This study investigates the impact of commodity price volatility spillovers on financial sector stability. Specifically … periods, at which point cross-market volatility spillovers and market interconnectedness sharply and markedly increased … increase in volatility spillovers and interdependence between these markets following the global financial crisis. This is also …

different degrees of granularity. International spillovers into lending to the private sector do occur, especially for U …. The forms of bank balance sheet heterogeneity that differentiate spillovers across banks are not uniform across countries …. International spillovers into lending can be large for some banks, even while the average international spillovers of policies into …

This paper examines mean and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum …

during the Asian and Czech crises is muted, the pattern of high-frequency spillovers during the Russian crisis looks very …

spillovers. While common information spillovers imply that sovereign spreads move in tandem, differential spillovers are expected … spillovers, we also find evidence of differential spillovers among countries with highly negatively correlated capital flows or …

provides policy-relevant lessons. International spillovers of monetary policy and risk sentiment through global liquidity …

provides policy-relevant lessons. International spillovers of monetary policy and risk sentiment through global liquidity …