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Global stock return comovements : trends and determinants

Inaba, Kei-Ichiro - 2018

Persistent link: https://www.econbiz.de/10012180349

The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR

Abbate, Angela; Eickmeier, Sandra; Lemke, Wolfgang; … - In: Journal of money, credit and banking : JMCB 48 (2016) 4, pp. 573-601

Persistent link: https://www.econbiz.de/10011615515

Propagation of economic shocks from the United States, China, the European Union, and Japan to selected Asian economies : does the global value chain matters?

Hendrati, Ignatia Martha; Heriqbaldi, Unggul; Padilla, … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 91-102

Persistent link: https://www.econbiz.de/10014247763

Monetary Policy Spillovers in the First Age of Financial Globalisation : A Narrative VAR Approach 1884–1913

Green, Georgina - 2018

This paper investigates whether movements in the Bank of England's interest rate hindered the development of the United States by transmitting or amplifying crises during the first age of financial globalisation. Evidence that US monetary and financial developments entered into the Bank's...

Persistent link: https://www.econbiz.de/10012925215

Global and domestic modeling of macroeconomic shocks : a GVAR analysis of Ireland

O'Grady, Michael; Rice, Jonathan; Walsh, Graeme - 2017

Persistent link: https://www.econbiz.de/10011742377

Monetary policy and its transmission in a globalised world

Ca'Zorzi, Michele; Dedola, Luca; Georgiadis, Georgios; … - 2020

and financial variables in the rest of the world. …

Persistent link: https://www.econbiz.de/10012216473

Ripple effect : Disentangling the global impact web of US monetary policy

Thomas, Lina - In: Finance research letters 58 (2023) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014584609

Essays on international capital flows, exchange rates, and monetary policy

Di Giovanni, Julian - 2004

Persistent link: https://www.econbiz.de/10003550308

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 … country-specific capital flow volatility and that the impact of these variables has become even more important since the 2008 …

Persistent link: https://www.econbiz.de/10011929696

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