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Effect of macroprudential policies on sovereign bond markets : evidence from the ASEAN-4 countries
Aizenman, Joshua; Uddin, Mohammed Gazi Salah; Luo, Tianqi; … - 2023
ASEAN-4 countries (Indonesia, Malaysia, the Philippines, and Thailand). We measure sovereign vulnerability within a risk …
Persistent link: https://www.econbiz.de/10014373704
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Global Liquidity, Capital Inflows and House Prices in ASEAN Economies
Yiu, Matthew S. - 2015
. In the same period, the ASEAN-5 economies (Indonesia, Malaysia, the Philippines, Singapore and Thailand) have recorded … flows. Empirically, capital inflows have had a positive effect on residential house prices in Indonesia, Malaysia, the … Philippines and Singapore. After accounting for domestic demand (using real GDP growth as a proxy), capital inflows have still had …
Persistent link: https://www.econbiz.de/10013021221
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Asymmetric spillovers in ASEAN bond markets
Yahya, Muhammad; Luo, Tianqi; Uddin, Mohammed Gazi Salah; … - 2023
The financial markets of members of the Association of Southeast Asian Nations (ASEAN) have become increasingly integrated with regional and global markets. ASEAN economies also exhibit strong trade connectedness and interdependence with regional and global business cycles. Such connectedness...
Persistent link: https://www.econbiz.de/10014373699
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Long-term interest rate spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2016
This paper explores the extent to which changes to long-term interest rates in major advanced economies have influenced long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR variance decompositions with high frequency data. Our...
Persistent link: https://www.econbiz.de/10011582282
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Bond yield spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
This paper explores the extent to which changes to long-term interest rates in major advanced economies have influenced long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR variance decompositions with high frequency data. Our...
Persistent link: https://www.econbiz.de/10011691545
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Bond yield spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
This paper explores the extent to which changes to long-term interest rates in major advanced economies have influenced long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR variance decompositions with high frequency data. Our...
Persistent link: https://www.econbiz.de/10012111229
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Long-term interest rate spillovers from major advanced economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2016
This paper explores the extent to which changes to long-term interest rates in major advanced economies have influenced long-term government bond yields in Emerging Asia. To gauge long-term interest spillover effects, the paper uses VAR variance decompositions with high frequency data. Our...
Persistent link: https://www.econbiz.de/10011566825
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Long-term interest rate spillovers from major developed economies to emerging Asia
Belke, Ansgar; Dubova, Irina; Volz, Ulrich - 2017
This paper explores the extent to which changes to long-term interest rates in major developed economies have influenced long-term government bond yields in emerging Asia. To gauge long-term interest spillover effects, the paper uses vector autoregressive variance decompositions with...
Persistent link: https://www.econbiz.de/10011635580
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Inflation targeting in Korea, Indonesia, Thailand, and the Philippines : the impact on business cycle synchronization between each country and the world
Inoue, Takeshi; Toyoshima, Yuki; Hamori, Shigeyuki - Institute of Developing Economies, Japan External Trade … - 2012
, Thailand and the Philippines has affected their business cycle synchronization with the rest of the world. By employing the …This paper empirically analyzes whether and to what extent the adoption of inflation targeting (IT) in Korea, Indonesia …
Persistent link: https://www.econbiz.de/10010540680
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Did Output Recover from the Asian Crisis?
Cerra, Valerie; Saxena, Sweta C. - 2005
This paper investigates the extent to which output has recovered from the Asian crisis. A regime-switching approach that introduces two state variables is used to decompose recessions in a set of six Asian countries into permanent and transitory components. While growth recovered fairly quickly...
Persistent link: https://www.econbiz.de/10014073466