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Dissertations / Theses on the topic 'Sub-prime'

Author: Grafiati

Published: 4 June 2021

Last updated: 12 February 2022

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1

Lenzer, James Hans. "Globalization of financial risk: a case studyof the US sub-prime mortgage crisis." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B41548516.

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Uys, Abel Hermanus. "A critical analysis of the causalities of the sub–prime crisis / Uys A.H." Thesis, North-West University, 2012. http://hdl.handle.net/10394/8177.

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A trend emerges when comparing the way economic crises of all types over the past century were created. In the past century economic crises have all been the result of financial market booms that occurred in environments of low inflation, low interest rates and rising real GDP growth. A boom in financial markets can lead to the existence of a bubble characterized by asset prices rising independently from their fundamentals. As these booms progress, inflationary pressure builds up and central banks inevitably tighten policy interest rates. Booms inevitably lead to a state of over indebtedness,

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Lenzer, James Hans. "Globalization of financial risk a case study of the US sub-prime mortgage crisis /." Click to view the E-thesis via HKUTO, 2008. http://sunzi.lib.hku.hk/hkuto/record/B41548516.

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Santos, André Franco Carvalho. "A crise sub-prime e a evolução das acções da empresa papeleira Portucel no mercado bolsista." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/10142.

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Mestrado em Finanças – Instituições Financeiras<br>O presente trabalho tem como objectivo analisar o impacto de crise sub-prime no mercado português de papel e pasta para papel, nomeadamente na empresa Portucel. O período observado situa-se entre 2005 e 2010, havendo uma clara distinção entre o 1º triénio (2005- 2007) referente ao pré-crise e ao 2º triénio (2008-2010) referente à época de crise sub-prime. Este estudo parte da análise das rendibilidades anuais da Portucel, da análise de indicadores económico-financeiros desta empresa e ainda da comparação das rendibilidades anuais com variáve

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Laing, Fredl. "How well did leading indicators forecast the South African house price deflation caused by the recent global sub-prime crisis." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/95617.

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Thesis (MBA)--Stellenbosch University, 2012.<br>The use of leading indicators provides a valuable method to predict changes in macro-economic variables. However, the accuracy of the various models using leading indicators is a topic of constant debate. This study aimed to identify whether leading indicator models predicting residential house price changes performed as well during the recent global financial crisis (fourth quarter 2007 to second quarter 2012) as during the period directly before the crisis. Several potential drivers of the South African property market were identified with the

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Richardson, Jason. "The Effect of Mortgage Liberalization on Housing Patterns in Tampa Bay." Scholar Commons, 2012. http://scholarcommons.usf.edu/etd/4213.

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This study seeks to determine whether the process of mortgage finance liberalization, manifested in concurrent activities of securitization, deregulation, and neo-liberal policy, have resulted in changes to the tenure of residents in neighborhoods in Tampa Bay. It makes use of existing literature on gentrification and mortgage finance and compares those findings with three sample neighborhoods in and around the city of Tampa. To do so the thesis employs data collected from lenders pursuant to the Home Mortgage Disclosure Act, court records of sales and mortgages filed with the Clerk of the Cir

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Hasbini, Mohamad Ali. "The Great Recession of 2007 and the Housing Market Crash: Why Did So Many Builders Fail?" Scholar Commons, 2017. http://scholarcommons.usf.edu/etd/7031.

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The “Great Recession” of 2007 created havoc in the homebuilding industry, more than any other previous economic down cycle. Countless seasoned local homebuilders across the country did not survive. The impact of their failure on the economy, community, employment, lenders, suppliers, and subcontractors was devastating. While previous studies have sought to identify the symptoms and causes of business failure, very little research has been done on home builder business failure due to acts, omissions, characteristics, or other events which are non-financial. Specifically, tho

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Perfeito, André Guilherme Pereira. "Hipóteses sobre a elevada taxa de juros brasileira: uma abordagem pós-keynesiana." Pontifícia Universidade Católica de São Paulo, 2013. https://tede2.pucsp.br/handle/handle/9220.

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Made available in DSpace on 2016-04-26T20:48:39Z (GMT). No. of bitstreams: 1 Andre Guilherme Pereira Perfeito.pdf: 3054360 bytes, checksum: 8d87f333e047a6920da6f98fa9d61477 (MD5) Previous issue date: 2013-08-29<br>This work aim to organize the main contributions of Brazilian economists (both orthodox and heterodox) about the high interest rates level in Brazil under the current economic crises (2008-2013), and also point out the Keynesian critic about those readings under the Liquid Preference theory of interest. To achieve this goal the work is divided in 3 chapters and also a conclusion wh

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Milonas, Kristoffer. "Essays in Empirical Finance." Doctoral thesis, Handelshögskolan i Stockholm, Institutionen för Finansiell ekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2324.

