Narrow search
Showing 1 - 10 of 717
Cover Image
Measuring global financial market stresses
Groen, Jan J. J.; Nattinger, Michael B.; Noble, Adam I. - 2020
We propose measures of financial market stress for forty-six countries and regions across the world. Our measures indicate that worldwide financial market stresses rose significantly in March following the widespread economic shutdowns in the wake of the COVID-19 pandemic. However, hardly...
Persistent link: https://www.econbiz.de/10012619517
Cover Image
The household sector financial balance, financing gap, financial markets, and economic cycles in the US economy: A structural VAR analysis
Casadio, Paolo; Paradiso, Antonio - 2010
This paper investigates private net saving in the US economy - divided into its principal components, households and (nonfinancial) corporate financial balances - and its impact on the GDP cycle from the 1980s to the present. Furthermore, we investigate whether the financial markets (stock...
Persistent link: https://www.econbiz.de/10010281740
Cover Image
Real-time macroeconomic data and uncertainty
Glass, Katharina; Fritsche, Ulrich - 2015
Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...
Persistent link: https://www.econbiz.de/10011341024
Cover Image
The wavelet analysis: The case of non-performing loans in China
Di Febo, Elisa; Angelini, Eliana - In: Risks 10 (2022) 2, pp. 1-17
economic policy uncertainty. In the short term, the variables are in phase. In the long term, an increase of EPU has a …
Persistent link: https://www.econbiz.de/10013200923
Cover Image
The economic policy uncertainty and its effect on sustainable investment: A panel ARDL approach
Darsono, Susilo Nur Aji Cokro; Wong, Wing Keung; … - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-17
This study examines the effect of economic policy uncertainty (EPU) on sustainable investment returns by using panel … data of stock market returns and the EPU index from twelve countries for the period from April 2015 to December 2020. In … investigate the impact of EPU, gold prices, oil prices, and Bitcoin prices on stock market returns by using the panel …
Persistent link: https://www.econbiz.de/10014332455
Cover Image
Economic policy uncertainty and investment in Spain
Dejuan-Bitria, Daniel; Ghirelli, Corinna - In: SERIEs - Journal of the Spanish Economic Association 12 (2021) 3, pp. 351-388
(EPU) indicator available for this country. We find strong evidence that uncertainty reduces corporate investment. This …
Persistent link: https://www.econbiz.de/10014496061
Cover Image
Prospects for an EMU between Federalism and Nationalism
den Butter, Frank A. G.; Segers, Mathieu L.L. - 2014
Rompuy in his 2013 London speech, without moving to a full-fledged federalist EPU. …
Persistent link: https://www.econbiz.de/10010377184
Cover Image
Real-Time Information Content of Macroeconomic Data and Uncertainty: An Application to the Euro Area
Glass, Katharina; Fritsche, Ulrich - 2014
-based EPU and the VSTOXX. Our finding corresponds to the recent literature on increased macroeconomic uncertainty and especially …
Persistent link: https://www.econbiz.de/10010420867
Cover Image
Structural breaks and financial volatility: Lessons from BRIC countries
Morales, Lucía; Gassie, Esmeralda - 2011
and emerging economies, where a clear gap of research have been found regarding to the BRIC financial markets and the … work aims to address this gap on the literature by looking at the BRIC financial markets and their co-movements with regard …
Persistent link: https://www.econbiz.de/10010306930
Cover Image
Trends and prospects of Lithuania's trade in agricultural and food products with BRICs
Bogdanov, Andrej; Petuchova, Tamara - 2011
This study explores trends and perspectives of Lithuania's trade in agricultural and food products with the BRIC … the BRIC countries account for nearly one third of the Lithuanian agricultural and food products exports. BRICs economic … BRIC countries is currently very topical. The econometric forecasting model of Lithuania's Export and Import flows, created …
Persistent link: https://www.econbiz.de/10010306935