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The financial US uncertainty spillover multiplier : evidence from a GVAR model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: International finance : the only journal bridging the … 25 (2022) 3, pp. 313-340

Persistent link: https://www.econbiz.de/10013472786

The real effects of financial integration

Imbs, Jean - In: Journal of international economics 68 (2006) 2, pp. 296-324

Persistent link: https://www.econbiz.de/10003300520

Financial integration and macroeconomic volatility in Zimbabwe

Makoto, Richard - In: Journal of economics & development : JED 22 (2020) 2, pp. 229-248

Persistent link: https://www.econbiz.de/10012299120

The real effects of financial integration

Imbs, Jean - 2004

Persistent link: https://www.econbiz.de/10013424394

Identification of global and national shocks in international financial markets via general dynamic factor models

Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - 2017

Persistent link: https://www.econbiz.de/10011673310

Identification of global and local shocks in international financial markets via general dynamic factor models

Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - In: Journal of financial econometrics 17 (2019) 3, pp. 462-494

Persistent link: https://www.econbiz.de/10012054816

International investment positions and exchange rate dynamics

Binder, Michael; Offermanns, Christian J. - 2014

We revisit medium- to long-run exchange rate determination, focusing on the role of international investment positions. To do so, we make use of a new econometric framework accounting for conditional long-run homogeneity in heterogeneous dynamic panel data models. In particular, in our model the...

Persistent link: https://www.econbiz.de/10010414236

Financial and Non-Financial Global Stock Market Volatility Shocks

Kang, Wensheng - 2018

We decompose global stock market volatility shocks into financial originated shocks and non-financial originated shocks …. Global stock market volatility shocks arising from financial sources reduce substantially more global outputs and inflation … than non-financial sources shocks. Financial stock market volatility shocks forecasts 16.85% and 16.88% of the variation in …

Persistent link: https://www.econbiz.de/10012908108

Large global volatility shocks, equity markets and globalisation : 1885 - 2011

Mehl, Arnaud - 2013

Persistent link: https://www.econbiz.de/10009766418

Net foreign assets and macroeconomic volatility

Chia, W. M.; Jinjarak, Yothin; Rana, Pradumna Bickram; … - In: Journal of Asian economics 34 (2014), pp. 42-53

Persistent link: https://www.econbiz.de/10010510913