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Bond Markets As Conduits for Capital Flows : How Does Asia Compare?
Luengnaruemitchai, Pipat - 2006
Intro -- Contents -- I. INTRODUCTION -- II. REVIEW OF PREVIOUS STUDIES -- III. DATA AND SPECIFICATION -- IV. BASIC RESULTS -- V. SENSITIVITY CHECKS -- VI. CONNECTIONS WITH OTHER ASPECTS OF FINANCIAL DEVELOPMENT -- VII. THE COMPOSITION OF THE INVESTOR BASE -- VIII. CONCLUSIONS AND POLICY...
Persistent link: https://www.econbiz.de/10012691127
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Lending Resumption After Default : Lessons from Capital Markets During the 19th Century
Sole, Juan - 2006
Intro -- Contents -- I. MOTIVATION -- II. HISTORICAL EVIDENCE ON DEFAULT AND LENDING RESUMPTION -- III. THE ENVIRONMENT -- IV. OBSERVABLE TYPES -- V. UNOBSERVABLE TYPES -- VI. CONCLUDING REMARKS -- PROOFS OF PROPOSITIONS 3 AND 4 -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691139
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Risk Sharing and Financial Contagion in Asia; An Asset Price Perspective
Rungcharoenkitkul, Phurichai - International Monetary Fund (IMF) - 2011
This paper assesses financial integration in Asia in terms of risk-sharing benefit versus financial-contagion cost. We … discount factors. Risk sharing is low in Asia, and varies across time and countries, whereas contagion risks are more … differentials. Asia, therefore, can potentially enhance risk sharing without raising contagion risk. …
Persistent link: https://www.econbiz.de/10009369441
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Financial Spillovers to Emerging Markets during the Global Financial Crisis
Frank, Nathaniel - 2009
In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these...
Persistent link: https://www.econbiz.de/10012677776
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Perspectives on Low Global Interest Rates.
Catão, Luis - 2006
Intro -- Contents -- I. INTRODUCTION -- II. SOME HISTORICAL PERSPECTIVE -- III. SIMPLE ANALYTICS OF GLOBAL INTEREST RATE DETERMINATION -- IV. AN ASSET-PRICING PERSPECTIVE -- V. ECONOMETRIC EVIDENCE -- VI. CONCLUSIONS -- APPENDIX I. THEORETICAL FRAMEWORK -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691062
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Sovereign Eurobond Liquidity and Yields
Hardy, Daniel - 2022
Market liquidity is of value to both investors and issuers of securities, and is therefore a crucial factor in asset pricing. For the important asset class of Eurobonds, significant feedback from liquidity to pricing is established, and it is shown that bid-ask spreads (a proxy for market...
Persistent link: https://www.econbiz.de/10015060410
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The evolution of Asian financial linkages : key determinants and the role of policy
Elekdaǧ, Selim Ali; Phurichai Rungcharoenkitkul; Wu, Yiqun - 2012
determinants, which include trade and financial linkages, as well as policies. In line with Asia's growing role in the global …
Persistent link: https://www.econbiz.de/10009679040
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Financial integration and rebalancing in Asia
Pongsaparn, Runchana; Unteroberdoerster, Olaf - 2011
The paper shows that Asia's degree of financial integration, both with the world and within the region remains low by …
Persistent link: https://www.econbiz.de/10009422788
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Asian Equity Markets : Growth, Opportunities, and Challenges
Oura, Hiroko - 2006
DEVELOPMENT OF EQUITY DERIVATIVES MARKETS IN ASIA -- REFERENCES. …
Persistent link: https://www.econbiz.de/10012690965
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Financial Integration in Asia : Recent Developments and Next Steps
Cowen, David - 2006
Intro -- Contents -- I. GLOBALIZATION OF PRODUCTION AND FINANCIAL INTEGRATION IN ASIA -- II. ROLE OF INSTITUTIONS AND … II: ASIA'S INTENTIONS -- APPENDIX II. 4. REGIONAL COMPLIANCE WITH STANDARDS AND CODES -- APPENDIX II. 5. ASIAN REGIONAL … POLICY FORUMS EMEAP ( Executives Meeting of East Asia and Pacific Central Banks) -- APPENDIX II.6. FSAP AND ROSC …
Persistent link: https://www.econbiz.de/10012690976