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Systemic risk diagnostics : coincident indicators and early warning signals

Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2011

components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the world. Credit risk conditions …

Persistent link: https://www.econbiz.de/10009006653

Exchange rates and their effects on international trade

Klaassen, Franc - 2000

Persistent link: https://www.econbiz.de/10001496246

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

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

Distance(s) and the volatility of international trade(s)

Mehl, Arnaud; Schmitz, Martin; Tille, Cédric - 2019

Does distance matter for the volatility of international real and financial transactions? We show that it does, in addition to its well-established relevance for the level of trade. A simple model of trade with endogenous markups shows that demand shocks have a larger impact on trade between...

Persistent link: https://www.econbiz.de/10011994537

Cross-border banking in the EU since the crisis : what is driving the great retrenchment?

Emter, Lorenz; Schmitz, Martin; Tirpák, Marcel - 2018

This paper examines the drivers of the retrenchment in cross-border banking in the European Union (EU) since the global financial crisis, which stands out in international comparison as banks located in the euro area and in the rest of the EU reduced their cross-border claims by around 25%....

Persistent link: https://www.econbiz.de/10011802126

Determinants of currency choice in cross-border bank loans

Emter, Lorenz; McQuade, Peter; Pradhan, Swapan-Kumar; … - 2024

This paper provides insights into the determinants of currency choice in cross-border bank lending, such as bilateral distance, financial and trade linkages to issuer countries of major currencies, and invoicing currency patterns. Cross-border bank lending in US dollars, and particularly in...

Persistent link: https://www.econbiz.de/10014507151

Intergenerational transmission of family influence

Eshaghnia, Sadegh S. M.; Heckman, James J.; Landersø, … - 2022

Persistent link: https://www.econbiz.de/10013426596