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Vulnerability to foreign macroeconomic shocks : an empirical study in cross-industry perspective ; example of 2008 - 2009 Global Crisis in Europe

Domańska, Agnieszka; Serwa, Dobromił - In: Folia oeconomica Stetinensia : FOS 13 (2013) 1, pp. 150-173

Persistent link: https://www.econbiz.de/10010373991

Causes and consequences of merger waves

Kleinert, Jörn; Klodt, Henning - 2002

that sectoral shocks are at the root of merger waves. Deregulation and globalization are identified as the shocks … DOME database which has been built up at the Kiel Institute of World Economics. On average, performance of merging and non …

Persistent link: https://www.econbiz.de/10011490438

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

International relocation of production and growth

Alcalá Agulló, Francisco; Solaz, Marta - 2018

Persistent link: https://www.econbiz.de/10012113080

Globalization in the time of COVID-19

Sforza, Alessandro; Steininger, Marina - 2020 - First version: April 1, 2020

of the disruption in production that started in China and then quickly spread across the world. We find that the COVID-19 … shock has a considerable impact on most economies in the world, especially when a share of the labor force is quarantined …

Persistent link: https://www.econbiz.de/10012194678

Globalization and changing patterns in the international transmission of shocks in financial markets

Bordo, Michael D.; Murshid, Antu Panini - In: Journal of international money and finance 25 (2006) 4, pp. 655-674

Persistent link: https://www.econbiz.de/10003336489

Global commodity cycles and linkages a FAVAR approach

Lombardi, Marco; Osbat, Chiara; Schnatz, Bernd - 2010

In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...