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Volatility transmission between ASEAN-5 stock exchanges : an approach in the context of China's stock market crash
Dias, Rui; Teixeira, Nuno; Pardal, Pedro; Godinho, Teresa - In: International journal of corporate finance and … 10 (2023) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015050644
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ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz; Umar, Zaghum; Gubareva, Mariya; … - In: Applied economics 54 (2022) 54, pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
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International investment positions and exchange rate dynamics
Binder, Michael; Offermanns, Christian J. - 2014
We revisit medium- to long-run exchange rate determination, focusing on the role of international investment positions. To do so, we make use of a new econometric framework accounting for conditional long-run homogeneity in heterogeneous dynamic panel data models. In particular, in our model the...
Persistent link: https://www.econbiz.de/10010414236
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Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Donadelli, Michael; Paradiso, Antonio - In: The North American journal of economics and finance : a … 28 (2014), pp. 206-220
Persistent link: https://www.econbiz.de/10010461957
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Essays on international capital flows, exchange rates, and monetary policy
Di Giovanni, Julian - 2004
Persistent link: https://www.econbiz.de/10003550308
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Uncovering changing relations in financial and monetary economics
Meller, Barbara - 2009
Persistent link: https://www.econbiz.de/10003909765
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Decomposing Global Equity Cross-Sectional Volatility
Menchero, Jose - 2011
The authors present an exact methodology for decomposing cross-sectional volatility into contributions from various factors. Treating country, industry, and style factors equally, they used their framework to investigate several relevant issues in the global equity markets, including the...
Persistent link: https://www.econbiz.de/10013120020
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How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus; Huber, Florian; Schuberth, Helene - 2018
We propose a dynamic factor model with time-varying parameters and stochastic volatility to analyze the relationship between global factors and country-specific capital flow dynamics. Studying a global sample of 43 countries from 1994 until 2015, we show that global co-movement of macroeconomic,...
Persistent link: https://www.econbiz.de/10011929696
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The impact of financial globalization on output volatility : panel data evidence for Asian countries
Awan, Asma; Asghar, Nabila; Rehman, Hafeez Ur - In: Pakistan journal of commerce and social sciences 15 (2021) 1, pp. 213-239
for estimation purpose. The results of the study reveal that in overall Asia and Central Asia, financial globalization has …This study is an endeavor to empirically examine the long run impact of financial globalization on output volatility in … globalization is reported in the context of three sub-samples i.e. East Asia, South Asia and West Asia during reference period. The …
Persistent link: https://www.econbiz.de/10012507135
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How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus; Huber, Florian; Schuberth, Helene - In: Journal of international money and finance 109 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012403958