period. Therefore the paper concludes that there is no material difference in the conduct of monetary policy by the monetary authority in South Africa pre and post the recent Global Financial Crisis.
