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John Beirne

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Beirne, John & Dafermos, Yannis & Kriwoluzky, Alexander & Renzhi, Nuobu & Volz, Ulrich & Wittich, Jana, 2022. "Natural Disasters and Inflation in the Euro Area," VfS Annual Conference 2022 (Basel): Big Data in Economics 264132, Verein für Socialpolitik / German Economic Association.

    Cited by:

    1. Nabil Daher, 2024. "Is growth at risk from natural disasters? Evidence from quantile local projections," French Stata Users' Group Meetings 2024 12, Stata Users Group.
    2. Nabil Daher, 2024. "Is growth at risk from natural disasters? Evidence from quantile local projections," Working Papers 2024.8, International Network for Economic Research - INFER.

  2. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Local Currency Bond Markets, Foreign Investor Participation, and Capital Flow Volatility in Emerging Asia," ADBI Working Papers 1252, Asian Development Bank Institute.

    Cited by:

    1. Eric Alexander Sugandi, 2022. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the COVID-19 Pandemic," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 411-447, September.
    2. Yushi Chen & Ulrich Volz, 2022. "Scaling up sustainable investment through blockchain‐based project bonds," Development Policy Review, Overseas Development Institute, vol. 40(3), May.
    3. Juan Carlos MORENO-BRID & Lorenzo NALIN & Edgar PEREZ-MEDINA, 2023. "Current External Challenges To The Economic Expansion Of Emerging Markets: An Analysis Of Chile, Colombia, Mexico, Turkey, Ghana And India For 2006-2021," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 23(2), pages 5-36.
    4. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "When the United States and the People’s Republic of China Sneeze: International Real and Financial Spillovers in Asia," ADBI Working Papers 1288, Asian Development Bank Institute.
    5. Pedersoli, Silvia & Presbitero, Andrea F., 2023. "Public debt management and private financial development," Economic Systems, Elsevier, vol. 47(1).
    6. Juan Carlos Moreno-Brid & Lorenzo Nalin & Edgar Pérez-Medina, 2022. "External challenges to the economic expansion of emerging markets in the post-COVID 19 and post-COP26 era: A balance-of-payments constrained growth (BPCG) perspective," PSL Quarterly Review, Economia civile, vol. 75(303), pages 313-354.
    7. Juan Carlos Moreno-Brid & Lorenzo Nalin & Edgar Perez-Medina, 2023. "Current External Challenges to the Economic Expansion of Emerging Markets," Working Papers Series inetwp201, Institute for New Economic Thinking.
    8. John Beirne & Nuobu Renzhi & Ulrich Volz, 2023. "When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies," Open Economies Review, Springer, vol. 34(3), pages 519-540, July.

  3. Azhgaliyeva, Dina & Beirne, John & Mishra, Ranjeeta, 2021. "What Matters for Private Investment Financing in Renewable Energy Globally and in Asia?," ADBI Working Papers 1246, Asian Development Bank Institute.

    Cited by:

    1. Ainur Mazina & Dinara Syzdykova & Ainur Myrzhykbayeva & Gulnur Raikhanova & Aliya Nurgaliyeva, 2022. "Impact of Green Fiscal Policy on Investment Efficiency of Renewable Energy Enterprises in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 491-497, September.
    2. Dina Azhgaliyeva & Ranjeeta Mishra, 2022. "Feed‐in tariffs for financing renewable energy in Southeast Asia," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 11(3), May.
    3. William Philip Wall & Bilal Khalid & Mariusz Urbański & Michal Kot, 2021. "Factors Influencing Consumer’s Adoption of Renewable Energy," Energies, MDPI, vol. 14(17), pages 1-19, August.

  4. John Beirne & Yannis Dafermos & Alexander Kriwoluzky & Nuobu Renzhi & Ulrich Volz & Jana Wittich, 2021. "The Effects of Natural Disasters on Price Stability in the Euro Area," Discussion Papers of DIW Berlin 1981, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Lucidi, Francesco Simone & Pisa, Marta Maria & Tancioni, Massimiliano, 2024. "The effects of temperature shocks on energy prices and inflation in the Euro Area," European Economic Review, Elsevier, vol. 166(C).
    2. Yannis Dafermos, 2024. "The climate crisis meets the ECB: tinkering around the edges or paradigm shift?," Working Papers 264, Department of Economics, SOAS University of London, UK.
    3. Xiang-li Lim & Vatcharin Sirimaneetham, 2021. "Securing green development: Can Asia-Pacific central banks and financial supervisory authorities do more?," MPDD Working Paper Series WP/21/10, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
    4. Carè, R. & Fatima, R. & Boitan, I.A., 2024. "Central banks and climate risks: Where we are and where we are going?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1200-1229.

