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Explaining foreign holdings of Asia's debt securities : the Feldstein-Horioka paradox revisited
Horioka, Charles; Terada Hagiwara, Akiko; Nomoto, Takaaki - 2015
the Eurozone economies, the US, and developing Asia showing relatively weak home bias and advanced Asia, especially Japan … capital has been flowing from the US and the Eurozone economies to both advanced Asia (especially Japan) and developing Asia … and that foreign holdings of debt securities have been increasing in advanced as well as developing Asia but for different …
Persistent link: https://www.econbiz.de/10011379708
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Volatility Transmission and Correlation Analysis between the US and Asia : The Impact of the Global Financial Crisis
Valls, Natalia - 2011
This paper examines volatility transmission and conditional correlations behaviour between the US and the Asian stock markets considering the effect of the Global Financial crisis. One Asian mature market and ten emerging markets are included in the sample. To carry out the analysis, we use a...
Persistent link: https://www.econbiz.de/10013131471
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COVID-19 and the Discounting of Real Economic Activity in the US and European Stock Markets
Junttila, Juha-Pekka - 2020
We analyse how the future real economic activity is discounted to the current value of stocks in the US and European markets, and find that the extraordinary threat on future real GDP growth caused by the COVID-19 pandemic was obviously one of the main factors that affected the deep dive in the...
Persistent link: https://www.econbiz.de/10012836097
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Investigating Risk Contagion Initiated by Endogenous Liquidity Shocks : Evidence from the US and Eurozone Interbank Market
Eross, Andrea - 2018
This paper investigates liquidity spillovers between the US and European interbank market during turbulent and tranquil periods. We show that an endogenous model with time-varying transition probabilities is effective in describing the propagation of liquidity shocks within the interbank market,...
Persistent link: https://www.econbiz.de/10012936358
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Coexceedance in the US and the UK Stock Markets : An Analysis of Contagion During the 2007-2009 Financial Crisis
Chevapatrakul, Thanaset - 2013
In this paper, we empirically analyze the effect of the credit crisis of 2008 by adopting coexceedance as a contagion measure. We assess the effect of news of governmental intervention and the collapse of firms during the period from 2007 to 2009 on the coexceedance. Our approach involves...
Persistent link: https://www.econbiz.de/10013087858
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Has COVID-19 Induced Labor Market Mismatch? Evidence from the US and the UK
Pizzinelli, Carlo; Shibata, Ippei - 2022
This paper studies whether labor market mismatch played an important role for labor market dynamics during the COVID-19 pandemic. We apply the framework of S¸ahin et al. (2014) to the US and the UK to measure misallocation between job seekers and vacancies across sectors until the third quarter...
Persistent link: https://www.econbiz.de/10013295149
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An Empirical Multivariate Analysis of the Banking Industry Performance in the UK and the USA in Conditions of the Global Financial Crisis
Akhtanova, Nurgul Kenesovna - 2012
In this Dissertation the empirical results of the multivariate analysis of investigation of the key drivers of Banks performance and comparative analysis of the Banking industry profitability in the UK and the USA in the years preceding, during, and after global financial crisis - from 2005 to...
Persistent link: https://www.econbiz.de/10013098165
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A comparative analysis of financial sector health in the United States, Europe, and Asia
Acharya, Viral V. - In: Progress and confusion : the state of macroeconomic policy, (pp. 43-59). 2016
Persistent link: https://www.econbiz.de/10011555762
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Financial systems in Europe, the USA, and Asia
Allen, Franklin; Chui, Michael; Maddaloni, Angela - In: Oxford review of economic policy 20 (2004) 4, pp. 490-508
Persistent link: https://www.econbiz.de/10002504556