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The changing role of emerging and frontier markets in global portfolio diversification
Pätäri, Eero; Ahmed, Sheraz; John, Elena; Karell, Ville - In: Cogent economics & finance 7 (2019) 1, pp. 1-23
correlation analysis and the VAR(1)-BEKK-GARCH(1,1) model, the global financial crisis and the Euro-zone crisis 2009-2012 have …
Persistent link: https://www.econbiz.de/10014233132
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The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies
Park, Yung Chul - 2011
This paper analyzes the role and scope of macroprudential policy in preventing financial instability in the context of East Asian economies. It analyzes the behavior of the housing market in a dynamic setting to identify some of the factors responsible for the volatility of housing markets and...
Persistent link: https://www.econbiz.de/10013124594
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Vulnerabilities of Emerging and Developing Economies to Global Financial and Economic Crises
Berndt, Markus - 2009
This paper proposes and applies an analytical framework to assess vulnerabilities of emerging and developing economies to the global financial and economic crisis. The analytical framework identifies six different channels of vulnerability to the global financial and economic crisis and...
Persistent link: https://www.econbiz.de/10013157487
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Banking Networks, Systemic Risk, and the Credit Cycle in Emerging Markets
Das, Sanjiv Ranjan - 2020
We undertake a large-scale empirical examination of systemic risk among 1048 financial institutions in a large sample of 23 emerging markets, broken down into 5 regions. This work extends the large literature on systemic risk in the US, Europe, and other developed countries to emerging markets,...
Persistent link: https://www.econbiz.de/10012843964
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Lessons Unlearned? Corporate Debt in Emerging Markets
Alfaro, Laura - 2017
This paper documents a set of stylized facts about leverage and financial fragility in the non-financial corporate sector in emerging markets since the Global Financial Crisis (GFC). Corporate debt vulnerability indicators prior to the Asian Financial Crisis (AFC) attributed to corporate...
Persistent link: https://www.econbiz.de/10012956862
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Determinants of Financial Stress in Emerging Market Economies
Park, Cyn-Young - 2018
financial stress in emerging markets. Previous studies dealing with financial crises and contagion show the linkages through …
Persistent link: https://www.econbiz.de/10012938420
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Restructuring and Forgiveness in Financial Crises B : Lessons from the Emerging Markets Crises of the 1990s 2-Asia
Rhee, June - 2017
responses to these troubles, an exchange rate crisis took over Thailand, and this crisis started a financial contagion in the …
Persistent link: https://www.econbiz.de/10012970172
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Financial Globalization or Great Financial Expansion? The Impact of Capital Flows on Credit and Banking Crises
Frost, Jon - 2014
This paper empirically examines the impact of capital flows on credit growth, credit excesses and banking crises using quarterly panel data from 43 advanced (AEs) and emerging market economies (EMEs). Regressions show that gross capital inflows precede credit growth and credit excesses. Both...
Persistent link: https://www.econbiz.de/10013046312
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Central Bank Reserve Management and International Financial Stability-Some Post-Crisis Reflections
Jones, Bradley - 2018
Motivated by the tension first revealed during the global financial crisis between thedomestic and international financial stability obligations of central bank reserve managers,this paper offers some reflections along four main lines. First, the paper highlights howofficial reserve management...
Persistent link: https://www.econbiz.de/10012924272
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Financial Contagion in the BRICS Stock Markets : An Empirical Analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis
Pereira, Dirceu - 2018
This research analyzes and extend the study of contagion for BRICS Emerging Stock Markets in the context of the last … research tests for contagion, examining the interactions and characteristics of price movements of BRICS stock markets by … towards the occurrence of contagion phenomenon among BRICS markets during the last two crises. These findings also indicate …
Persistent link: https://www.econbiz.de/10012931029