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This thesis contains three self-contained chapters, covering different subjects but using similar methods: The Effect of Foreclosure Laws on Securitization: Evidence from U.S. States shows that mortgage loans are less likely to be securitized in states with costlier foreclosure procedures. I interpret this in light of prior literature showing a higher foreclosure risk for securitized loans, due to unwillingness to renegotiate by the agents working on behalf of investors. Moreover, the magnitude of the effect increases for loans with higher risk of default, and disappears for loans where state

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10

TSAO, TIAN-SHIN, and 曹天馨. "CARRY TRADE AND SUB-PRIME MORTGAGE." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/60296472113182072869.

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碩士<br>國立臺北大學<br>經濟學系<br>96<br>Under the circumstances that economic globalization and information network technique are promoted, financial globalization and liberalization become the international trend. Investors no longer satisfy the single country's market. They incline to carry on the trade of transnational investment and seek more profit-making chances of investment to obtain more investment returns. With financial globalization at the same time, various financial risks shift and spread among countries. Two events that attract attention recently are carry trade and sub-prime mortgage. Un

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Lin, Yu-Ling, and 林育菱. "The Financial Crisis and U.S. Sub-prime Mortgage Credit Curnch." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/36731669370192315721.

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碩士<br>淡江大學<br>日本研究所碩士在職專班<br>97<br>The main purpose of this paper is discussing about the relations between sub-prime mortgage crisis and global finance at risk. As we have seen, present financial crisis derived from U.S. domestic loan problem caused such disorder in global financial markets and then brought severe impact to real economy. First, financial deregulation and liberalization, the essential problem of U.S. sup-prime mortgage crisis is the regulation with credit derivatives in financial institutions. Self-righteous risk transformation on structural products related to sub-prime

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Wang, Tai-Jen, and 王泰人. "Collateralized Debt Obligation and Sub-prime Mortgage Crisis Correlation Research." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/11726440786582215815.

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碩士<br>國立中央大學<br>財務金融學系碩士在職專班<br>96<br>With the rapid change of financial environment and emerging investment commodities, the potential risk of these various commodities has been increasing. As a result, it is an urgent task to cope with such trend, understand the essence of investment commodities and manage investment risk effectively. Sub-prime mortgage crisis in the US has urged investors to review global credit market once again. Under the trend of globalization and financial innovation, CDO has become the most prominent commodity that totally alters the distribution of credit risk and fin

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Ragoleka, Seitebaleng Millicent. "Possible effects of the sub-prime financial crisis on financial markets in African countries." Thesis, 2016. https://hdl.handle.net/10539/23852.

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A dissertation submitted to the Wits Business School, Faculty of Commerce, Law and Management, in partial fulfillment of the requirements of the candidacy of the Masters of Management in Finance and Investments University of Witwatersrand April 2016<br>The aim of this paper is to investigate financial contagion in African financial markets from the global financial crisis. Interest in this subject has grown exponentially in the recent past in light of expanding globalization. The empirical analysis is based on daily stock price indices of a sample of African countries in order to compute

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Hsiu-Fen, Lo, and 羅秀芬. "The Contagion Analysis in European Country Stock market during the US sub-prime mortgage." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/30662833965410552227.

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碩士<br>嶺東科技大學<br>財務金融研究所<br>97<br>This article aims at discussing the US subprime mortgage happen and contagion analysis on European country stock markets. There are 2,222 daily return materials, from January 1st, 2000 to December 30th, 2008. The materials are divided into three parts. They are before, after the issue and the wholing while studying. Regard the stock markets of four European Countries as the real example target. Four stock markets include: Germany, French, Belgium, Holland. The empirical results are presented as follow：1. After no matter or issued before the US subprime mortgage

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Huang, Chiyu, and 黃綺玗. "The Acquisition Performance Of Acquiring Firms From Emerging Market:Evidence From US Sub-Prime Financial Crisis." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/48235886030435347151.

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碩士<br>國立中正大學<br>財務金融研究所<br>99<br>The global financial crisis from 2007 has brought about the most severe devastation to global economic. But when it comes to the merger and acquisition (M&A) activities, we can find that emerging markets are more aggressive than some developed countries which M&A activities decline because of economic depress.This research mainly discuss the emerging market’s merger-and- acquisition (M&A) activities of 295 deals that took place in this US Sub-Prime financial crisis time. The research purpose not only wants to know the market performance of the acquiring firm bu

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Chang, Meng-Hui, and 張孟惠. "The Effects of US Sub-Prime Mortgage Crisis on the Return of Mutual Funds in Taiwan." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/77140434529429958300.

