Showing 1 - 10 of 10
This paper explores the stability of the key conditioning variables accounting for real estate valuation before and after the crisis of 2008 - 2009, in a panel of 36 countries, for the period of 2005:I - 2012:IV, recognizing the incidence of global financial crisis. Our paper validates the...
Persistent link: https://www.econbiz.de/10010397239
presents a case that there were four primary failures contributing to the crisis: excessive risk-taking in the financial sector … due to mispriced government guarantees; regulatory focus on individual institution risk rather than systemic risk; opacity …
Persistent link: https://www.econbiz.de/10013130373
case that there were four primary failures contributing to the crisis: excessive risk-taking in the financial sector due to … mispriced government guarantees; regulatory focus on individual institution risk rather than systemic risk; opacity of positions …
Persistent link: https://www.econbiz.de/10010286114
Driven by waves of foreign capital inflows and outflows, Indonesia, the Republic of Korea, and Thailand - among several other emerging markets - have resorted to capital control policy since 2006. Are capital controls effective? Controls on capital inflows have been experiencing a renaissance...
Persistent link: https://www.econbiz.de/10010397230
In the run-up to the financial crisis, the world economy was characterized by large and growing current account …
Persistent link: https://www.econbiz.de/10010397265
Motivated by the unprecedented rise of swap agreements between the central banks of developed economies and their developing economy counterparts, this paper evaluates Asian swap arrangements and their association with the build-up of foreign reserves prior to the 2008-2009 global financial...
Persistent link: https://www.econbiz.de/10010286151
Motivated by the unprecedented rise of swap agreements between the central banks of developed economies and their developing economy counterparts, this paper evaluates Asian swap arrangements and their association with the build-up of foreign reserves prior to the 2008–2009 global financial...
Persistent link: https://www.econbiz.de/10014179703
This study provides new evidence of systemic risk contribution in the international mutual fund sector from 2000 - 2011 …. The empirical analysis tracks the systemic risk of 10,570 mutual funds investing internationally. The main findings … suggest that the systemic risk contributions of international mutual funds are more than proportional given the fund's size …
Persistent link: https://www.econbiz.de/10011653796
We study the period of the COVID-19 pandemic to assess the impact of foreign institutional investor (FII) flows on asset prices in an emerging market. Using a dataset of stock-level foreign fund flows of Indian equities, we show that stocks experiencing abnormally high innovations in foreign...
Persistent link: https://www.econbiz.de/10013472142
We study the period of the COVID-19 pandemic to assess the impact of foreign institutional investor (FII) flows on asset prices in an emerging market. Using a dataset of stock-level foreign fund flows of Indian equities, we show that stocks experiencing abnormally high innovations in foreign...
Persistent link: https://www.econbiz.de/10013492083