Narrow search
Showing 1 - 10 of 503
Cover Image
Sovereign rating news and financial markets spillovers : evidence from the European debt crisis
Arezki, Rabah; Candelon, Bertrand; Sy, Amadou N. R. - 2011
Persistent link: https://www.econbiz.de/10009486229
Cover Image
Contagion of fear : is the impact of COVID-19 on sovereign risk really indiscriminate?
Cevik, Serhan; Öztürkkal, Belma - 2020
This paper investigates the impact of infectious diseases on the evolution of sovereign credit default swap (CDS) spreads for a panel of 77 advanced and developing countries. Using annual data over the 2004-2020 period, we find that infectious-disease outbreaks have no discernible effect on CDS...
Persistent link: https://www.econbiz.de/10012392655
Cover Image
Sovereigns and financial intermediaries spillovers
Tabarraei, Hamid Reza; Rouabah, Abdelaziz; Pierrard, Olivier - 2019
We examine the spillover effects between sovereigns and banks in a model with a heterogeneous banking system. An increase in sovereign's default risk affects financial intermediaries through two channels in this model. First, banks' funding costs might increase, inducing higher interest rates on...
Persistent link: https://www.econbiz.de/10012009433
Cover Image
Sovereign Rating News and Financial Markets Spillovers : Evidence From the European Debt Crisis
Candelon, Bertrand - 2011
contracts, and investment mandates may help explain these results …
Persistent link: https://www.econbiz.de/10014400977
Cover Image
Country Risks and the Investment Activity of U.S. Multinationals in Developing Countries
Lehmann, Alexander - 1999
determining a multinational’s choice between exports and foreign investment. The hypotheses from the model are tested for the … multilateral investment agreement that could function as an agency of restraint …
Persistent link: https://www.econbiz.de/10014400938
Cover Image
Investment-led growth in China : global spillovers
Ahuja, Ashvin; Myrvoda, Alla - 2012
Persistent link: https://www.econbiz.de/10009679023
Cover Image
The spillover effects of a downturn in China’s real estate investment
Ahuja, Ashvin; Myrvoda, Alla - 2012
Real estate investment accounts for a quarter of total fixed asset investment (FAI) in China. The real estate sector … estate investment in China though a low-probability event would be sizable, with large spillovers to a number of China … and the rest of the G20 economies, we find that a 1-percent decline in China's real estate investment would shave about 0 …
Persistent link: https://www.econbiz.de/10009679024
Cover Image
International R and D Spillovers and Institutions
Hoffmaister, Alexander W. - 2008
The empirical analysis in ""International R&D Spillovers"" (Coe and Helpman, 1995) is first revisited by applying modern panel cointegration estimation techniques to an expanded data set that we have constructed for the purpose of this study. The new estimates confirm the key results reported in...
Persistent link: https://www.econbiz.de/10014400689
Cover Image
Investment-Led Growth in China : Global Spillovers
Ahuja, Ashvin - 2012
Over the past decade, China’s growth model has become more reliant on investment and its footprint in global imports … has widened substantially. Several economies within China’s supply chain are increasingly exposed to its investment …-led growth and face growing risks from a deceleration in investment in China. This note quantifies potential global spillovers …
Persistent link: https://www.econbiz.de/10014395581
Cover Image
The Spillover Effects of a Downturn in China’s Real Estate Investment
Ahuja, Ashvin - 2012
Real estate investment accounts for a quarter of total fixed asset investment (FAI) in China. The real estate sector … estate investment in China—though a low-probability event—would be sizable, with large spillovers to a number of China … and the rest of the G20 economies, we find that a 1-percent decline in China’s real estate investment would shave about 0 …
Persistent link: https://www.econbiz.de/10014395603