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Financial crises and the dynamic linkages between stock and bond returns
Eraslan, Sercan; Ali, Faek Menla - 2017
This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …
Persistent link: https://www.econbiz.de/10011663407
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The higher the better? : hedging and investment strategies in cryptocurrency markets : insights from higher moment spillovers
He, Xie; Hamori, Shigeyuki - 2023
Persistent link: https://www.econbiz.de/10014364726
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Monetary and financial perspectives on retail CBDC in the Thai context
Thitima Chucherd; Chanokkarn Mek-yong; Nalin Nookhwun; … - 2021
Persistent link: https://www.econbiz.de/10012605800
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Banking crises under a Central Bank Digital Currency (CBDC)
Bitter, Lea - 2023
One of the main concerns associated with central bank digital currencies (CBDC) is the disintermediating effect on the banking sector in general, and the risk of bank runs in times of crisis in particular. This paper examines the implications of an interest-bearing CBDC on banking crises in a...
Persistent link: https://www.econbiz.de/10014495919
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Growth and the quality of foreign direct investment : is all FDI equal?
Alfaro, Laura (contributor); Charlton, Andrew (contributor) - 2007
Persistent link: https://www.econbiz.de/10003576515
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International banking and liquidity risk transmission : lessons from across countries
Buch, Claudia M.; Goldberg, Linda S. - 2014
Network (IBRN), established in 2012, brings together researchers from around the world with access to micro-data on individual …
Persistent link: https://www.econbiz.de/10010393856
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Cross-border prudential policy spillovers : how much? how important? : evidence from the international banking research network
Buch, Claudia M.; Goldberg, Linda S. - 2017
The development of macroprudential policy tools has been one of the most significant changes in banking regulation in recent years. In this multi-study initiative of the International Banking Research Network (IBRN), researchers from 15 central banks and 2 international organizations use...
Persistent link: https://www.econbiz.de/10011595267
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Knowledge flows, R&D spillovers and innovation
Peri, Giovanni - 2003
Persistent link: https://www.econbiz.de/10013428573
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Analysis of nonlinear comovement of benchmark Thai government bond yields
Rewat Khanthaporn - 2022
Persistent link: https://www.econbiz.de/10013429426
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CDS market structure and bond spreads
Bilan, Andrada; Gündüz, Yalın - 2022
We study the response of bond spreads to a liquidity supply shock in the credit default swap (CDS) market. Our … transactions and bond portfolio holdings of German investors. Following the shock, CDS market liquidity declines and bond spreads … a mechanism: as CDS insurance on their bond holdings becomes costlier, investors offload the bonds. Our results …
Persistent link: https://www.econbiz.de/10013259649