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Essays in open economy macroeconomics
Frois, Christian David - 2000
Persistent link: https://www.econbiz.de/10001613620
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Money, finance, and economic development
Li, Xiaowei - 2003
Persistent link: https://www.econbiz.de/10003623750
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Size-Portfolio Idiosyncratic Volatility with Aggregate Return, Cross-Sectional Return, and GDP Growth : U.S. and International Evidence
Kuo, Chris - 2011
documents that, when the idiosyncratic volatility is specified by firm size, the size-portfolio idiosyncratic volatility is …, this paper examines the predictive ability of the size-portfolio idiosyncratic volatility for GDP growth. It concludes that … size-portfolio idiosyncratic volatility contain significant information for forecasting future GDP growth for both the U …
Persistent link: https://www.econbiz.de/10013117807
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Stock market activities and industrial production growth : evidence from 20 international markets
Chiang, Thomas C.; Chen, Xiaoyu - In: Advances in Pacific Basin business, economics, and finance 5 (2017), pp. 39-75
Persistent link: https://www.econbiz.de/10012520805
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …
Persistent link: https://www.econbiz.de/10013397677
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Global imbalances in a world of inflexible real exchange rates and capital controls
Hughes Hallett, Andrew; Martinez Oliva, Juan C. - In: Global economic review 41 (2012) 4, pp. 319-340
Persistent link: https://www.econbiz.de/10009709086
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Trend shocks, risk sharing and cross-country portfolio holdings
Arslan, Yavuz; Keleș, Gürsu; Kilinc̦, Mustafa - 2012
This paper analyzes the dynamics of risk premia, real exchange rates and portfolio movements in a two-country, two-good, two-bond model. We use an asymmetric set-up in the model, where one of the countries is emerging and the other one is developed and both countries issue bonds in domestic...
Persistent link: https://www.econbiz.de/10009407245
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Global imbalances in a world of inflexible real exchange rates and capital controls
Hughes Hallett, Andrew; Martinez Oliva, Juan C. - 2011
This paper addresses the issue of international payments in a stock-flow framework, by capturing the interaction between the current account balance and international assets portfolios of domestic and foreign investors. It is argued that the stability of such interaction may be affected by...
Persistent link: https://www.econbiz.de/10009383064
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Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Donadelli, Michael; Paradiso, Antonio - In: The North American journal of economics and finance : a … 28 (2014), pp. 206-220
Persistent link: https://www.econbiz.de/10010461957
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Global Imbalances in a World of Inflexible Real Exchange Rates and Capital Controls
Hughes Hallett, Andrew J. - 2011
This paper addresses the issue of international payments in a stock-flow framework, by capturing the interaction between the current account balance and international assets portfolios of domestic and foreign investors. It is argued that the stability of such interaction may be affected by...
Persistent link: https://www.econbiz.de/10013117636