Search Results - subject:"Global risk aversion"

Global risk aversion : driving force of future real economic activity

Kim, Marco Jinhwan; Cho, Hoon; Ryu, Doojin - In: Journal of forecasting 44 (2025) 2, pp. 706-729

Persistent link: https://www.econbiz.de/10015374079

The impact of global risk aversion and domestic macroeconomic factors on the dynamic conditional correlations of South African financial markets

Mloyi, Kelleb; Vengesai, Edson - In: Cogent economics & finance 12 (2024) 1, pp. 1-20

This paper considers the impact of global risk aversion and domestic macroeconomic factors on the dynamic conditional … diversification benefits. Further analysis using the OLS regression model shows that global risk aversion and domestic macroeconomic … portfolios as asset correlations, global risk aversion and domestic macroeconomics evolve. The study offers valuable insights and …

Persistent link: https://www.econbiz.de/10015192610

Capital Flows at Risk: India’s Experience

Muduli, Silu; Behera, Harendra; Patra, Michael Debabrata - In: RBI Bulletin 76 (2022) 6, pp. 73-88

With the spate of emerging market crises since the 1990s and the experience with the global financial crisis and its aftermath, attention has turned from the benefits associated with capital flows to their consequences such as accentuating financial vulnerabilities, aggravating macroeconomic...

Persistent link: https://www.econbiz.de/10013256161

Capital flows to emerging economies and global risk aversion during the COVID-19 pandemic

Alba, Carlos; Cuadra, Gabriel; Hernández, Juan R.; … - 2021

decomposition analysis. The main results indicate that the contribution of global risk aversion to explain the evolution of debt …

Persistent link: https://www.econbiz.de/10013162023

Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers

Shahzad, Syed Jawad Hussain; Bouri, Elie; Kristoufek, … - In: Financial Innovation 7 (2021) 1, pp. 1-23

The aim of this study is to examine the extreme return spillovers among the US stock market sectors in the light of the COVID-19 outbreak. To this end, we extend the now-traditional Diebold-Yilmaz spillover index to the quantiles domain by building networks of generalized forecast error variance...

Persistent link: https://www.econbiz.de/10012602896

Impact of the COVID-19 outbreak on the US equity sectors : evidence from quantile return spillovers

Shahzad, Syed Jawad Hussain; Bouri, Elie; Krištoufek, … - In: Financial innovation : FIN 7 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012495021

Capital flows to emerging economies and global risk aversion during the COVID-19 pandemic

Alba, Carlos; Cuadra, Gabriel; Hernández, Juan R.; … - 2021

decomposition analysis. The main results indicate that the contribution of global risk aversion to explain the evolution of debt …

Persistent link: https://www.econbiz.de/10012656099

Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets

Ananchotikul, Nasha; Zhang, Longmei - International Monetary Fund (IMF) - 2014

extent do these cross-border flows and global risk aversion drive asset volatility in emerging markets? We use a Dynamic … global risk aversion has a significant impact on the volatility of asset prices, while the magnitude of that impact …

Persistent link: https://www.econbiz.de/10011123837

The global effects of the euro debt crisis

Stracca, Livio - 2013

advanced and 13 emerging countries. The main effect of euro debt crisis events is a rise in global risk aversion accompanied by …

Persistent link: https://www.econbiz.de/10011605618

The global effects of the euro debt crisis

Stracca, Livio - European Central Bank - 2013

advanced and 13 emerging countries. The main effect of euro debt crisis events is a rise in global risk aversion accompanied by …

Persistent link: https://www.econbiz.de/10010686737