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International interdependency of macroeconomic activities : a multivariate empirical analysis
Rout, Sanjay Kumar; Mallick, Hrushikesh - In: International economics and economic policy 18 (2021) 2, pp. 425-450
Persistent link: https://www.econbiz.de/10012586110
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Visibility graph combined with information theory: an estimator of stock market efficiency
Gonçalves, Bruna Amin; Atman, A. P. F. - In: The journal of network theory in finance 3 (2017) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011730885
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Volatility Spillovers and Contagion From Mature to Emerging Stock Markets
Caporale, Guglielmo Maria; Schulze-Ghattas, Marianne; … - International Monetary Fund (IMF) - 2008
This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of returns in global (mature), regional, and local markets are estimated for 41...
Persistent link: https://www.econbiz.de/10005825961
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On the Solvency of Nations; Are Global Imbalances Consistent with Intertemporal Budget Constraints?
Mendoza, Enrique G.; Terrones, Marco; Durdu, Ceyhun Bora - International Monetary Fund (IMF) - 2010
Theory predicts that a nation's stochastic intertemporal budget constraint is satisfied if net exports (NX) and net foreign assets (NFA) satisfy an error-correction specification with a residual integrated of any finite order. We test this hypothesis using data for 21 industrial and 29 emerging...
Persistent link: https://www.econbiz.de/10008519487
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International Transmission of Bank and Corporate Distress
Papa M'B. P. N'Diaye; Gray, Dale F.; Tamirisa, Natalia T.; … - International Monetary Fund (IMF) - 2010
advanced economies has a larger impact on economic growth in emerging economies than bank distress in advanced economies has …
Persistent link: https://www.econbiz.de/10008542980
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Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin - 2015 - 1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
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Economic growth, financial development, and income inequality
Park, Donghyun; Shin, Kwanho - 2015
The central objective of our paper is to empirically examine the relationship between financial development and income inequality. Theoretically, there are grounds for both a positive and negative relationship between the two variables. Our main finding is that financial development contributes...
Persistent link: https://www.econbiz.de/10011305273
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Rising top incomes do not raise the tide
Herzer, Dierk; Vollmer, Sebastian - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 4, pp. 504-519
Persistent link: https://www.econbiz.de/10010127365
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When does inflation hurt economic growth? : different nonlinearities for different economies
Burdekin, Richard C. K.; Denzau, Arthur T.; Keil, Manfred W. - 2000
We show that the effects of inflation on growth change substantially as the inflation rate rises. Moreover the … inflation first begins to seriously negatively affect growth is around 8% for industrial economies but 3% or less for developing … countries. Marginal growth costs for developing countries then decline significantly above 50% inflation. Failure to account for …
Persistent link: https://www.econbiz.de/10011560902
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Economic growth effects of public and private investment : evidence from dynamic panel estimation for developed and developing countries
Turan, Taner; Yanıkkaya, Halit; Özer, Hüseyin A. - In: Prague economic papers : a bimonthly journal of … 30 (2021) 5, pp. 613-631
Persistent link: https://www.econbiz.de/10013169105