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Capital flows : the role of bank and nonbank balance sheets
Hashimoto, Yūko; Krogstrup, Signe - 2019
This paper assesses the role of bank and nonbank financial institutions' balance sheet foreign exposures and risk management practices in driving capital flow responses to global risk. Using a unique and previously unexplored dataset on domestic and cross border balance sheet positions of...
Persistent link: https://www.econbiz.de/10012019857
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One ring to rule them all? : new evidence on world cycles
Monnet, Eric; Puy, Damien - 2019
We estimate world cycles using a new quarterly dataset of output, credit and asset prices assembled using IMF archives … and covering a large set of advanced and emerging economies since 1950. World cycles, both real and financial, exist and … time. Although this is true for prices (goods and assets), this not true for quantities (output and credit). The world …
Persistent link: https://www.econbiz.de/10012103742
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The impact of the global financial crisis on banking globalization
Claessens, Stijn; Horen, Neeltje van - 2014
Persistent link: https://www.econbiz.de/10010441940
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International bank lending channel of monetary policy
Albrizio, Silvia; Choi, Sangyup; Furceri, Davide; Yoon, … - 2019
How does domestic monetary policy in systemic countries spillover to the rest of the world? This paper examines the …
Persistent link: https://www.econbiz.de/10012154603
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Post-crisis changes in global bank business models : a new taxonomy
Caparusso, John; Chen, Yingyuan; Dattels, Peter; Goel, Rohit - 2019
The Global Financial Crisis unleashed changes in the operating and regulatory environments for large international banks. This paper proposes a novel taxonomy to identify and track business model evolution for the 30 Global Systemically Important Banks (G-SIBs). Drawing from banks' reporting, it...
Persistent link: https://www.econbiz.de/10012155182
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Liquidity management under fixed exchange rate with open capital account
El Hamiani Khatat, Mariam; Veyrune, Romain Michel - 2019
This paper introduces a theoretical framework for liquidity management under fixed exchange rate arrangement, derived from the price-specie flow mechanism of David Hume. The framework highlights that the risk of short-term money market rates un-anchoring from the uncovered interest rate parity...
Persistent link: https://www.econbiz.de/10012009594
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The global macrofinancial model
Vitek, Francis - 2018
Macrofinancial Model (GFM). This dynamic stochastic general equilibrium model of the world economy, disaggregated into forty national …
Persistent link: https://www.econbiz.de/10011848258
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Evolution of the global financial network and contagion : a new approach
Korniyenko, Yevgeniya; Patnam, Manasa; Del Rio-Chanona, … - 2018
This paper studies the interconnectedness of the global financial system and its susceptibility to shocks. A novel multilayer network framework is applied to link debt and equity exposures across countries. Use of this approach-that examines simultaneously multiple channels of transmission and...
Persistent link: https://www.econbiz.de/10011852664
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Assessing systemic trade interconnectedness : an empirical approach
Errico, Luca; Massara, Alexander - 2011
Persistent link: https://www.econbiz.de/10009422421
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The global financial crisis : an anatomy of global growth
Matheson, Troy - 2013
Persistent link: https://www.econbiz.de/10009726428