Financial Integration And International Risk Spillovers
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Author | : Dongwon Lee |
Publisher | : |
Total Pages | : 0 |
Release | : 2022 |
Genre | : |
ISBN | : |
Using static panel regression and dynamic local projection methods, we find that financial integration magnifies the transmission of global financial shocks to emerging market economies with fixed exchange rates, validating the insulation benefits of floating regimes and market segmentation.
Author | : Suk-Joong Kim |
Publisher | : World Scientific Publishing Company |
Total Pages | : 626 |
Release | : 2017 |
Genre | : Business & Economics |
ISBN | : 9789813223578 |
The contents in this volume are based on the program Sets and Computations that was held at the Institute for Mathematical Sciences, National University of Singapore from 30 March until 30 April 2015. This special collection reports on important and recen
Author | : Sabri Boubaker |
Publisher | : World Scientific |
Total Pages | : 828 |
Release | : 2019-06-27 |
Genre | : Business & Economics |
ISBN | : 9813236663 |
The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and Spillover Effects; and Extreme Events and Financial Transformations and address the following critical issues, but not limited to: market integration and its implications; crisis risk assessment and contagion effects; financial uncertainty and volatility; role of emerging financial markets in the global economy; role of complex dynamics of economic and financial systems; market linkages, asset valuation and risk management; exchange rate volatility and firm-level exposure; financial effects of economic, political and social risks; link between financial development and economic growth; country risks; and sovereign debt markets.
Author | : Guglielmo M. Caporale |
Publisher | : Edward Elgar Publishing |
Total Pages | : 683 |
Release | : 2024-05-02 |
Genre | : Business & Economics |
ISBN | : 1803926376 |
This comprehensive Handbook deftly examines key aspects of financial integration, providing an overview of contemporary research and new perspectives. Employing state of the art econometric methods to obtain new empirical evidence, it will be critical for designing optimal policies, and appropriate investment and risk management strategies.
Author | : Lars Oxelheim |
Publisher | : Springer Science & Business Media |
Total Pages | : 404 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 3642612938 |
There is widespread agreement in the current social and economic debate that the nations of the world are becoming increasingly integrated. Many structural signs in society also suggest that this is so. Integration has become a catchword in the prepara tions for the internal market of the EC, and a keynote in the debate about association for the European countries which do not belong to the Community. But when we turn to the question of how this integration should be measured, there is very little con sensus. Instead there are numerous problems, not only about how to measure integra tion but even about how to define it. In this book I shall discuss the import and implications of a particular type of integration, namely financial integration, and then look at the most important problems connected with measuring it. In the empirical investigation reported below I felt the need for an integrated micro-macro approach. Further, I decided to illustrate the measurement problems by studying a small and relatively open economy where exchange controls have been imposed by the government in an attempt to reduce the flow of interest-sensitive capital out of the country, and thus to acquire autonomy for the national monetary policy. An interview study has been carried out with a view to illustrating among other things how expectations are formed among the major actors on the financial market, and this provided additional input for an analysis of the level of financial integration.
Author | : Mr.Gian Milesi-Ferretti |
Publisher | : International Monetary Fund |
Total Pages | : 46 |
Release | : 2003-04-01 |
Genre | : Business & Economics |
ISBN | : 1451850905 |
In recent decades, the foreign assets and liabilities of advanced economies have grown rapidly relative to GDP, with the increase in gross cross-holdings far exceeding changes in the size of net positions. Moreover, the portfolio equity and FDI categories have grown in importance relative to international debt stocks. This paper describes the broad trends in international financial integration for a sample of industrial countries and seeks to explain the cross-country and time-series variation in the size of international balance sheets. It also examines the behavior of the rates of return on foreign assets and liabilities, relating them to "market" returns.
Author | : Falko Fecht |
Publisher | : |
Total Pages | : 0 |
Release | : 2008 |
Genre | : |
ISBN | : 9783865584663 |
Author | : Roger Walton Ferguson |
Publisher | : Centre for Economic Policy Research |
Total Pages | : 217 |
Release | : 2007 |
Genre | : Economic stabilization |
ISBN | : 1898128979 |
This new Geneva Report examines the main threats to international financial stability, focusing on the implications of major changes that have occurred in the global financial system in the past two decades.
Author | : Suk-Joong Kim |
Publisher | : |
Total Pages | : |
Release | : 2017 |
Genre | : |
ISBN | : 9789813223585 |
Author | : Yan Bai |
Publisher | : |
Total Pages | : 154 |
Release | : 2005 |
Genre | : |
ISBN | : |