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Financial openness of China and India : implications for capital account liberalisation

Ma, Guonan; McCauley, Robert N. - 2014

We gauge the de-facto capital account openness of the Chinese and Indian economies by testing the law of one price on the basis of onshore and offshore price gaps for three key financial instruments. Generally, the three measures show both economies becoming more financially open over time. Over...

Persistent link: https://www.econbiz.de/10010402814

Monetary transmission in three central European economies : evidence from time-varying coefficient vector autoregressions

Darvas, Zsolt M. - 2012

Persistent link: https://www.econbiz.de/10009535639

How does stock market volatility react to oil shocks?

Bastianin, Andrea; Manera, Matteo - 2014

We study the impact of oil price shocks on US stock market volatility. We derive three different structural oil shock … variables (i.e. aggregate demand, oil-supply, and oil-demand shocks) and relate them to stock market volatility, using bivariate … stock market volatility only with delay. This implies that innovations to the price of crude oil are not strictly exogenous …

Persistent link: https://www.econbiz.de/10010476423

STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US

Busetti, Giorgio; Manera, Matteo - 2003

We investigate the financial interactions between countries in the Pacific Basin region (Korea, Singapore, Malaysia, Hong Kong and Taiwan), Japan and US. The originality of the paper is the use of STAR-GARCH models, instead of standard correlation-cointegration techniques. For each country in...

Persistent link: https://www.econbiz.de/10011591386

Stock market integration : evidence on price integration and return convergence

Heimonen, Kari - 1999

Persistent link: https://www.econbiz.de/10001372405

Current account reversals and long term imbalances : application to the Central and Eastern European countries

Benhima, Kenza (contributor); Havrylchyk, Olena (contributor) - 2006

Persistent link: https://www.econbiz.de/10003406244

The sector bias of skill-biased technical change and the rising skill premium in transition economies

Esposito, Piero (contributor); Stehrer, Robert (contributor) - 2007

Persistent link: https://www.econbiz.de/10003567250

Inflation persistence in Central and Eastern European countries

Darvas, Zsolt M.; Varga, Balázs - 2013

This paper studies inflation persistence with time-varying coefficient autoregressions for twelve central European countries,in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high inflation. Since the oil price shocks, inflation...

Persistent link: https://www.econbiz.de/10009768497

Foreign direct investment as a determinant of cross-country stock market comovement

Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - 2019 - This draft: July 22, 2019

Persistent link: https://www.econbiz.de/10012203966

A comparison of spillover effects before, during and after the 2008 financial crisis

Rea, Alethea; Rea, William; Reale, Marco; Scarrott, Carl - 2012

Persistent link: https://www.econbiz.de/10009562986

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