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Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models

Do, A.; Powell, Robert; Yong, J.; Singh, A. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012665495

Local currency bond markets, foreign investor participation, and capital flow volatility in emerging Asia

Beirne, John; Renzhi, Nuobu; Volz, Ulrich - 2021

This paper examines the role of local currency bond markets (LCBMs) and foreign investor participation in these markets in capital flow volatility in emerging Asian economies over the period 1999 to 2020. Using a panel analysis and impulse response functions generated from a panel structural...

Persistent link: https://www.econbiz.de/10012503333

Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods

Mobarek, Asma; Muradoğlu, Gülnur; Mollah, Sabur; Hou, … - In: Journal of financial stability 24 (2016), pp. 1-11

Persistent link: https://www.econbiz.de/10011703836

Dynamic linkages and volatility transmission from global equity markets to frontier equity markets of the Middle East and Africa

Dania, Akash; Maysami, Ramin Cooper - In: The journal of wealth management 20 (2017) 1, pp. 62-82

Persistent link: https://www.econbiz.de/10011687108

Rethinking the effects of financial globalization

Broner, Fernando; Ventura, Jaume - In: The quarterly journal of economics 131 (2016) 3, pp. 1497-1542

Persistent link: https://www.econbiz.de/10011595751

A pedagogical note on risk sharing versus instability in international financial integration : when obstfeld meets Stiglitz

Boucekkine, Raouf; Zou, Benteng - In: Open economies review 30 (2019) 1, pp. 179-190

Persistent link: https://www.econbiz.de/10012153806

Foreign participation in the local currency bond markets of emerging market economies : good or bad for market resilience and financial stability?

Hongkong / Monetary Authority - In: Financial market development, monetary policy and …, (pp. 133-140). 2020

Persistent link: https://www.econbiz.de/10012432996

Financial markets integration : appraising the developed and emerging markets nexus

Onakoya, Adegbemi Babatunde; Seyingbo, Victor Adedotun - In: International journal of economics and financial issues … 7 (2017) 3, pp. 613-624

Persistent link: https://www.econbiz.de/10011822926

Self-Oriented Monetary Policy, Global Financial Markets and Excess Volatility of International Capital Flows

Banerjee, Ryan - 2015

This paper explores the nature of macroeconomic spillovers from advanced economies to emerging market economies (EMEs) and the consequences for independent use of monetary policy in EMEs. We first empirically document the effects of US monetary policy shocks on a sample group of EMEs. A...

Persistent link: https://www.econbiz.de/10012456933

Local currency bond markets, foreign investor participation and capital flow volatility in emerging Asia

Beirne, John; Renzhi, Nuobu; Volz, Ulrich - In: The Singapore economic review 69 (2024) 2, pp. 517-541

Persistent link: https://www.econbiz.de/10014536275