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碩士<br>朝陽科技大學<br>財務金融系碩士班<br>96<br>This research was carried out by using return to discuss the effects of US sub-prime mortgage crisis on the performance of mutual funds in Taiwan. According to the different investment region, the domestic mutual funds have been divided into 9 kinds of investment types: Equity Asia Pacific, Equity Global, Equity Emerging Markets Global, REIT, MBS, Equity Taiwan, Equity America, Equity Japan. In addition, comparing the return before and after the crisis, the results showed that not all the mutual funds deeply affected by US sub- prime mortgage crisis. By using

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Kuo, Ding-Ren, and 郭丁任. "Interrelationships Among Major International Stock Price Indices Before and After the American Sub-prime Mortgage Crisis." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/66944630719717797874.

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碩士<br>朝陽科技大學<br>企業管理系碩士班<br>96<br>The purpose of this research is to study the interrelationships of international stock markets, and aims at the before and after the sub-prime mortgage affairs, to whether will produce degree different impact on international stock markets. This research is to take 7 nations in Taiwan, the United States and Hong Kong, Japan and Singapore, England and China, 11 stock price indices as a research object. Study the period as February 1, 2006 to March 31, 2008. This study makes use of the measures of unit root test, Granger’s causality test, Impulse Response Analys

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Peng, Fu Chung, and 彭富忠. "Using extreme value theory to analyze the US sub-prime mortgage crisis on the clobal stock market." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/96800562117382114492.

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碩士<br>國立政治大學<br>經濟研究所<br>96<br>The US sub-prime mortgage crisis greatly affected not only the US economy but also other countries in the world. This thesis employs the extreme value theory and Value at Risk (VaR) analysis to assess the impact of the US sub-prime mortgage crisis on various stock markets of the MSCI indexes, including 10 countries and 7 areas. It is reasonable to guess that VaR value should increase after the crisis. The empirical analyses on these indexes conclude that (1) the American market indexes not only do not agree with the guess after the crisis but four American indexe

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Chen, Chun-Ling, and 陳君怜. "Using DCC Model to Analyze the Impact of the Sub-prime Mortgage Crisis on Taiwanese Stock Market." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/07817714145350059397.

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碩士<br>國立東華大學<br>公司理財碩士學位學程<br>97<br>The Sub-prime Mortgage Crisis broke out in 2007 in U.S. and quickly spread throughout the world and Taiwan. The crisis has significantly affected Taiwanese stock market and economy. In additional to the impact on stock prices, does the crisis have affected other aspects of Taiwanese stock market ? The paper provides a partial answer to this question by examing the conditional correlation among sectoral indices in Taiwan before and after the crisis. We adopt Jeantheau’s (1998) Extended Constant Conditional Correlation (ECCC) Model and Engle’s (2002) Dynamic

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Huang, Chun-ju, and 黃俊儒. "The Effects of US Sub-prime Mortgage Crisis on The Participator of Asset Securitization –A Case of Underwriter." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/70184581834351593579.

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Tsang, Yu Ching, and 余錦滄. "The Impact Of The Sub-Prime Financial Crisis On Stock Index Returns For High And Low Risk Countries." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/53487035066134232288.

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碩士<br>華夏技術學院<br>資產與物業管理研究所<br>98<br>Based on the research structure of Longstaff (2008) VAR , this study attempted to discuss the impact of the ABX sub-prime mortgage index on North American CDS (Credit Risk) indexes and the impact of the North AmericanCDS indexes on the contagion effect of the stock index, Impulse Response Analysis and Variance Decomposition for high and low risk countries before and after the sub-prime financial crisis. The empirical research shows that a contagion effectexisted in between CDO and CDS markets at the initial stage of the sub-primefinancial crisis. Moreover, t

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Chang, Yi-Shan, and 張亦姍. "The effect of American Sub-prime Mortgage Loan on the integration of TWSE Index and the Shanghai Composite Index." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/20488952138172532249.

