Showing 1 - 10 of 48,977
Syndicated loan data provided by DealScan has become an essential input in banking research over recent years. This …
Persistent link: https://www.econbiz.de/10013271928
Global liquidity refers to the volumes of financial flows - largely intermediated through global banks and non-bank financial institutions - that can move at relatively high frequencies across borders. The amplitude of responses to global conditions like risk sentiment, discussed in the context...
Persistent link: https://www.econbiz.de/10014322743
Banking Authority should have sufficient powers and resources to ensure that a system based on national supervision leads to …
Persistent link: https://www.econbiz.de/10012442946
This study puts the monetary transmission process in the eurozone between 2003 and 2011 under closer scrutiny. For this purpose, we investigate the interest rate pass-through from money market to various loan rates for up to twelve countries of the European Monetary Union. Applying different...
Persistent link: https://www.econbiz.de/10009580113
wealth transfers to or from the Periphery countries. These implicit transfers are responsible for creating contagion among …
Persistent link: https://www.econbiz.de/10005504325
stress, very few discussed the contagion or spillover effects in terms of capital flow volatility. This paper is one of the … 1980–2009, the empirical results suggest strong and significant contagion effects in the volatility of capital flows to … individual economies. The magnitudes of contagion vary depending on the type of capital flows, whether it is foreign direct …
Persistent link: https://www.econbiz.de/10010869509
offer an operational definition of contagion to examine European Economic and Monetary Union (EMU) countries public debt … period, and the intensification of causality recorded in 70% of the cases provide clear evidence of contagion in the …
Persistent link: https://www.econbiz.de/10011048277
phenomenon known as contagion. The model generates predictions consistent with other important empirical results such as …
Persistent link: https://www.econbiz.de/10005791401
Using micro-level data on mutual funds from different financial centers investing in equity and bonds, this paper analyzes how investors and managers behave and transmit shocks across countries. The paper shows that the volatility of mutual fund investments is quantitatively driven by both the...
Persistent link: https://www.econbiz.de/10010595062
financial contagion across countries and sectors and finds that the crisis led to an increased co-movement of returns among …
Persistent link: https://www.econbiz.de/10010595301