  5. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "When the United States and the People’s Republic of China Sneeze: International Real and Financial Spillovers in Asia," ADBI Working Papers 1288, Asian Development Bank Institute.

    Cited by:

    1. Wang, Bo & Xiao, Yang, 2023. "Risk spillovers from China's and the US stock markets during high-volatility periods: Evidence from East Asianstock markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
    2. Md. Rashedur Rahman Sardar & Matthew Schaffer, 2024. "International monetary spillovers to frontier financial markets: Evidence from Bangladesh," International Finance, Wiley Blackwell, vol. 27(1), pages 81-100, April.
    3. Lodge, David & Manu, Ana-Simona & Van Robays, Ine, 2024. "China's footprint in global financial markets," BOFIT Discussion Papers 1/2024, Bank of Finland Institute for Emerging Economies (BOFIT).

  6. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Bracing for the Typhoon: Climate Change and Sovereign Risk in Southeast Asia," ADBI Working Papers 1223, Asian Development Bank Institute.

    Cited by:

    1. Boitan, Iustina Alina & Marchewka-Bartkowiak, Kamilla, 2022. "Climate change and the pricing of sovereign debt: Insights from European markets," Research in International Business and Finance, Elsevier, vol. 62(C).
    2. Naifar, Nader, 2024. "Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty," Finance Research Letters, Elsevier, vol. 61(C).
    3. Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Mohaddes, Kamiar & Volz, Ulrich & Zenghelis, Dimitri, 2021. "Climate Change And Fiscal Sustainability: Risks And Opportunities," National Institute Economic Review, National Institute of Economic and Social Research, vol. 258, pages 28-46, November.
    4. Paul Bertheau & Robert Lindner, 2022. "Financing sustainable development? The role of foreign aid in Southeast Asia's energy transition," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(1), pages 96-109, February.
    5. Matthew Agarwala & Matt Burke & Patrycja Klusak & Kamiar Mohaddes & Ulrich Volz & Dimitri Zenghelis, 2021. "Climate Change and Fiscal Responsibility: Risks and Opportunities," Working Papers 008, The Productivity Institute.
    6. Shear, Falik & Ashraf, Badar Nadeem & Butt, Shazaib, 2023. "Sensing the heat: Climate change vulnerability and foreign direct investment inflows," Research in International Business and Finance, Elsevier, vol. 66(C).
    7. Jiang, Yong & Al-Nassar, Nassar S. & Ren, Yi-Shuai & Ma, Chao-Qun & Yang, Xiao-Guang, 2024. "Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period," Research in International Business and Finance, Elsevier, vol. 70(PB).
    8. Teodora Cristina Barbu & Cosmin-Octavian Cepoi & Crina Raluca Petrescu & Mariana Vuta, 2022. "The Assessment of Climate Risk Impact on the Economy: A Panel Data Approach," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 24(61), pages 597-597, August.
    9. Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Volz, Ulrich, 2024. "Nature loss and sovereign credit ratings," Accountancy, Economics, and Finance Working Papers 2024-09, Heriot-Watt University, Department of Accountancy, Economics, and Finance.
    10. Andreas Antoniades & Alexander S. Antonarakis & Jonathan Gilman & Isabell Kempf & Anne Juepner & Kerstin Stendahl, 2021. "Special issue: The poverty‐inequality‐environment frontier in the age of crises," Sustainable Development, John Wiley & Sons, Ltd., vol. 29(3), pages 481-484, May.
    11. Li, Xing & Zhou, Yanli & Zhu, Dixing & Ge, Xiangyu, 2024. "Research on effect of extreme climates penalties local government debt pricing: Evidence from urban investment bonds in China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).

  7. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2020. "Feeling the Heat: Climate Risks and the Cost of Sovereign Borrowing," ADBI Working Papers 1160, Asian Development Bank Institute.

    Cited by:

