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Asset Prices, Real Exchange Rate and Current Account Fluctuations : Some Structural VAR Evidence for Thailand

Jiranyakul, Komain - 2017

This paper is motivated by the controversial issue in the literature pertaining to the impact of real exchange rate, housing prices and stock prices on current account fluctuations. Thailand's quarterly data are used to examine the impacts of shocks to asset prices and real exchange rate on the...

Persistent link: https://www.econbiz.de/10012967437

Capital Flows and Japanese Asset Volatility

Neely, Christopher J. - 2012

Characterizing asset price volatility is an important goal for financial economists. The literature has shown that variables that proxy for the information arrival process can help explain and/or forecast volatility. Unfortunately, however, obtaining good measures of volume and/or order flow is...

Persistent link: https://www.econbiz.de/10013107799

Capital Account Liberalization and Stock Price Implications for Financial Institutions in Thailand

Vithessonthi, Chaiporn - 2013

In this paper we investigate market reaction to the announcement of capital account liberalization in Thailand on January 29, 2007. The liberalization of capital account is expected to have a positive effect on asset prices. Based on a sample of 38 financial institutions listed on the Stock...

Persistent link: https://www.econbiz.de/10013095533

Interest Rates and Stock Movements in Three Major Asian Countries-India, China and Japan

Singh, Saurabh - 2010

Globalization and financial sector reforms in India have ushered a vibrant change in Indian economic system. Current growth of India puts it's among the largest and fastest growing economy of the world. Following the liberalization, Asian economy is becoming the hub of world economy. Sixty...

Persistent link: https://www.econbiz.de/10013146559

The Valuation Effects of Trade

Barbiero, Omar - 2021

This paper estimates the cash flow and real effects of currency mismatches generated by foreign-priced operations of French manufacturers. The value of transactions invoiced in foreign currencies is twice as sensitive to exchange rates as the value of transactions invoiced in the domestic...

Persistent link: https://www.econbiz.de/10013310101

The impact of the European sovereign debt crisis on banks stocks : some evidence of shift contagion in Europe

Allegret, Jean-Pierre; Raymond, Hélène; Rharrabti, Houda - In: Journal of banking & finance 74 (2017), pp. 24-37

Persistent link: https://www.econbiz.de/10011793619

The impact of ECB’s unconventional monetary policy on the German Stock Market volatility

Alipanah, Sabri; Kiss, Gábor Dávid - In: Zagreb international review of economics & business 25 (2022), pp. 17-29

Persistent link: https://www.econbiz.de/10014228125

Cryptocurrencies, Stocks, and Economic Policy Uncertainty : A FAVAR Analysis

Civelli, Andrea; Jackson, Laura E. - 2023

We study the interactions between cryptocurrencies, stock markets, and economic policy uncertainty (EPU) by means of a Factor-Augmented Vector Autoregressive (FAVAR) framework. We rely on two market factors to model the comovements of returns within cryptocurrencies and stock markets. We...

Persistent link: https://www.econbiz.de/10014254302

The impact of international swap lines on stock returns of banks in emerging markets

Andrieş, Alin Marius; Fischer, Andreas M.; Yeşin, Pınar - 2015

markets. The analysis shows that swap lines by the Swiss National Bank (SNB) had a positive impact on bank stocks in Central … and Eastern Europe. It then highlights the importance of individual bank characteristics in identifying the impact of swap … lines on bank stocks. Bank-level evidence suggests that stock prices of local and less-well capitalized banks as well as …

Persistent link: https://www.econbiz.de/10011440076

The impact of a stock market downturn on corporate financing activities in Germany

Meitner, Matthias (contributor); … - 2005

reveals no major importance of the bank balance sheet channel for the relationship between stock market volatility and …

Persistent link: https://www.econbiz.de/10003268547

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