Global factors and equity market valuations: Do country characteristics matter?

2018 ◽  
Vol 23 (4) ◽  
pp. 427-441
Author(s):  
Jun Ma ◽  
Andrew Vivian ◽  
Mark E. Wohar
Keyword(s):  
Equity Market ◽  
Country Characteristics ◽  
Market Valuations

scholarly journals Financial Crises, Regulation and Growth

2008 ◽  
Vol 206 ◽  
pp. 56-65 ◽  
Author(s):  
Ray Barrell ◽  
Ian Hurst ◽  
Simon Kirby
Keyword(s):  
General Equilibrium ◽  
Financial Crises ◽  
Credit Rationing ◽  
Equity Market ◽  
Dynamic Stochastic General Equilibrium ◽  
Significant Rise ◽  
Global Model ◽  
Dynamic Stochastic ◽  
Market Valuations ◽  
The Impact

The paper discusses the effects on growth of a systemic banking crisis as a result of debt defaults. These effects will come from the impact of credit rationing on consumption and credit and from the impacts of a significant rise in the spread between lending and borrowing rates for both producers and consumers. The analysis uses the dynamic stochastic general equilibrium version of the National Institute global model. The paper also investigates the impact on output of a permanent, regulation induced, rise in margins in the financial sector, taking into account the impacts of regulation on equity market valuations.

scholarly journals Finding the Bad Apples in the Barrel

2019 ◽  
Vol 19 (180) ◽  
Author(s):  
Will Kerry
Keyword(s):  
Banking Sector ◽  
Banking System ◽  
Equity Market ◽  
Bank Capital ◽  
Regulatory Capital ◽  
Capital Ratios ◽  
Market Valuations ◽  
Better Than

This paper measures the performance of different metrics in assessing banking system vulnerabilities. It finds that metrics based on equity market valuations of bank capital are better than regulatory capital ratios, and other metrics, in spotting banks that failed (bad apples). This paper proposes that these market-based ratios could be used as a surveillance tool to assess vulnerabilities in the banking sector. While the measures may provide a somewhat fuzzy signal, it is better to have a strategy for identifying bad apples, even if sometimes the apples turn out to be fine, than not being able to spot any bad apples before the barrel has been spoiled.

Improving Transparency in the Private Equity Market

CFA Magazine ◽  
2011 ◽  
Vol 22 (3) ◽  
pp. 10-10
Author(s):  
Osman Ghani
Keyword(s):  
Private Equity ◽  
Equity Market

Hedging Equity Market Risk in Hedge Fund Investing: A New Approach

CFA Digest ◽  
2012 ◽  
Vol 42 (1) ◽  
pp. 9-11
Author(s):  
Keith Joseph MacIsaac
Keyword(s):  
Hedge Fund ◽  
Equity Market ◽  
Market Risk ◽  
New Approach
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