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碩士<br>朝陽科技大學<br>企業管理系<br>102<br>Taiwan and mainland China recently are getting closer through various trade agreements and exchanges. In terms of the current export volume, the mainland China has become the first largest trade exporter in Taiwan. In order to focus on the relationship between the two markets, the paper is going to discuss the effect of considering structural changes on the integration of TWSE Index and the Shanghai Composite Index by taking the TWSE index and the Shanghai Composite index from January 1, 1998 to April 10, 2014 as the research object. The results: Johansen co-int

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Wu, Shusen, and 吳晶瑩. "The Effects of Sub-prime Lending Crisis on the Stock Returns of U.S. Banks--Structural Breaks and Garch Models." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/ctzeyh.

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碩士<br>世新大學<br>財務金融學研究所(含碩專班)<br>96<br>Although the Residential Mortgage-Backed Securities (RMBS) related issues are extensively discussed in recent years, in reality, the practice of RMBS dates back to the 1970s in the U.S., and was gradually developed due to the changes of market environment. However, only very few academics have conducted research to explore the factors influencing the correlation between sub-prime mortgage and stock returns. These trigger the motivation of this study. This study mainly investigates the influence of the sub-prime mortgage crisis on U.S. bank stock returns, a

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Shiu, Ya-Hua, and 徐雅華. "The Study of Relationships between Stock Index and Real Exchange Rate in Sub-prime Crisis: Cases of American Trading Countries." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/31496985943583179329.

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碩士<br>銘傳大學<br>財務金融學系碩士在職專班<br>100<br>In mid-2006, American housing price declined sharply. As a result, the default risk of those original sub-prime loans or refinancing loans was climbing. In 2007, US subprime loan crisis were out of control and negatively affected the US economy. This led to global economic panic, global stock selloffs, higher unemployment rate and financial institution bankruptcy. Thus the purpose of this study is to hopefully prevent similar event from happening again, basing on the examination of relationships between stock index and real exchange rate in sub-prime cr

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HUNG, HSIN-HSIU, and 洪新琇. "The Impact of the Sub-prime Crisis on the World''s Top 200 Largest Banks'' Financial Performance." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/42584604665447277890.

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碩士<br>銘傳大學<br>財務金融學系碩士在職專班<br>98<br>This research discusses the changes with the world''s top 200 largest banks'' financial performance in light of the subprime mortgage financial crisis. The research uses nine major bank financial performance variables including the equity ratio, capital adequacy rate, allowance for bad debt coverage ratio, operating cost ratio, fixed asset turnover rate, rate of return on assets, rate of return on equity, current ratio and operating income growth rate, as well as the use of CAMEL Rating Method to conduct in-depth studies on the apparent n

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Chen, Chih-Wei, and 陳志瑋. "An investigation of the lead-lag relationship between Taiwan stock index and futures markets for high frequency data in sub-prime." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/43702914605473380186.

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碩士<br>國立臺北商業技術學院<br>財務金融研究所<br>96<br>This paper investigates Taiwan financial markets for study of market microstructure in the Taiwan stock index and futures based on different time-intervals(1,5,15,60min)intraday returns. The study period is from January 2, 2007 to December 31, 2007. This research uses unit root test, cointegration test, VECM and Granger causality to examined relationship between spot and futures for Taiwan stock index. The empirical results indicated that (1) There was a long term cointegration existing between Taiwan stock index and Taiwan stock index futures on all time-i

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Lu, Szu-Hsien, and 呂思賢. "The Impact of US Sub-prime Mortgage Crisis on the Corporate Governance of Financial Institutions –Focus on the Mechanism of Remuneration." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/91776439968714042699.

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碩士<br>國立臺灣大學<br>國家發展研究所<br>99<br>The late-2000s global financial crisis has resulted in universal credit crunch. Among the numerous causes, the remuneration of the financial institutions undoubtedly attracts the most attention. Many international economic organizations and European/American countries have submitted reports with respect to the remuneration practice of the financial institutions. The key issue is the problem of corporate governance, which is derived from risk management, including merely taking short-term performance into account, failing to consider the incentive of excessive r

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Wang, Tsui-man, and 王翠滿. "The Event Study of the Stock Price Influence of Sub-Prime Crisis and the Fed Announcement on Taiwan Listed Electronic Companies." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/25080281726018750157.

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碩士<br>國立高雄第一科技大學<br>財務管理所<br>97<br>Since July, 2007, the explosion of Sub-prime Crisis has impacted global nations drastically, and this financial crisis is called” financial 911”.To stabilize economy, Federal Reserve Board(Fed) has cut Fed Funds Rate 10 times since Dec. 16, 2009. As the US plays a leading role economically, Fed Fund Rate is an essential reference for worldwide interest rate. Likewise our central bank takes it into consideration. We are a small and open economic entity. Fed Fund Rate not only affects American stocks but also influences our stock market. According to our statis

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Lee, Hsiu-Hsia, and 李秀霞. "The Overall Effects of this Sub - Prime Mortgage Crisison All Aspects of the Financial Markets and theMacroeconomic in the US and Taiwan." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/12898898184817609677.

