Now showing items 1-3 of 3
Sovereign debt default and bank risk in China
(Lincoln University, 2017-02-01)
Following the 2008 global financial crisis, sovereign default risk has become an important issue in Europe, as many Eurozone countries such as Greek and Portugal fell into serious debt problems. The sovereign default problem ...
Three essays on momentum returns
(Lincoln University, 2013)
This dissertation consists of three essays on momentum returns. The first essay is entitled ‘Momentum Returns, Market States and the Global Financial Crisis’. This essay investigates the profitability of the momentum trading ...
Are shares more volatile during the global financial crisis?
This research empirically identifies price jump phenomenon of heavily traded New Zealand shares focusing on the period of GFC2008. Specifically, this paper confirms the hypothesis that the price jump behaviour does not ...