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Pairwise tests of purchasing power parity

Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521

Persistent link: https://www.econbiz.de/10003881179

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416

Persistent link: https://www.econbiz.de/10008825760

China's emergence in the world economy and business cycles in Latin America

Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - In: The GVAR handbook : structure and applications of a …, (pp. 195-211). 2013

Persistent link: https://www.econbiz.de/10009729985

Introduction: an overview of the GVAR approach and the handbook

Di Mauro, Filippo; Pesaran, M. Hashem - In: The GVAR handbook : structure and applications of a …, (pp. 1-11). 2013

Persistent link: https://www.econbiz.de/10009730075

Exchange Rates in Emerging Economies : What Do We Know? What Do We Need to Know?

Edwards, Sebastian - 1999

Exchange rates have been at the center of economic debates in emerging economies. Issues related to the feasibility of flexible exchange rates, the relationship between exchange rate volatility and growth, and the role of exchange rate overvaluation in recent crises, among other, have been...

Persistent link: https://www.econbiz.de/10012471561

Is Globalization Today Really Different than Globalization a Hunderd Years Ago?

Bordo, Michael D. - 1999

for the United States but also with reference to the wider world. We establish the outlines of international integration a … century ago and analyze the institutional and informational impediments that prevented the late nineteenth century world from … achieving the same degree of integration as today. We conclude that the world today is different: commercial and financial …

Persistent link: https://www.econbiz.de/10012471593

Lending Booms, Reserves, and the Sustainability of Short-Term Debt : Inferences from the Pricing of Syndicated Bank Loans

Eichengreen, Barry - 1999

This paper analyzes the determinants of spreads on syndicated bank lending to emerging markets, treating the loan-extension and pricing decisions as jointly determined. Compared to the bond market, our findings highlight the role of international banks in providing credit to smaller borrowers...

Persistent link: https://www.econbiz.de/10012471681

COVID-19 Time-varying Reproduction Numbers Worldwide : An Empirical Analysis of Mandatory and Voluntary Social Distancing

Chudik, Alexander; Pesaran, M. Hashem; Rebucci, Alessandro - National Bureau of Economic Research - 2021

This paper estimates time-varying COVID-19 reproduction numbers worldwide solely based on the number of reported infected cases, allowing for under-reporting. Estimation is based on a moment condition that can be derived from an agent-based stochastic network model of COVID-19 transmission. The...

Persistent link: https://www.econbiz.de/10012510508

Macroprudential Policies and The Covid-19 Pandemic : Risks and Challenges For Emerging Markets

Edwards, Sebastian - National Bureau of Economic Research - 2021

This paper deals with COVID and macroprudential regulations in emerging markets. I document the build-up of a sturdy macroprudential structure during 2009-2019, and the relaxation of regulations in 2020-2021, as part of the effort to deal with the sanitary emergency. I show that in every...

Persistent link: https://www.econbiz.de/10012660118

Epidemic Exposure, Fintech Adoption, and the Digital Divide

Saka, Orkun; Eichengreen, Barry; Aksoy, Cevat Giray - National Bureau of Economic Research - 2021

who participates in this shift. We exploit a dataset combining Gallup World Polls and Global Findex surveys for some 250 …

Persistent link: https://www.econbiz.de/10012599296

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