Similar Search Results

Global implications of a US-led currency war

Triggs, Adam; McKibbin, Warwick J. - 2020

Persistent link: https://www.econbiz.de/10012225004

Global value chains during the great trade collapse : a bullwhip effect?

Altomonte, Carlo; Di Mauro, Filippo; Ottaviano, … - 2012

Persistent link: https://www.econbiz.de/10009765249

Crisis severity and the international trade network

Endrész, Marianna; Skudelny, Frauke - 2016

Persistent link: https://www.econbiz.de/10011619813

Does uncertainty matter for trade flows of emerging economies?

Groshenny, Nicolas; Heid, Benedikt; Sewak, Tayushma - 2021

Persistent link: https://www.econbiz.de/10012664090

Monetary policy and its transmission in a globalised world

Ca'Zorzi, Michele; Dedola, Luca; Georgiadis, Georgios; … - 2020

and financial variables in the rest of the world. …

Persistent link: https://www.econbiz.de/10012216473

The global financial cycle and capital flow episodes : a wobbly link?

Scheubel, Beatrice; Stracca, Livio; Tille, Cédric - 2019

We add to the literature on the influence of the global financial cycle (GFC) and gyrations in capital flows. First, we build a new measure of the GFC based on a structural factor approach, which incorporates theoretical priors in its definition. This measure can also be decomposed in a...

Persistent link: https://www.econbiz.de/10012132563

America First? : a US-centric view of global capital flows

McQuade, Peter; Schmitz, Martin - 2019

with those of the rest of the world. We analyse the relative importance of US, country-specific, and global variables as …. Global and national risk indicators perform better in explaining "rest of the world" flows. Moreover, we find that the … correlation between US and rest of the world flows peaks in periods of elevated uncertainty. We interpret our findings as evidence …

Persistent link: https://www.econbiz.de/10011975553

The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios

Craig, Ben R.; Giuzio, Margherita; Paterlini, Sandra - 2020

Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the sovereign bond portfolios of the major European banks....

Persistent link: https://www.econbiz.de/10012197781

Attention to the tail(s) : global financial conditions and exchange rate risks

Eguren-Martin, Fernando; Sokol, Andrej - 2020

We document how the distribution of exchange rate returns responds to changes in global financial conditions. We measure global financial conditions as the common component of country-specific financial condition indices, computed consistently across a large panel of developed and emerging...

Persistent link: https://www.econbiz.de/10012197839

International capital flows at the security level : evidence from the ECB's Asset Purchase Programme

Bergant, Katharina; Fidora, Michael; Schmitz, Martin - 2020

We analyse euro area investors' portfolio rebalancing during the ECB's Asset Purchase Pro- gramme at the security level. Based on net transactions of domestic and foreign securities, we observe euro area sectors' capital ows into individual securities, cleaned from valuation effects. Our...

Persistent link: https://www.econbiz.de/10012197845