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Contagion Effects of the U.S. Subprime Crisis on International Stock Markets
Hwang, Inchang - 2010
This paper examines the contagion effects of the U.S. subprime crisis on international stock markets using a DCC-GARCH model on 38 country data. We find evidence of financial contagion not only in emerging markets but also in developed markets during the U.S. subprime crisis. We also find...
Persistent link: https://www.econbiz.de/10013149007
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The dollar during the Global Recession : US monetary policy and the exorbitant duty
Stavrakeva, Vania; Tang, Jenny - 2018 - This version: October, 2018
States, the issuer of the world's dominant currency, by causing a dollar appreciation and a transfer of wealth from the … United States to the rest of the world. This dollar appreciation runs counter to the predictions of standard macroeconomic …
Persistent link: https://www.econbiz.de/10011941052
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Evolvement of uniformity and volatility in the stressed global financial village
Kenett, Dror Y.; Raddant, Matthias; Lux, Thomas; … - 2011
relations between six important world markets - U.S., U.K., Germany, Japan, China and India from January 2000 until December … maxima at times of global world events (2001: 9/11-attacks, 2003: Iraq war, SARS, etc). The Japanese market switches … provides a way to quantify the evolvement of interdependencies in the global market, to evaluate a world financial network and …
Persistent link: https://www.econbiz.de/10009354737
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Stock Market Interdependence, Contagion, and the U.S. Financial Crisis : The Case of Emerging and Frontier Markets
Samarakoon, Lalith P. - 2015
This paper examines transmission of shocks between the U.S. and foreign markets to delineate interdependence from contagion of the U.S. financial crisis by constructing shock models for partially-overlapping and non-overlapping markets. There exists important bi-directional, yet asymmetric,...
Persistent link: https://www.econbiz.de/10013037982
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The US Dollar Shortage in Global Banking
McGuire, Patrick; von Peter, Goetz; Settlements, Bank … - 2013
Understanding the global financial crisis and the stresses on bank balance sheets requires a perspective on banks’ international investment positions and how these positions were funded across currencies and counterparties. This special feature uses the BIS international banking statistics to...
Persistent link: https://www.econbiz.de/10014200292
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Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals
Pozzi, Lorenzo; Sadaba, Barbara - 2017
between the theory on scapegoats and its empirical implementation. This new testing method consists of a number of steps …
Persistent link: https://www.econbiz.de/10011662005
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The impacts of global risk and US monetary policy on US Dollar exchange rates and excess currency returns
Bernoth, Kerstin; Herwartz, Helmut; Trienens, Lasse - 2023
We examine the causal relationship between US monetary policy shocks, exchange rates and currency excess returns for a sample of eight advanced countries over the period 1980M1 to 2022M11. We find that the dynamics of the US dollar exchange rate is the main driver of currency excess returns. The...
Persistent link: https://www.econbiz.de/10014305726
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Containment and resolution in the financial crisis : too little, too late (Focus)
Honohan, Patrick - In: CESifo forum : a bi-monthly journal on European … 9 (2008) 4, pp. 22-27
Persistent link: https://www.econbiz.de/10003792694
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Die Subprime-Krise 2007/08 : Ursachen, Auswirkungen und Lehren
Fendel, Ralf; Frenkel, Michael - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 38 (2009) 2, pp. 78-85
Persistent link: https://www.econbiz.de/10003808299
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Essays on financial fragility
Elahi, Muhammad Ather - 2011
Persistent link: https://www.econbiz.de/10008903444