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Geopolitical risk and cross-border portfolio flows : effects and Channels

Caporale, Guglielmo Maria; Ali, Faek Menla - 2024

This paper analyses the short- and long-term effects of geopolitical uncertainty on cross-border portfolio flows between the US and 41 developed and emerging economies over the period January 1992-November 2022. We find that geopolitical uncertainty decreases equity inflows from other countries...

Persistent link: https://www.econbiz.de/10015065292

How has the global financial crisis affected syndicated loan terms in emerging markets? : evidence from China

Caporale, Guglielmo Maria; Lodh, Suman; Nandy, Monomita - 2015

a leading emerging market, namely China, using difference-in-differences and GARCH approaches. Before the crisis China …

Persistent link: https://www.econbiz.de/10010518789

The rapidly deepening India-China economic relationship

Whalley, John; Shekhar, Tanmaya - 2010

In this paper we focus on the rapidly deepening bilateral India-China economic relationship. Each is deeply integrating … into the global economy through trade and FDI inflows, China is seen as primarily manufacturing-lead growth with India as … China, and the two have to be considered a joint global presence. India and China are thus viewed in the literature in …

Persistent link: https://www.econbiz.de/10008697087

The deepening China Brazil economic relationship

Whalley, John; Medianu, Dana - 2010

We document key features of the deepening economic relationship between Brazil and China. This is evident from sharply … international fora. Data presented show bilateral trade between Brazil and China surging after 2001 and China is now Brazil … rates suggest that China will become the dominant trade partner for Brazil surprisingly soon. -- economic relationship …

Persistent link: https://www.econbiz.de/10008806619

BRICSAM and the non-WTO

Antkiewicz, Agata (contributor); Whalley, John (contributor) - 2005

economies (Brazil, Russia, China, India, South Africa, ASEAN, Mexico) who (with the exception of Mexico) are also outside of the …

Persistent link: https://www.econbiz.de/10003112587

Volatility spillovers and contagion from mature to emerging stock markets

Beirne, John; Caporale, Guglielmo Maria; … - 2009

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanismcontagionduring turbulences in mature markets. Tri-variate GARCH-BEKK models of returns in global (mature), regional, and local markets are estimated for 41 emerging...

Persistent link: https://www.econbiz.de/10003808130

Abnormal returns and stock price movements : some evidence from developed and emerging markets

Caporale, Guglielmo Maria; Plastun, Alex - 2020

developed (US, UK, Japan) and emerging (China, India) markets over the period 01.01.2010-01.01.2020. Average analysis, t …

Persistent link: https://www.econbiz.de/10012390869

Global and regional financial integration in emerging Asia : evidence from stock markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2017

This paper employs a price-based measure of integration, namely stock return differentials between ten emerging Asian economies and the US (as an indicator of global integration), as well as Japan and the Asian region (as two alternative indicators of regional integration), to test for mean...

Persistent link: https://www.econbiz.de/10011654611

Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis

Beirne, John; Caporale, Guglielmo Maria; … - 2009

This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...

Persistent link: https://www.econbiz.de/10003887350

International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence

Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009

The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...

Persistent link: https://www.econbiz.de/10003891665