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Slowbalisation in the context of US-China decoupling
García Herrero, Alicia - In: Intereconomics : review of European economic policy 57 (2022) 6, pp. 352-358
While it is too early to confirm the depth and the sustainability of this new trend towards slower globalisation, it may be happening in more domains than we are fully aware of, at least for the near term given the renewed backdrop of the Russia-Ukraine war and the wider use of sanctions globally.
Persistent link: https://www.econbiz.de/10013475414
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The ties that bind Asia, Europe, and United States
Kim, So-yŏng; Lee, Jong-Wha; Park, Cyn-Young - 2010
discuss stylized facts about East Asia's trade structure. The People's Republic of China (PRC) plays a critical role as an …We investigate changes in Asia's regional and global trade linkages and their influence on macroeconomic relationships … among Asia, Europe, and United States (US). We first document changes in trade patterns of East Asia, Europe, and US and …
Persistent link: https://www.econbiz.de/10003984627
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Potential Currency Areas in East Asia Using United States, Japan, or China as the Monetary Anchor
Quah, Chee-Heong - 2011
countries are proposed, namely the US, Japan, and China and hence, to an extent the analysis does indicate the relative …
Persistent link: https://www.econbiz.de/10013128278
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The role of the Chinese dollar peg for macroeconomic stability in China and the world economy
Schnabl, Gunther - 2010
During the 1997/98 Asian crisis and the 2007-2010 world financial and economic crisis, China has proved to be a … China. The paper explores the current role of China's nominal exchange rate stabilization as stabilizing factor for China … policy coordination between China and the US. The exit from unconventional low interest rate policies in the US combined with …
Persistent link: https://www.econbiz.de/10009012482
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Contagion effect of financial crisis on OECD stock markets
Kazi, Irfan Akbar; Guesmi, Khaled; Kaabia, Olfa - 2011
In this paper we investigate the contagion effect between stock markets of U.S and sixteen OECD countries due to Global Financial Crisis (2007-2009). We apply Dynamic Conditional Correlation GARCH model Engle (2002) to daily stock price data (2002-2009). In order to recognize the contagion...
Persistent link: https://www.econbiz.de/10010304806
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How do credit supply shocks propagate internationally? A GVAR approach
Eickmeier, Sandra; Ng, Tim - 2011
period 1983-2009. We experiment with inter-country links that distinguish bilateral trade, portfolio investment, foreign … bilateral trade and inward foreign direct investment or outward banking claim exposures in a GVAR fits the data better than … using trade weights only. We use sign restrictions on the short-run impulse responses to financial shocks that have the …
Persistent link: https://www.econbiz.de/10010307706
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Selective swap arrangements and the global financial crisis: Analysis and interpretation
Aizenman, Joshua; Pasricha, Gurnain Kaur - 2009
arrangements. This paper explores the logic for these arrangements, focusing on the degree to which financial and trade linkages …
Persistent link: https://www.econbiz.de/10010287784
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Selective swap arrangements and the global financial crisis: Analysis and interpretation
Aizenman, Joshua; Pasricha, Gurnain Kaur - 2009
arrangements. This paper explores the logic for these arrangements, focusing on the degree to which financial and trade linkages …
Persistent link: https://www.econbiz.de/10010288132
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Selective swap arrangements and the global financial crisis : analysis and interpretation
Aizenman, Joshua; Pasricha, Gurnain Kaur - 2009
arrangements. This paper explores the logic for these arrangements, focusing on the degree to which financial and trade linkages … question the long-run impact of the arrangements. -- Swap-lines ; deleveraging ; trade and financial exposure …
Persistent link: https://www.econbiz.de/10003854615
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How do credit supply shocks propagate internationally? : A GVAR approach
Eickmeier, Sandra; Ng, Tim - 2011
period 1983-2009. We experiment with inter-country links that distinguish bilateral trade, portfolio investment, foreign … bilateral trade and inward foreign direct investment or outward banking claim exposures in a GVAR fits the data better than … using trade weights only. We use sign restrictions on the short-run impulse responses to financial shocks that have the …
Persistent link: https://www.econbiz.de/10009389753