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Financial integration and European tourism stocks

Caporale, Guglielmo Maria; Yfanti, Stavroula; … - 2023

This study examines the macro drivers of the time-varying (dynamic) connectedness between eleven European tourism … estate activity. Further, economic and political uncertainty is found to intensify the macro effects on tourism correlations … crash, also magnify the impact of macro drivers on the evolution of co-movement and integration in the tourism sector. …

Persistent link: https://www.econbiz.de/10013540847

Evolution of bilateral swap lines

Perks, Michael; Rao, Yudong; Shin, Jongsoon; Tokuoka, Kiichi - 2021

This paper makes contributions to the study of bilateral swap lines (BSLs). First, this paper fills a BSL information gap by constructing a comprehensive database of BSLs based on publicly available information, including after the onset of the COVID-19 pandemic. Second, the paper provides the...

Persistent link: https://www.econbiz.de/10012605136

Taking stock of the financial sector policy response to COVID-19 around the world

Feyen, Erik; Gispert, Tatiana Alonso; Kliatskova, Tatsiana - 2020

policy response to the COVID-19 pandemic across 154 jurisdictions. It documents that authorities around the world have taken …

Persistent link: https://www.econbiz.de/10012434630

Credit risk interdependence in global financial markets : evidence from three regions using multiple and partial wavelet approaches

Choi, Sun-Yong - In: Journal of international financial markets, … 80 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013533162

Financial contagion during global financial crisis and covid-19 pandemic : the evidence from DCC-GARCH model

Thi Ngan Nguyen; Phan Thi Kieu Hoa; Nguyen Thanh Liem - In: Cogent economics & finance 10 (2022) 1, pp. 1-20

This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian markets during the Global Financial Crisis (GFC) and Covid-19 Pandemic Crisis. We employ the DCC-EGARCH methodology and daily data of stock returns from 2005 to 2021 to estimate...

Persistent link: https://www.econbiz.de/10013461351