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How does unconventional monetary policy affect the global financial markets? : evaluating policy effects by global VAR models
Inoue, Tomoo; Okimoto, Tatsuyoshi - 2019
Persistent link: https://www.econbiz.de/10012134530
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
globalization from 1880 to 1913 and the Great Depression. We find that joint global dynamics across various financial quantities and …
Persistent link: https://www.econbiz.de/10011987786
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2020
Persistent link: https://www.econbiz.de/10012534353
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
dynamics of co-movement and compare recent developments to earlier episodes such as the early era of financial globalization …
Persistent link: https://www.econbiz.de/10011992406
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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
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Financial crisis and stock market integration : an analysis of select economies
Srivastava, Aman; Bhatia, Shikha; Gupta, Prashant - In: Global business review 16 (2015) 6, pp. 1127-1142
Persistent link: https://www.econbiz.de/10011437629
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The influence of global financial liquidity on the Indonesian economy : dynamic analysis with threshold VAR
Ekananda, Mahjus; Suryanto, Tulus - In: Economies : open access journal 9 (2021) 4, pp. 1-20
Empirical studies of the global liquidity spillover on Indonesia's economy are still relatively limited. Most of the global contagion literature on Indonesia's economy focuses only on the effects of real shock (on output) due to financial shock. We assert that the effect of global output on...
Persistent link: https://www.econbiz.de/10012799838
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Global Uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
Persistent link: https://www.econbiz.de/10012652747
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Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
Persistent link: https://www.econbiz.de/10012585963
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Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
Persistent link: https://www.econbiz.de/10013255934