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Accounting for sovereign tail risk in emerging economies : the role of global and domestic risk factors

Fong, Tom; Li, Ka-Fei; Fu, John - 2015

Persistent link: https://www.econbiz.de/10012200130

The role of financial globalization in the long-run volatility between forex and stock markets during COVID-19 : evidence from Africa

Insaidoo, Michael; Brafu-Insaidoo, William Gabriel; … - In: Research in globalization 9 (2024), pp. 1-10

-run volatility between the two financial markets in the COVID-19 pandemic period. The results further established that, financial … effects on forex markets' volatility in Africa, during the COVID-19 pandemic period. The implications of this study, include …This study examines the long-run volatility between forex and stock markets and the role of financial globalization in …

Persistent link: https://www.econbiz.de/10015361627

Revising the impact of global commodity prices and global stock market volatility shocks : effects across countries

Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2020

Persistent link: https://www.econbiz.de/10012317080

Financial globalization and stock market risk

Esqueda, Omar A.; Assefa, Tibebe A.; Mollick, André Varella - In: Journal of international financial markets, … 22 (2012) 1, pp. 87-102

Persistent link: https://www.econbiz.de/10009540838

Essays on globalization, monetary policy and financial crisis

Qian, Zongxin - 2012

This thesis focuses on three interlinked topics. Chapter 2 studies the determinants of sovereign CDS spreads in Greece, Ireland, Italy, Portugal and Spain during the recent global financial crisis and European debt crisis. Chapter 3 introduces a model on the interactions between monetary policy...

Persistent link: https://www.econbiz.de/10009622536

Inflation during the pandemic: what happened? what is next?

Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021

We analyze the evolution and drivers of inflation during the pandemic and the likely trajectory of inflation in the near-term using an event study of inflation around global recessions and a factor-augmented vector auto-regression (FAVAR) model. We report three main results. First, the decline...

Persistent link: https://www.econbiz.de/10012584054