    1. Shabir, Mohsin & Jiang, Ping & Shahab, Yasir & Wang, Wenhao & Işık, Özcan & Mehroush, Iqra, 2024. "Diversification and bank stability: Role of political instability and climate risk," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 63-92.
    2. Boitan, Iustina Alina & Marchewka-Bartkowiak, Kamilla, 2022. "Climate change and the pricing of sovereign debt: Insights from European markets," Research in International Business and Finance, Elsevier, vol. 62(C).
    3. Sara Balestri & Raul Caruso, 2024. "Vulnerability to Climate Change and Communal Conflicts: Evidence from Sub-Saharan Africa and South/South-East Asia," DISCE - Quaderni del Dipartimento di Politica Economica dipe0036, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    4. Lint Barrage, 2024. "Climate Change Impacts on Public Finances Around the World," CESifo Working Paper Series 11443, CESifo.
    5. João Tovar Jalles, 2020. "Financial Crises and Climate Change," Working Papers REM 2020/0131, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    6. Angela Köppl & Margit Schratzenstaller, 2024. "Policy Brief: Budgetäre Kosten und Risiken durch klimapolitisches Nichthandeln und Klimarisiken," WIFO Studies, WIFO, number 70821.
    7. Mr. Serhan Cevik & Fedor Miryugin, 2022. "Rogue Waves: Climate Change and Firm Performance," IMF Working Papers 2022/102, International Monetary Fund.
    8. Mireille Chiroleu-Assouline & Mouez Fodha, 2023. "Debt, tax and environmental policy [Dette, taxe et politique environnementale]," PSE-Ecole d'économie de Paris (Postprint) halshs-04181981, HAL.
    9. Naifar, Nader, 2024. "Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty," Finance Research Letters, Elsevier, vol. 61(C).
    10. Julia Anna Bingler, 2022. "Expect the worst, hope for the best: The valuation of climate risks and opportunities in sovereign bonds," CER-ETH Economics working paper series 22/371, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    11. Zbigniew Korzeb & Paweł Niedziółka & Monika Zegadło, 2022. "Assessment of the Impact of Commercial Banks’ Operating Activities on the Natural Environment by Use of Cluster Analysis," Risks, MDPI, vol. 10(6), pages 1-19, June.
    12. Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Mohaddes, Kamiar & Volz, Ulrich & Zenghelis, Dimitri, 2021. "Climate Change And Fiscal Sustainability: Risks And Opportunities," National Institute Economic Review, National Institute of Economic and Social Research, vol. 258, pages 28-46, November.
    13. Volz, Ulrich, 2022. "On the potential of sovereign state-contingent debt in contributing to better public debt management and enhancing sustainability outcomes," LSE Research Online Documents on Economics 122922, London School of Economics and Political Science, LSE Library.
    14. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Bracing for the Typhoon: Climate Change and Sovereign Risk in Southeast Asia," ADBI Working Papers 1223, Asian Development Bank Institute.
    15. Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021. "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers 2021-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    16. Siamak Javadi & Abdullah‐Al Masum & Mohsen Aram & Ramesh P. Rao, 2023. "Climate change and corporate cash holdings: Global evidence," Financial Management, Financial Management Association International, vol. 52(2), pages 253-295, June.
    17. Committeri, Marco & Brüggemann, Axel & Kosterink, Patrick & Reininger, Thomas & Stevens, Luc & Vonessen, Benjamin & Zaghini, Andrea & Garrido, Isabel & Van Meensel, Lena & Strašuna, Lija & Tiililä, Ne, 2022. "The role of the IMF in addressing climate change risks," Occasional Paper Series 309, European Central Bank.
    18. Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2024. "Asymmetric Sovereign Risk: Implications for Climate Change Preparation," IREA Working Papers 202401, University of Barcelona, Research Institute of Applied Economics, revised Jan 2024.
    19. Thouraya Bahri & Aditya Singh, 2021. "COVID-19 and the Impact on Debt: Policy Implications," Working Papers 2107, New School for Social Research, Department of Economics.
    20. Yannis Dafermos, 2021. "Climate change, central banking and financial supervision: beyond the risk exposure approach," Working Papers 243, Department of Economics, SOAS University of London, UK.
    21. Collender, Sierra & Gan, Baoqing & Nikitopoulos, Christina S. & Richards, Kylie-Anne & Ryan, Laura, 2023. "Climate transition risk in sovereign bond markets," Global Finance Journal, Elsevier, vol. 57(C).
    22. Toan Phan & Felipe Schwartzman, 2023. "Climate Defaults and Financial Adaptation," Working Paper 23-06, Federal Reserve Bank of Richmond.
    23. Gamboa-Estrada, Fredy & Sanchez-Jabba, Andres, 2024. "The effects of foreign investor composition on Colombia's sovereign debt flows," International Economics, Elsevier, vol. 178(C).
    24. Raphael Semet & Thierry Roncalli & Lauren Stagnol, 2021. "ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?," Papers 2110.06617, arXiv.org.
    25. Mireille Chiroleu-Assouline & Mouez Fodha, 2023. "Dette, taxe et politique environnementale," Revue française d'économie, Presses de Sciences-Po, vol. 0(1), pages 55-106.
    26. Gregor Semieniuk & Emanuele Campiglio & Jean-Francois Mercure & Ulrich Volz & Neil R. Edwards, 2020. "Low-carbon transition risks for finance," Working Papers 233, Department of Economics, SOAS University of London, UK.
    27. Jorge M. Uribe, 2023. ""Fiscal crises and climate change"," IREA Working Papers 202303, University of Barcelona, Research Institute of Applied Economics, revised Feb 2023.
    28. Benedikt Unger & Michael Nippa, 2024. "Determinants of firms' initiative and inertia in pursuing climate neutrality strategies—Theoretical explanations and empirical evidence," Business Strategy and the Environment, Wiley Blackwell, vol. 33(5), pages 4086-4107, July.
    29. Yannis Dafermos, 2024. "The climate crisis meets the ECB: tinkering around the edges or paradigm shift?," Working Papers 264, Department of Economics, SOAS University of London, UK.
    30. Jiang, Yong & Al-Nassar, Nassar S. & Ren, Yi-Shuai & Ma, Chao-Qun & Yang, Xiao-Guang, 2024. "Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period," Research in International Business and Finance, Elsevier, vol. 70(PB).
    31. Yannis Dafermos, 2023. "Towards a climate just financial system," Working Papers 259, Department of Economics, SOAS University of London, UK.
    32. Naseer, Mirza Muhammad & Guo, Yongsheng & Bagh, Tanveer & Zhu, Xiaoxian, 2024. "Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    33. Julien CALAS & Antoine GODIN & Paul Hadji-Lazaro & Pamela SEKESE & Andrew SKOWNO, 2023. "Socioeconomic and spatially-explicit assessment of Nature-related risks: the case of South Africa," Working Paper 199e7bd0-7dfd-4a54-bc1d-9, Agence française de développement.
    34. Yin, Libo & Cao, Hong, 2024. "Understanding climate policy uncertainty: Evidence from temporal and spatial domains," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    35. Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022. "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia 1222, Banco de la Republica de Colombia.
    36. Banerjee, Ameet Kumar & Özer, Zeynep Sueda & Rahman, Molla Ramizur & Sensoy, Ahmet, 2024. "How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 442-468.
    37. Lee, Chien-Chiang & Wang, Chih-Wei & Thinh, Bui Tien, 2023. "Green development, climate risks, and cash flow: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    38. Walheer, Barnabé, 2024. "A sequential benefit-of-the-doubt composite indicator," European Journal of Operational Research, Elsevier, vol. 316(1), pages 228-239.
    39. Li, Xing & Zhou, Yanli & Zhu, Dixing & Ge, Xiangyu, 2024. "Research on effect of extreme climates penalties local government debt pricing: Evidence from urban investment bonds in China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).

