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International Equity Markets Interdependence : Bigger Shocks or Contagion in the 21st Century?
Bua, Giovanna - 2017
Abstract This paper investigates the nature of shocks across international equity markets and evaluates the shifts in their comovements at a business-cycle frequency. Using an “identification through heteroskedasticity” methodology, we compute the impact coefficients on the common and...
Persistent link: https://www.econbiz.de/10012967615
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Spillovers at the extremes : the macroprudential stance and vulnerability to the global financial cycle
Chari, Anusha; Stedman, Karlye Dilts; Forbes, Kristin - In: Journal of international economics 136 (2022), pp. 1-37
Persistent link: https://www.econbiz.de/10013431564
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International Financial Contagion
Claessens, Stijn - 2001
Brazil, affecting developed economies as well as emerging markets around the world. The scope and virulence of this … the International Monetary Fund, World Bank, and Asian Development Bank. This book presents a selection of the papers …
Persistent link: https://www.econbiz.de/10013518439
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The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: International finance : the only journal bridging the … 25 (2022) 3, pp. 313-340
Persistent link: https://www.econbiz.de/10013472786
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The global financial cycle and macroeconomic tail risks
Beutel, Johannes; Emter, Lorenz; Metiu, Norbert; … - 2022
the world. By tightening financial conditions globally, these shocks affect the left tail of the conditional output growth …
Persistent link: https://www.econbiz.de/10013459721
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Nonbank lenders as global shock absorbers : evidence from US monetary policy spillovers
Elliott, David; Meisenzahl, Ralf R; Peydró, José-Luis - 2023
Persistent link: https://www.econbiz.de/10014276056
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Riding Global Financial Waves : The Economic Impact of Global Financial Shocks on Emerging Market Economies
Adler, Gustavo - 2012
integration with the rest of the world, arguably turning these economies more vulnerable to global financial shocks; and an …
Persistent link: https://www.econbiz.de/10014395685
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Unanticipated Shocks and Systemic Influences : The Impact of Contagion in Global Equity Markets in 1998
González-Hermosillo, Brenda - 2003
August to September 1998 has been characterized as one of the worst episodes of global financial distress in decades. This paper investigates the transmission of the Russian and the LTCM crises through global equity markets using a panel of 14 developing and industrial countries. The results...
Persistent link: https://www.econbiz.de/10014403951
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A vulnerability spillover index for the indian financial system
Manna, Indrani - In: Recent developments in Asian economics : international …, (pp. 129-141). 2021
Persistent link: https://www.econbiz.de/10012804427
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Systemic risk: a network approach
Hasse, Jean-Baptiste - 2020
Persistent link: https://www.econbiz.de/10012387222