Narrow search
Showing 101 - 110 of 14,336
Cover Image
How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus; Huber, Florian; Schuberth, Helene - 2018
We propose a dynamic factor model with time-varying parameters and stochastic volatility to analyze the relationship between global factors and country-specific capital flow dynamics. Studying a global sample of 43 countries from 1994 until 2015, we show that global co-movement of macroeconomic,...
Persistent link: https://www.econbiz.de/10011929696
Cover Image
How does unconventional monetary policy affect the global financial markets? : evaluating policy effects by global VAR models
Inoue, Tomoo; Okimoto, Tatsuyoshi - 2019
Persistent link: https://www.econbiz.de/10012134530
Cover Image
The implications of global and domestic credit cycles for emerging market economies : measures of finance-adjusted output gaps
Grintzalis, Ioannis; Lodge, David; Manu, Ana-Simona - 2017
We present estimates of finance-adjusted output gaps which incorporate the information on the domestic and global credit cycles for a sample of emerging market economies (EMEs). Following recent BIS research, we use a state-space representation of an HP filter augmented with a measure of the...
Persistent link: https://www.econbiz.de/10011637326
Cover Image
Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2020
Persistent link: https://www.econbiz.de/10012534353
Cover Image
The impact of financial globalization on output volatility : panel data evidence for Asian countries
Awan, Asma; Asghar, Nabila; Rehman, Hafeez Ur - In: Pakistan journal of commerce and social sciences 15 (2021) 1, pp. 213-239
This study is an endeavor to empirically examine the long run impact of financial globalization on output volatility in … for estimation purpose. The results of the study reveal that in overall Asia and Central Asia, financial globalization has … globalization is reported in the context of three sub-samples i.e. East Asia, South Asia and West Asia during reference period. The …
Persistent link: https://www.econbiz.de/10012507135
Cover Image
Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
the world output loss that materialized during the great recession would have been 13% lower in absence of GFU shocks. We … after GFU shocks, the larger the world output contraction is. …
Persistent link: https://www.econbiz.de/10012431805
Cover Image
Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
achieves set-identiÖcation via a combination of narrative, sign, ratio, and correlation restrictions. We Önd that the world …, the larger the world output contraction is. …
Persistent link: https://www.econbiz.de/10012432185
Cover Image
How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus; Huber, Florian; Schuberth, Helene - In: Journal of international money and finance 109 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012403958
Cover Image
Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
dynamics of co-movement and compare recent developments to earlier episodes such as the early era of financial globalization …
Persistent link: https://www.econbiz.de/10011992406
Cover Image
Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - In: Journal of international money and finance 131 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014248868