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Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
Bayoumi, Tamim - 2013
reverberate around the world much more strongly than shocks from other regions, including the Euro area, while inward spillovers …
Persistent link: https://www.econbiz.de/10013084151
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How to Capture Macro-Financial Spillover Effects in Stress Tests?
Hesse, Heiko - 2014
meaningful macro-financial linkages, i.e., taking into account spillover effects and other forms of contagion. We come up with an … approach to simulate the potential impact of spillover effects based on the “traditional” design of macro-economic stress tests …. Specifically, we examine spillover effects observed during the financial crisis and simulate their impact on banks' liquidity and …
Persistent link: https://www.econbiz.de/10013050679
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Determinants of Financial Market Spillovers : The Role of Portfolio Diversification, Trade, Home Bias, and Concentration
Shinagawa, Yoko - 2014
spillovers (or risk greater volatility owing to comovement with foreign markets) …
Persistent link: https://www.econbiz.de/10013043720
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Riding Global Financial Waves : The Economic Impact of Global Financial Shocks on Emerging Market Economies
Adler, Gustavo - 2012
integration with the rest of the world, arguably turning these economies more vulnerable to global financial shocks; and an …
Persistent link: https://www.econbiz.de/10013098620
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Sovereigns and Financial Intermediaries Spillovers
Tabarraei, Hamid - 2019
We examine the spillover effects between sovereigns and banks in a model with a heterogeneous banking system. An …
Persistent link: https://www.econbiz.de/10012889148
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Supply Spillovers During the Pandemic : Evidence from High-Frequency Shipping Data
Cerdeiro, Diego; Komaromi, Andras - 2021
World trade contracted dramatically during the global economic crisis induced by the COVID-19 pandemic. Disruptions in …
Persistent link: https://www.econbiz.de/10013250078
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International Trade Spillovers from Domestic COVID-19 Lockdowns
Aiyar, Shekhar S.; Malacrino, Davide; Mohommad, Adil; … - 2022
While standard demand factors perform well in predicting historical trade patterns, they fail conspicuously in 2020, when pandemic-specific factors played a key role above and beyond demand. Prediction errors from a multilateral import demand model in 2020 vary systematically with the health...
Persistent link: https://www.econbiz.de/10014081240
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Global Financial Crisis, Financial Contagion, and Emerging Markets
Ozkan, F. Gulcin - 2013
investigate the transmission of a global financial crisis that originates from financial frictions in the rest of the world. We …
Persistent link: https://www.econbiz.de/10013088405
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Evolution of the Global Financial Network and Contagion : A New Approach
Korniyenko, Yevgeniya - 2018
This paper studies the interconnectedness of the global financial system and its susceptibilityto shocks. A novel multilayer network framework is applied to link debt and equityexposures across countries. Use of this approach-that examines simultaneously multiplechannels of transmission and...
Persistent link: https://www.econbiz.de/10012913917
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Macroeconomic Model Spillovers and Their Discontents
Bayoumi, Tamim - 2013
The Great Recession underlined that policies in some countries can have profound spillovers elsewhere. Sadly, the solution of simulating large macroeconomic models to measure these spillovers has been found wanting. Typical models generate lower international correlations of output and financial...
Persistent link: https://www.econbiz.de/10013085976