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Remittance flows and U.S. monetary policy
Machasio, Immaculate; Tillmann, Peter - 2021 - This version: October 27, 2021
Remittance inflows are driven by macroeconomic conditions in the home and the host economies, respectively. In this paper, we study the effect of U.S. monetary policy on remittance flows into economies in Latin American and the Caribbean. The role of Fed policy for remittances has not yet been...
Persistent link: https://www.econbiz.de/10012694427
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Does volatility traverse between emerging and frontier stock markets of Asia?
Sato, Velip Suraj; Raju, Guntur Anjana - In: Investment management and financial innovations 17 (2020) 3, pp. 82-96
Persistent link: https://www.econbiz.de/10012405602
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Bond market spillover networks during the global pandemic : what we learned from ASEAN-4 markets
Uddin, Mohammed Gazi Salah; Yahya, Muhammad; Park, Donghyun - 2023
. We find complex intra-group return and volatility connectedness among ASEAN-4 markets and moderate inter-group return and … volatility connectedness between ASEAN-4 and regional and global markets at different time horizons. …
Persistent link: https://www.econbiz.de/10013546175
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Financial contagion and volatility spillover : an exploration into Indian commodity derivative market
Roy, Rudra Prosad; Roy, Saikat Sinha - In: Economic modelling 67 (2017), pp. 368-380
Persistent link: https://www.econbiz.de/10011813840
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Volatility spillovers and cross-hedging between gold, oil and equities : evidence from the Gulf Cooperation Council countries
Maghyereh, Aktham I.; Awartani, Basel; Tziogkidis, … - In: Energy economics 68 (2017), pp. 440-453
Persistent link: https://www.econbiz.de/10011905999
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Return and volatility spillovers effects : evaluating the impact of Shanghai-Hong Kong Stock Connect
Huo, Rui; Ahmed, Abdullahi Dahir - In: Economic modelling 61 (2017), pp. 260-272
Persistent link: https://www.econbiz.de/10011736875
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Return and volatility spillover between sectoral stock and oil price : evidence from Pakistan stock exchange
Malik, Muhammad Irfan; Rashid, Abdul - In: Annals of financial economics 12 (2017) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011716135
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Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 Countries
Antonakakis, Nikolaos; Badinger, Harald - 2012
This paper considers the linkages between output growth and output volatility for the sample of G7 countries over the … volatility are highly intertwined, with spillovers taking place into all four directions; ii) the importance of spillovers has … been the largest transmitter of output and volatility shocks to other countries. Generalized impulse response analyses …
Persistent link: https://www.econbiz.de/10011374341
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Interest rate and exchange rate volatility spillovers : multiscale perspective of monetary policy transmission in Ghana
Akosah, Nana Kwame; Alagidede, Paul; Schaling, Eric - In: Journal of central banking theory and practice 9 (2020) 1, pp. 135-167
Persistent link: https://www.econbiz.de/10012167220
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Has the Euro changed the business cycle?
Enders, Zeno; Jung, Philip; Müller, Gernot J. - 2009
decline in real exchange rate volatility, 2) significant changes in cross-country correlations, and 3) the volatility of … domestic shocks less important in accounting for the (unchanged) volatility of macroeconomic fundamentals. -- European business …
Persistent link: https://www.econbiz.de/10003850663