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碩士<br>大葉大學<br>管理學院碩士在職專班<br>98<br>In the new era of globalization, there exist inseparable relations between nations and between regions, and the US subprime mortgage crisis has evolved into a financial tsunami affecting the whole world. The study will focus on the discussions of the changes in the economic and financial activities in the US and Taiwan over a certain period resulting from the subprime mortgage crisis. In addition to the selected representative economic variables in the US and our country, the financial variables will be taken as a standard to measure the financial fluctuation

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Yu, Ya-Hui, and 游雅惠. "Research the U.S. Sub-prime Mortgage Crisis influence the mutual funds performance that Taiwan issued- Focus on the asset securitization mutual funds." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/6h993r.

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碩士<br>東吳大學<br>會計學系<br>96<br>In recent years, the trends towards liberalization and internationalization in the Taiwanese financial market along with government policy guidance have resulted in the Legislative Yuan passing the "Financial Assets Securitization Act" on June 21 2002 and the "Real Esate Securitization Act" on July 9 2003. These new laws paved the way for setting up a domestic asset securitization market. As legal entities, particularly insurance companies, make up most of the buyers for domestic asset securitization products, the easiest way for ordinary investors to add these type

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Hsu, Meng-Tzu, and 徐孟資. "A Comparative Analysis of Foreign Exchange Rate on Value at Risk under Sub-Prime-Example of USD against GBP, EUR, JPY and NTD." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/59466011642841989561.

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碩士<br>朝陽科技大學<br>財務金融系碩士班<br>97<br>The foreign exchange market is the most mobile and also the largest in the financial markets. At the current information boom, messages can be quickly passed on. Therefore, the foreign exchange rate changes rapidly day by day. The investors not only consider the return level of investments but also its risk management. Especially during the current financial crisis, created massive fluctuations in the global financial market. With the fluctuations, the current exchange rate would have a even more volatile fluctuation. Consequently, it is necessary to analyze

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Chen, Hong-yen, and 陳弘議. "The relationalship between net buy-and-sell of instutional investors and taiwan stock index ：before and after the american sub-prime mortgage crisis." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/35241022836539043040.

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Hung, Hung-Ruei, and 洪瑞宏. "A Study of the Influence of the Information Disclosure of American Sub-prime Mortgage Crisis on the Abnormal Returns of the Stocks in Taiwan Stock Market." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/77990648912442258054.

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碩士<br>樹德科技大學<br>金融與風險管理所<br>97<br>To defy the economic downturn and raising unemployment rate caused by the internet bubble in 2000, the U.S. Federal Reserve (Fed) often reduces the federal fund rate in implementing the loose monetary policy in an attempt to decrease the cost and stress regarding the fund of the companies on the one hand and encourage the civilians to invest on the other hand. The reduction of the federal fund rate is also one of the indirect reasons of the sub-prime mortgage crisis. In recent years, although the investment of Taiwan companies in Mainland China was more and mo

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Lin, Horng-yan, and 林宏彥. "The study of stock price indices relationship among the five countries: Taiwan, the United States, China, Hongkong and Japan, before and after the sub-prime mortgage crisis." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/05627184353573685069.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>97<br>This research is focused on the stock indexes relationship of the five countries from 2001/Jan/01 to 2009/03/11. The five countries are Taiwan, the U.S.A., China, Hongkong and Japan. The duration is divided into three periods. The first period begins from 2001/Jan/01 to 2007/04/01. The second periods begins from the SPMC to the eve of Lehman’s bankruptcy. And from Lehman’s bankruptcy to 2009/03/11 is the third period. In this research, several statistical features such as Unit root test、VAR model and Granger causality test are applied to illustrated the dat

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Gleta, Jakub. "Basel III: Hodnocení a dopad v České republice." Master's thesis, 2011. http://www.nusl.cz/ntk/nusl-296371.

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The thesis is focused on content and impact of the new Basel Capital Accord, commonly known as Basel III. These rules react to recent development in global financial markets and introduce some substantial changes into regulatory approach, which include changes to the definition and required amount of regulatory capital and presents new liquidity requirements. The thesis then assesses new rules form two points of view. First, a quantitative model is constructed that predicts the impact of new rules on capital adequacy of four major Czech banks based on default rates data. In the second part of

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