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Influence of ADB Bond Issues and US Bonds on Asian Government Bonds
Inoguchi, Masahiro - 2014
of the USA, and whether the efforts of international organizations to improve bond markets have had any effect in East …This article examines whether there is a correlation between the government bond markets of Asian countries and those … Asia. Because the sizes of the government bond markets are larger than those of the corporate bond markets in East Asia …
Persistent link: https://www.econbiz.de/10013060911
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Boosted Credit Ratings in China : The Effects of Credit Enhancement on Bond Pricing
Gao, Haoyu - 2020
More than 25% of credit bonds in China received improved issuance ratings, among which 96.6% used credit enhancement. We find that credit enhancement can effectively lower credit spreads, which still holds after a battery of robustness tests. We employ the propensity score matching method, the...
Persistent link: https://www.econbiz.de/10012840150
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Evolvement of uniformity and volatility in the stressed global financial village
Kenett, Dror Y.; Raddant, Matthias; Lux, Thomas; … - 2011
In the current era of strong worldwide market couplings the global financial village became highly prone to systemic collapses, events that can rapidly sweep through out the entire village. Here we present a new methodology to assess and quantify inter-market relations. The approach is based on...
Persistent link: https://www.econbiz.de/10009354737
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Are there spillover effects from Hong Kong and the United States to Chinese stock markets
Diekmann, Katharina - 2011
Stock market integration of mainland China is analyzed before and after the liberalization of Chinese stock exchange segments. We apply a causalityin-variance procedure, using four mainland China stock market indices, two indices of the stock exchange in Hong Kong and the Dow Jones Industrial...
Persistent link: https://www.econbiz.de/10009660281
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An empirical analysis of the volatility spillover effect between world-leading and the Asian stock markets : implications for portfolio management
Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 10/226, pp. 1-28
-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … volatility was transmitted from the USA to the majority of the Asian stock markets during the Chinese stock market crash …
Persistent link: https://www.econbiz.de/10012388066
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Return and volatility transmission between world-leading and Latin American stock markets : portfolio implications
Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 7/148, pp. 1-19
(USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of …
Persistent link: https://www.econbiz.de/10012309325
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Are there spillover effects from Hong Kong and the United States to Chinese stock markets?
Diekmann, Katharina - 2011
Persistent link: https://www.econbiz.de/10009424882
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The Internationalization of China's Equity Markets
Cortina Lorente, Juan Jose; Schmukler, Sergio L.; Xiao, … - 2023
China’s equity markets internationalization process started in the early 2000s but accelerated after 2012, when Chinese firms’ shares listed in Shanghai and Shenzhen gradually became available to international investors. This paper studies the effects of the post-2012 internationalization...
Persistent link: https://www.econbiz.de/10014254478
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Establishing a Foreign Exchange Futures Market in China
Jin, Zhongxia; Zhao, Yue; Wang, Haobin - 2022
During China’s transition toward a more flexible exchange rate, it is essential to further develop its foreign exchange (FX) derivatives markets to meet the growing hedging needs associated with greater exchange rate fluctuations. Although over-the-counter (OTC) FX derivatives markets already...
Persistent link: https://www.econbiz.de/10013306726
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International Banking Regulation and Supervision after the Crisis : Implications for China
Loechel, Horst - 2015
. We further conduct comparative studies on regulatory issues in China, France, Germany, the UK and the USA to draw …
Persistent link: https://www.econbiz.de/10013038323