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China's slowdown and global financial market volatility : is world growth losing out?

Cashin, Paul A.; Mohaddes, Kamiar; Raissi, Mehdi - 2016

Persistent link: https://www.econbiz.de/10011754326

Potjagailo, Galina; Wolters, Maik H. - 2019

We analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, we analyze the dynamics of co-movement at different levels of aggregation and...

Persistent link: https://www.econbiz.de/10011987786

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

Uncertainty and economic activity : a multicountry perspective : editor's choice

Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - In: The review of financial studies 33 (2020) 8, pp. 3393-3445

Persistent link: https://www.econbiz.de/10012248939

Uncertainty and economic activity : a multi-country perspective

Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - 2018

Persistent link: https://www.econbiz.de/10011812225

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