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Real versus pseudo-international systemic risk : some lessons from history

Bordo, Michael D. - 1995

Persistent link: https://www.econbiz.de/10000935899

Shockproof : the end of the financial crisis

Kapstein, Ethan B. - In: Foreign affairs 75 (1996) 1, pp. 2-8

Persistent link: https://www.econbiz.de/10001197773

The Spread of International Financial Shocks to ASEAN Countries

Gimet, Céline - 2011

This article focuses on the reaction of Asean economies to international financial shocks. The crises in emerging markets at the end of the last century underlined the vulnerability of emerging Asean economies to international financial fluctuations and a lack of sustainability in their exchange...

Persistent link: https://www.econbiz.de/10013133895

Capital Flows, Push Versus Pull Factors and the Global Financial Crisis

Fratzscher, Marcel - 2011

The causes of the 2008 collapse and subsequent surge in global capital flows remain an open and highly controversial issue. Employing a factor model coupled with a dataset of high-frequency portfolio capital flows to 50 economies, the paper finds that common shocks - key crisis events as well as...

Persistent link: https://www.econbiz.de/10013121029

Riding Global Financial Waves : The Economic Impact of Global Financial Shocks on Emerging Market Economies

Adler, Gustavo - 2012

integration with the rest of the world, arguably turning these economies more vulnerable to global financial shocks; and an …

Persistent link: https://www.econbiz.de/10013098620

Capital Flows, Push versus Pull Factors and the Global Financial Crisis

Fratzscher, Marcel - 2013

Persistent link: https://www.econbiz.de/10013092662

Real Versus Pseudo-International Systemic Risk : Some Lessons from History

Bordo, Michael D. - 2010

This paper considers the meaning of domestic and international systemic risk. It examines scenarios that have been adduced as creating systemic risk both within countries and among them. It distinguishes between the concepts of real and pseudo-systemic risk. We examine the history of episodes...

Persistent link: https://www.econbiz.de/10012763704

Assessing Vulnerabilities to Financial Shocks in Some Key Global Economies

Fisher, Jack - 2016

This paper describes a quantitative, data-driven method to assess vulnerabilities in a range of countries. We provide country-level vulnerability indices which can be used to gauge the level of fragility at any point in time. In particular, our results suggest that in the run-up to the Global...

Persistent link: https://www.econbiz.de/10012977195

Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices

Ohnsorge, Franziska - 2014

sovereign-sovereign, bank-bank, and bank-sovereign correlations than nonsafehavens. In a simple shock propagation model, we … illustrate how these higher correlations may turn safe havens into shock propagators. While we discuss safe havens as a group, we …

Persistent link: https://www.econbiz.de/10013053036

Global Financial Crisis, Liquidity Shocks and Global Financial Stability

Dang, Tung Lam - 2014

quickly spread to other countries. The rapid propagation of the liquidity shock and the severe effects of the crisis on stock … shocks? Why were some stocks with similar characteristics and degrees of exposure to a market-wide shock more dramatically … and markets, there are reasons to believe that institutional investors played an important role in transmitting the shock …

Persistent link: https://www.econbiz.de/10013053314