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Global shocks in emerging economies : an empirical investigation

Ferreira, Mauro Sayar; Valério, André Cordeiro - In: Revista brasileira de economia : RBE ; publicação de … 76 (2023) 3, pp. 315-348

Persistent link: https://www.econbiz.de/10014279740

Regional or global shock? : a global VAR analysis of Asian economic and financial integration

Ong, Sheue Li; Satō, Kiyotaka - In: The North American journal of economics and finance : a … 46 (2018), pp. 232-248

Persistent link: https://www.econbiz.de/10012036697

Interdependence and contagion in global asset markets

Beirne, John; Gieck, Jana - 2012

Persistent link: https://www.econbiz.de/10009765960

Interdependence and contagion in global asset markets

Beirne, John; Gieck, Jana - In: Review of international economics 22 (2014) 4, pp. 639-659

Persistent link: https://www.econbiz.de/10011297155

A divergence-of-expectations approach to the assessment of country risk

Di Gregorio, Dante; Thomas, Douglas E. - In: International journal of business and globalisation : IJBG 27 (2021) 1, pp. 132-142

Persistent link: https://www.econbiz.de/10012505799

Stress-testing euro area corporate default probabilities using a global macroeconomic model

Castrén, Olli; Dées, Stéphane; Zaher, Fadi - In: Journal of financial stability 6 (2010) 2, pp. 64-78

Persistent link: https://www.econbiz.de/10009271817

Global commodity cycles and linkages a FAVAR approach

Lombardi, Marco; Osbat, Chiara; Schnatz, Bernd - 2010

In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...