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Cross-market interdependence among Asia-Pacific countries : a dynamic herding spillover approach
Bamba, Meera; Jindal, Komal; Aggarwal, Mamta; Aastha, Gupta, - In: Thailand and the world economy 41 (2023) 3, pp. 185-209
This study investigates the cross-market interdependence among Asia-Pacific countries through dynamic herding spillover … are China, Japan, South Korea, India, the US, and Thailand. Results of the study depict herding spillover and co … herding co-movement is evident between the US-Japan, Japan-South Korea and South Korea-China during various contagious events …
Persistent link: https://www.econbiz.de/10014439461
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The study of co-movement risk in the context of the Belt and Road Initiative
Hsu, Ching-Chi; Chien, Fengsheng - In: International review of economics & finance : IREF 80 (2022), pp. 1130-1152
Persistent link: https://www.econbiz.de/10013343223
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Transatlantic systemic risk
Gehde-Trapp, Monika; Wewel, Claudio Nicolai - 2012
In this paper we study systemic risk for North America and Europe. We show that banks' exposures to common risk factors are crucial for systemic risk. We come to this conclusion by first showing that relations between North American and European banks are smaller than within each region. We then...
Persistent link: https://www.econbiz.de/10009704666
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Multinational Banking in Europe : Financial Stability and Regulatory Implications - Lessons from the Financial Crisis
Navaretti, Giorgio Barba - 2011
This paper examines whether multinational banks have a stabilising or a destabilising role during times of financial distress. With a focus on Europe, it looks at how these banks' foreign affiliates have been faring during the recent financial crisis. It finds that retail and corporate lending...
Persistent link: https://www.econbiz.de/10013127610
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Effective exchange rate volatility and MENA countries' exports to the EU
Rey, Serge - In: Journal of economic development 31 (2006) 2, pp. 23-54
Persistent link: https://www.econbiz.de/10003407777
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Stock Market Linkages between the ASEAN Countries, China and the Us : A Fractional Cointegration Approach
Caporale, Guglielmo Maria - 2019
This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period from November 2002 to March 2018. The linkages between both aggregate and financial sector stock indices (both weekly and monthly) are analysed using fractional integration and...
Persistent link: https://www.econbiz.de/10012891049
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Are you experienced? : survival and recovery of trade relations after banking crises
Beverelli, Cosimo; Kukenova, Madina; Rocha, Nadia - 2011 - Manuscript date: March 2011
Using highly disaggregated US import data from 157 countries between 1996 and 2009, we first provide evidence that banking crises negatively affect the survival of trade relations. On average, the occurrence of a banking crisis decreases the rate of survival of trade relations by 13 percent....
Persistent link: https://www.econbiz.de/10008902899
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The Post-2007 Crises and Europe's Place in the Global Economy
Pomfret, Richard - 2012
What is often abbreviated to GFC included three distinct crises: the 2007-8 North Atlantic financial crisis, a 2008-9 global economic crisis and public finance crises which became increasingly focused on the eurozone in 2010-12. The relative weight of emerging market economies in the global...
Persistent link: https://www.econbiz.de/10013106482
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The 2008 Crisis : Transpacific or Transatlantic?
McCauley, Robert N. - 2019
This study analyses two hypotheses that ascribe the 2008 US financial crisis to capital inflows. The Asian savings glut hypothesis posits that net inflows into high-grade US public bonds from countries running current account surpluses led to the housing boom and bust. An excess of savings over...
Persistent link: https://www.econbiz.de/10012894864
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Brexit and Shifting Geographies of Financial Centres in Asia
Lai, Karen - 2018
Brexit might have profound impacts on the global financial landscape as the global economy and financial markets are increasingly inter-connected. London's role as the top international financial centre in Europe could be threatened due to the uncertain consequences of Brexit. Therefore, the...
Persistent link: https://www.econbiz.de/10012927783