  8. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2020. "Persistent Current Account Imbalances: Are they Good or Bad for Regional and Global Growth?," ADBI Working Papers 1094, Asian Development Bank Institute.

    Cited by:

    1. Osisanwo, Bukonla G. & Oyelade, Aduralere O. & Ajayi, Felix Odunayo, 2024. "Determinants of Current Account in Nigeria," African Journal of Economic Review, African Journal of Economic Review, vol. 12(3), September.
    2. Mariarosaria Comunale & Justas Dainauskas & Povilas Lastauskas, 2021. "What explains excess trade persistence? A theory of habits in the supply chains," CAMA Working Papers 2021-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).

  9. Beirne, John Beirne & Renzhi, Nuobu & Sugandi, Eric Alexander & Volz, Ulrich, 2020. "Financial Market and Capital Flow Dynamics During the COVID-19 Pandemic," ADBI Working Papers 1158, Asian Development Bank Institute.

    Cited by:

    1. Eric Alexander Sugandi, 2022. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the COVID-19 Pandemic," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 411-447, September.
    2. Munawar Sayyad & Pat Obi & Kaushik Bhattacharjee, 2022. "International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil," Economics Bulletin, AccessEcon, vol. 42(1), pages 69-82.
    3. Famiglietti, Matthew & Leibovici, Fernando, 2022. "The impact of health and economic policies on the spread of COVID-19 and economic activity," European Economic Review, Elsevier, vol. 144(C).
    4. Hernández Vega Marco A., 2021. "The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico," Working Papers 2021-11, Banco de México.
    5. Grabowski, Wojciech & Janus, Jakub & Stawasz-Grabowska, Ewa, 2023. "The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers," Emerging Markets Review, Elsevier, vol. 54(C).
    6. Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024. "Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
    7. Andrew Phiri, 2022. "Changing efficiency of BRICS currency markets during the COVID-19 pandemic," Economic Change and Restructuring, Springer, vol. 55(3), pages 1673-1699, August.
    8. Rhea Choudhary, 2022. "Analysing the spillover effects of the South African Reserve Banks bond purchase programme," Working Papers 11025, South African Reserve Bank.
    9. Ding, