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Can external shocks explain the Asian side of global imbalances? : lessons from a structural VAR model with block exogeneity
Gossé, Jean-Baptiste; Guillaumin, Cyriac - In: Review of international economics 21 (2013) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10009735697
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Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - In: International journal of forecasting 28 (2012) 3, pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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Which way does water flow? : an econometric analysis of the global price integration of water stocks
Roca, Eduardo; Tularam, Gurudeo Anand - In: Applied economics 44 (2012) 22/24, pp. 2935-2944
Persistent link: https://www.econbiz.de/10009616393
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Forecasting value-at-risk using nonlinear regression quantiles and the intraday range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009619366
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International monetary transmission in East Asia : floaters, non-floaters, and capital controls
Kim, So-yŏng; Yang, Doo Yang - In: Japan and the world economy : international journal of … 24 (2012) 4, pp. 305-316
Persistent link: https://www.econbiz.de/10009704623
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Capital inflows and asset prices : evidence from emerging Asia
Tillmann, Peter - In: Journal of banking & finance 37 (2013) 3, pp. 717-729
Persistent link: https://www.econbiz.de/10009708753
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Inflation dynamics in Asia : causes, changes, and spillovers from China
Osorio, Carolina - In: Journal of Asian economics 24 (2013) 1, pp. 26-40
Persistent link: https://www.econbiz.de/10009715265
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Sudden stop and trade balance reversal after Asian crisis : investment drought impact versus exchange rate depreciation
Yamamoto, Shugo - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 5, pp. 750-765
Persistent link: https://www.econbiz.de/10009788120
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Regional pull vs global push factors : China and US influence on Asia-Pacific financial markets
Shu, Chang; He, Dong; Dong, Jinyue; Wang, Honglin - 2016
"This paper compares spillovers from the US and Chinese financial markets to the rest of Asia-Pacific. Structural VAR …
Persistent link: https://www.econbiz.de/10011535704
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Does oil price volatility matter for Asian emerging economies?
Rafiq, Shuddhasattwa; Salim, Ruhul A. - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 4, pp. 417-441
Persistent link: https://www.econbiz.de/10011483642