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Heterogeneous patterns of financial development : implications for Asian financial integration
Bun, Linh; Singh, Nirvikar - 2015
shocks. It also discusses policy options, including regulatory reform and coordination, and possible risk management policies …
Persistent link: https://www.econbiz.de/10011376366
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Bond market development in developing Asia
Burger, John D.; Warnock, Francis E.; Warnock, Veronica C. - 2015
We describe and assess two dimensions of the current state of bond market development in developing Asia: the role of bond markets in overall financial systems and a comparison of the salient features of bond market development in developing Asia and other regions. We highlight key drivers and...
Persistent link: https://www.econbiz.de/10011346220
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Globalization, financial crisis and contagion : time-dynamic evidence from financial markets of developing countries
Asongu, Simplice A. - 2011
Financial integration among economies has the benefit of improving allocation efficiency and diversifying risk. However …
Persistent link: https://www.econbiz.de/10011410546
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The Nature of Volatility Spillovers Across the International Capital Markets
Peralta, Gustavo - 2019
This paper studies the nature of volatility spillovers across countries from the per-spective of network theory and by relying on data of US-listed ETFs. I use a Lasso-related technique to estimate the International Volatility Network (IVN) where the nodes correspond to large-cap international...
Persistent link: https://www.econbiz.de/10012868889
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Globalization, Financial Crisis and Contagion : Time-Dynamic Evidence from Financial Markets of Developing Countries
Asongu, Simplice - 2015
Financial integration among economies has the benefit of improving allocation efficiency and diversifying risk. However …
Persistent link: https://www.econbiz.de/10013032610
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World Market Risk, Country-Specific Risk and Expected Returns in International Stock Markets
Bali, Turan G. - 2012
This paper determines whether the world market risk, country-specific total risk, and country-specific idiosyncratic … risk are priced in an international capital asset pricing model (ICAPM). The paper also tests if the price of risk …, stacked time-series, and pooled panel regressions indicate that the world market risk is not, but country-specific total and …
Persistent link: https://www.econbiz.de/10013116715
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Market Dynamics & Systemic Risk
Boran, Milan - 2016
This paper presents a possible solution to financial crises by addressing the core of the problem of systemic risk. To … get there, it first illustrates a number of crises related situations before the definition of systemic risk is detailed …. It then explains challenges of systemic risk and solutions on an institutional level before the consequences for micro …
Persistent link: https://www.econbiz.de/10013008877
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Watered down? Investigating the financial materiality of water-related risks in the financial system
Davies, Lylah - 2023
current approaches to assessing risk. This working paper explores how the financial sector understands the concept of …
Persistent link: https://www.econbiz.de/10014435769
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The 2011 Japanese earthquake, tsunami and nuclear crisis : evidence of contagion from international financial markets
Asongu, Simplice A. - 2011
Purpose - Natural disasters may inflict significant damage upon international financial markets. The purpose of this study is to investigate if any contagion effect occurred in the immediate aftermath of the Japanese earthquake, tsunami and subsequent nuclear crisis. Design/methodology/approach...
Persistent link: https://www.econbiz.de/10011410521
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International financial liberalization and industry growth
Vlachos, Jonas (contributor);  … - 2002 - [Elektronische Ressource]
The growth effects of international financial liberalization and integration are investigated using the methodology and data developed by Rajan and Zingales (1998). The main result is that industries highly dependent on external financing do not experience higher growth in value added in...
Persistent link: https://www.econbiz.de/10001711192