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Time varying integration amongst the South Asian equity markets : an empirical study
Sehgal, Sanjay; Pandey, Piyush; Deisting, Florent - In: Cogent economics & finance 6 (2018) 1, pp. 1-26
In this paper, we examine the dynamic nature of equity market integration for the South Asian countries. The daily data for local equity indices are used from 6 January 2004 to 31 March 2015. Copula GARCH models and Diebold and Yilmaz methodology have been employed to study the inter-temporal...
Persistent link: https://www.econbiz.de/10011904252
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External Asset-Liability Position : An Emerging Facet of India's Investment Abroad
Prusty, Ramakanta; Tanna, Jayesh; Denis, Litty - 2013
stronger international positioning. Though India as a fast developing country has undoubtedly marked her presence in the … the asset­ liability status of India's investment abroad. With the help of the data collected from the online source of … Reserve Bank of India the paper tries to examine the trend of assets, liabilities and the net of the two due to India …
Persistent link: https://www.econbiz.de/10014153194
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Characterizing Co-Movements between Indian and Emerging Asian Equity Markets Through Wavelet Multi-Scale Analysis
M., Aasif - 2016
Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale...
Persistent link: https://www.econbiz.de/10013004332
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Characterizing co-movements between indian and emerging asian equity markets through wavelet multi-scale analysis
Shah, Aasif; Deo, Malabika; King, Wayne - In: Journal of East Asian economic integration 19 (2015) 2, pp. 189-220
Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale...
Persistent link: https://www.econbiz.de/10011572863
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Regime-Switching in Emerging Stock Market Returns
Assoe, Kodjovi - 2016
Many emerging markets have experienced significant changes in government policies and capital market reforms. These changes may lead to changes in their return-generating processes. Based on Markov-switching models, this paper investigates whether there is more than one regime in the...
Persistent link: https://www.econbiz.de/10013004218
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Selective swap arrangements and the global financial crisis : analysis and interpretation
Aizenman, Joshua; Pasricha, Gurnain Kaur - 2009
The onset of the US credit crisis in 2008, and its rapid globalization induced the FED to extend unprecedented swap-lines of 30 billion dollars to four emerging markets, and the proliferation of other cross-countries selective swap arrangements. This paper explores the logic for these...
Persistent link: https://www.econbiz.de/10003854615
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Surfing the waves of globalization : Asia and financial globalization in the context of the trilemma
Aizenman, Joshua; Chinn, Menzie David; Itō, Hiro - 2011
Using the "trilemma indexes" developed by Aizenman et al. (2010) that measure the extent of achievement in each of the three policy goals in the trilemma - monetary independence, exchange rate stability, and financial openness - we examine how policy configurations affect macroeconomic...
Persistent link: https://www.econbiz.de/10009158763
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The impact of international swap lines on stock returns of banks in emerging markets
Andrieş, Alin Marius; Fischer, Andreas M.; Yeşin, Pınar - 2015
This paper investigates the impact of international swap lines on stock returns using data from banks in emerging markets. The analysis shows that swap lines by the Swiss National Bank (SNB) had a positive impact on bank stocks in Central and Eastern Europe. It then highlights the importance of...
Persistent link: https://www.econbiz.de/10011440076
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Selective swap arrangements and the global financial crisis : analysis and interpretation
Aizenman, Joshua; Pasricha, Gurnain Kaur - 2009
The onset of the US credit crisis in 2008, and its rapid globalization induced the FED to extend unprecedented swap-lines of 30 billion dollars to four emerging markets, and the proliferation of other cross-countries selective swap arrangements. This paper explores the logic for these...
Persistent link: https://www.econbiz.de/10003840319
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Financial globalization and economic policies
Kose, M. Ayhan; Prasad, Eswar S.; Rogoff, Kenneth S.; … - 2009
We review the large literature on various economic policies that could help developing economies effectively manage the process of financial globalization. Our central findings indicate that policies promoting financial sector development, institutional quality and trade openness appear to help...
Persistent link: https://www.econbiz.de/10003816538