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Examining asymmetries in the transmission of monetary policy in the euro area : evidence from a mixed cross-section global VAR model

Georgiadis, Georgios - In: European economic review : EER 75 (2015), pp. 195-215

Persistent link: https://www.econbiz.de/10011522757

International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach

Cross, Jamie L.; Hou, Chenghan; Poon, Aubrey - 2018

Persistent link: https://www.econbiz.de/10012202181

Spillover effects in international business cycles

Camacho, Maximo; Pacce, Matías; Pérez-Quirós, Gabriel - 2020

Persistent link: https://www.econbiz.de/10012491785

Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Muchova, Eva - 2024

Persistent link: https://www.econbiz.de/10014546177

International spillovers and feedback : modelling in a disequilibrium framework

Winker, Peter - 2000

German unifikation hit the West German economy in a prosperous and appeared as a huge demand shock at least for the … those resulting from the demand shock of German unification, to effect not only German trade flows, but also real variables … modelling approach and estimation results for the trade submodels are presented in some detail and simmulation results for the …

Persistent link: https://www.econbiz.de/10013428333

Fiscal policy shocks and international spillovers

Ilori, Ayobami E.; Paez-Farrell, Juan; Thoenissen, Christoph - In: European economic review : EER 141 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013348593

International information flows, sentiments, and cross-country business cycle fluctuations

Brzoza-Brzezina, Michał; Kotłowski, Jacek; … - In: Review of international economics 30 (2022) 4, pp. 1110-1147

Persistent link: https://www.econbiz.de/10013463349

International transmission of shocks and African forex markets

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara - In: Energy economics 131 (2024), pp. 1-18

African forex markets. To gauge the dynamics of shock transmission, we employ the TVP-VAR connectedness model using daily data … spanning over the period 2000-2023. We show that shock transmission between oil-exporting and oil-importing countries … heterogeneously depends on oil and GPR innovations. We also provide empirical evidence that return and volatility shock transmission …

Persistent link: https://www.econbiz.de/10015046270

Directional spillover effects between ASEAN and world stock markets

Kang, Sang Hoon; Uddin, Mohammed Gazi Salah; Troster, Victor - In: Journal of multinational financial management 52/53 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012314802

Comovement across BRICS and the US stock markets : a multitime scale wavelet analysis

Batondo, Musumba; Uwilingiye, Josine - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-21

During the past two decades, financial markets across the globe have experienced sporadic waves of crashes. Such waves raise concerns about the vulnerability of global financial markets and the transmission mechanisms of shocks beyond borders. The current study examines the co-movement of stock...

Persistent link: https://www.econbiz.de/10013252768