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Modeling dynamic causalities between the Indonesian Rupiah and Forex markets of ASEAN, Japan and Europe

Sofyan, Hizir; Majid, Muhammad Shabri Abdul; Rahmanda, … - In: Contemporary economics 13 (2019) 1, pp. 35-48

run between the IDR and the forex markets of ASEAN (Association of South East Asian Nations), Japan and Europe. The study … utilizes the daily nominal exchange rates of Indonesia, Thailand, Malaysia, Singapore, the Philippines, Japan, the U.S., and … error correction (VECM) techniques. The study found that the IDR was cointegrated with the forex markets of ASEAN, Japan …

Persistent link: https://www.econbiz.de/10012176208

What drives international stock return comovements?

Zhang, Bohui - 2020

This paper presents new evidence on international financial market integration using stock analyst earnings forecasts from 37 countries. By examining cash flow and discount rate news co-movements, we find that the financial and economic aspects of global market integration have diverged over...

Persistent link: https://www.econbiz.de/10012320303

Does financial integration enhance economic growth in China?

Duc Hong Vo; Anh The Vo; Chi Minh Ho - In: Economies : open access journal 8 (2020) 3/65, pp. 1-18

China is a fascinating country in Asia, the second-largest economy in the world, with incredible economic growth and development in the last two decades. In addition, China has dramatically enjoyed a disciplined and successful financial integration with the region and the world in the same...

Persistent link: https://www.econbiz.de/10012296075

How does international financial integration really affect post-transition countries' growth? : empirical evidence from the CEE-10 countries

Ganić, Mehmed; Hrnjić, Mahir - In: Journal of central banking theory and practice 10 (2021) 3, pp. 117-136

This paper seeks to empirically explore how an international financial integration influences a country's GDP growth. The long run relationship is tested by PMG estimator for the sample of ten EU countries from Central, Eastern and Southeastern Europe (CEE-10 countries) between 1995 and 2017....

Persistent link: https://www.econbiz.de/10012650918

Financial integration and total factor productivity : in consideration of different capital controls and foreign direct investment

Arif‑Ur-Rahman, Md; Inaba, Kazuo - In: Journal of economic structures : JES; the official … 9 (2020) 25, pp. 1-20

There is a long debate among policymakers and academicians regarding whether assessments of international financial integration have significant growth benefits and whether such benefits compensate for the accompanied risks. Recent financial crisis has revived this debate. The previous empirical...

Persistent link: https://www.econbiz.de/10012256273

Loans from my neighbors : East Asian commercial banks, banking integration, and bank default risk

Nguyen, Dung Thuy Thi; Diaz-Rainey, Ivan; Roberts, Helen; … - 2020

This study investigated the impact of banking integration on recipient country bank default risk and, in particular, whether the type of banking integration moderates that relationship. Using the system generalized method of moments (GMM), the study found that banking integration lowers bank...

Persistent link: https://www.econbiz.de/10012205746

Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis

Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842

The period of the global financial crisis can be characterized by the spillover of negative innovations among stock markets worldwide. Stock markets in Central Europe were not excluded as they are not isolated from global stock markets. Recently published scientific studies dealing with this...

Persistent link: https://www.econbiz.de/10012939609

Uncertainty spill-overs : when policy and financial realms overlap

Bacchiocchi, Emanuele; Dragomirescu-Gaina, Catalin - 2022 - This draft: July 2022

No matter its source, financial- or policy-related, uncertainty can feed onto itself, concealing its true origin and leading to identification challenges in empirical applications. We add to the existing stock of analytical methods able to disentangle among various types of uncertainty shocks,...

Persistent link: https://www.econbiz.de/10013373244

Regional financial integration, financial development and industrial sector growth in ECOWAS : does institution matter?

Iwegbu, Onyebuchi; Justine, Kainu; Cardoso, Leonardo … - In: Cogent economics & finance 10 (2022) 1, pp. 1-25

Regional economies seek to promote growth through industrialisation and literature suggests that developing the financial system, integrating the financial system within a sound institutional framework can promote industrial output. This study fills the gap by examining the impact of financial...

Persistent link: https://www.econbiz.de/10013461094

Corporate taxation and international financial integration : U.S. evidence from a consolidated perspective

Bénétrix, Agustín; Sanchez Pacheco, André - In: Oxford open economics 2 (2023), pp. 1-16

We document a robust relation between corporate tax differentials and US international financial integration (IFI). While this is the case for traditional IFI based on cross-border positions, the positive link also emerges for its larger consolidated-by-nationality version. The gap between these...

Persistent link: https://www.econbiz.de/10014492188