The paper analyses the transmission of liquidity shocks and risk shocks to global financial markets. Using a Global VAR … methodology, the findings reveal fundamental differences in the transmission strength and pattern between the 2007-08 financial … strong during the 2010-11 sovereign debt crisis, with risk shocks driving down bond yields in key advanced economies. The …

The paper analyses and compares the role that the tightening in liquidity conditions and the collapse in risk appetite … empirical exercise with a Global VAR approach, the findings highlight the diversity of the transmission process. While liquidity … played for the global transmission of the financial crisis. Dealing with identification and the large dimensionality of the …

The paper presents a framework for analyzing the degree of financial transmission between money, bond and equity …

The aim of this paper is to assess the effectiveness and risk in the stock exchange market in Central and Eastern … and the risk and investment effectiveness analysis in the stock exchange market in CEE with regard to NYSE2-LSE-HKSE2 … to investment risk, the stock exchanges in CEE, due to dynamic development, are improving their investment position with …

-of-sample forecasting performance. Differences across countries are seemingly linked to market liquidity. The paper further finds that the …

performance.Differences across countries are seemingly linked to market liquidity.The paper further finds that the US and euro …

finds that common shocks – key crisis events as well as changes to global liquidity and risk – have exerted a large effect …, country risk and the strength of domestic macroeconomic fundamentals. Comparing and quantifying these effects shows that …

The globalization of banking in the United States is influencing the monetary transmission mechanism both domestically … foreign affiliates to help smooth domestic liquidity shocks. We also show that the existence of such internal capital markets … contributes to an international propagation of domestic liquidity shocks to lending by affiliated banks abroad. While these …

. Global banks can provide liquidity and risk-sharing opportunities to the host market in the event of adverse host … in the transmission of the current crisis to emerging-market economies. Flows between global banks and emerging markets … headquarters and its offices in foreign locations). Adverse liquidity shocks to developed-country banking, such as those that …