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Asset price changes, external wealth and global welfare
Meyer, Timothy Andreas - 2024
world on the U.S. external position. The author constructs their global distribution, carefully accounting for the role of …
Persistent link: https://www.econbiz.de/10014500929
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Analysing rational bubbles in African stock markets : evidence from econophysics frequency domain estimates and DCC MGARCH model
Lawal, Adedoyin Isola; Oseni, Ezeikel; Ahmed, Adel; … - In: Economies : open access journal 12 (2024) 8, pp. 1-22
diverse beliefs, strategies, and knowledge. This study examines the validity of rational bubbles in stock market prices … indicate that these markets experienced bubbles at various points, often followed by bursts. These bubbles coincided with … contributed to the occurrence of bubbles. Three key policy options are proposed to address bubbles in the studied markets …
Persistent link: https://www.econbiz.de/10015071029
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Determinants of financial stress and recovery during the great recession
Aizenman, Joshua; Pasricha, Gurnain Kaur - 2010
In this paper, we explore the link between stress in the domestic financial sector and the capital flight faced by countries in the 2008-9 global crisis. Both the timing of emergence of internal financial stress in developing economies, and the size of the peak-trough declines in the stock price...
Persistent link: https://www.econbiz.de/10008689040
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Determinants of financial stress and recovery during the great recession
Aizenman, Joshua; Pasricha, Gurnain Kaur - 2011
In this paper, we explore the link between stress in the domestic financial sector and the capital flight faced by countries in the 2008-9 global crisis. Both the timing of emergence of internal financial stress in developing economies, and the size of the peak-trough declines in the stock price...
Persistent link: https://www.econbiz.de/10009355200
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Determinants of financial stress and recovery during the great recession
Aizenman, Joshua; Pasricha, Gurnain Kaur - 2010
In this paper, we explore the link between stress in the domestic financial sector and the capital flight faced by countries in the 2008-9 global crisis. Both the timing of emergence of internal financial stress in developing economies, and the size of the peak-trough declines in the stock price...
Persistent link: https://www.econbiz.de/10008699195
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Determinants of financial stress and recovery during the Great Recession
Aizenman, Joshua; Pasricha, Gurnain Kaur - 2010
Persistent link: https://www.econbiz.de/10008779817
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FII Flows and Stock Market Volatility : Exploring Causal Link
Saxena, Swami - 2012
In the age of transnational capitalism, significant amounts of capital are flowing from developed world to emerging …
Persistent link: https://www.econbiz.de/10013106255
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Good news is bad news : leverage cycles and sudden stops
Akinci, Ozge; Chahrour, Ryan - 2015
We show that a model with imperfectly forecastable changes in future productivity and an occasionally binding collateral constraint can match a set of stylized facts about "sudden stop" events. "Good" news about future productivity raises leverage during times of expansion, increasing the...
Persistent link: https://www.econbiz.de/10011338832
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Good News Is Bad News : Leverage Cycles and Sudden Stops
Akinci, Ozge - 2015
We show that a model with imperfectly forecastable changes in future productivity and an occasionally binding collateral constraint can match a set of stylized facts about “sudden stop” events. “Good” news about future productivity raises leverage during times of expansion, increasing...
Persistent link: https://www.econbiz.de/10013014942
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COVID-19 Pandemic, Oil Prices, Stock Market, Geopolitical Risk and Policy Uncertainty Nexus in the US Economy : Fresh Evidence from the Wavelet-Based Approach
Sharif, Arshian - 2020
stock market, geopolitical risk and economic policy uncertainty in the US within a time-frequency framework. The coherence … of COVID-19 and oil price shocks on the geopolitical risk levels, economic policy uncertainty and stock market volatility … over the low frequency bands. The effect of the COVID-19 on the geopolitical risk substantially higher than on the US …
Persistent link: https://www.econbiz.de/10012837151