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Uncovering the time-varying relationship between commonality in liquidity and volatility
Chuliá, Helena; Koser, Christoph; Uribe, Jorge - In: International review of financial analysis 69 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012316887
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Dynamic interdependence and volatility transmission of Asian stock markets : evidence from the Asian crisis
In, Francis Haeuck (contributor) - In: International review of financial analysis 10 (2001) 1, pp. 87-96
Persistent link: https://www.econbiz.de/10001573051
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Dynamic spillover effects of global financial stress : evidence from the quantile VAR network
Long, Shaobo; Li, Zixuan - In: International review of financial analysis 90 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014468772
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International spillover effects of unconventional monetary policies of major central banks
Inoue, Tomoo; Okimoto, Tatsuyoshi - In: International review of financial analysis 79 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013349949
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China's Emergence in the World Economy and Business Cycles in Latin America
Pesaran, M. Hashem - 2011
world have altered the transmission mechanism of international business cycles to Latin America. Evidence based on a Global … world shows that the long-term impact of a China GDP shock on the typical Latin American economy has increased by three … associated with a deceleration in China's economic growth in the future for both Latin America and the rest of the world economy …
Persistent link: https://www.econbiz.de/10013121741
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Global Macro-Financial Cycles and Spillovers
Ha, Jongrim - 2020
We develop a new dynamic factor model that allows us to jointly characterize global macroeconomic and financial cycles and the spillovers between them. The model decomposes macroeconomic cycles into the part driven by global and country-specific macro factors and the part driven by spillovers...
Persistent link: https://www.econbiz.de/10012840446
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Does linkage fuel the fire? : the transmission of financial stress across the markets
Chau, Frankie; Deesomsak, Rataporn - In: International review of financial analysis 36 (2014), pp. 57-70
Persistent link: https://www.econbiz.de/10010530220
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Time-varying regional and global integration and contagion : evidence from style portfolios
Cho, Sungjun; Hyde, Stuart; Nguyen, Ngoc - In: International review of financial analysis 42 (2015), pp. 109-131
Persistent link: https://www.econbiz.de/10011573303
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Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin; Xu, Danyang; Corbet, Shaen; Hu, Yang; … - In: International review of financial analysis 93 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
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A new way of measuring effects of financial crisis on contagion in currency markets
Rigana, Katerina; Wit, Ernst; Cook, Samantha - In: International review of financial analysis 90 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014469207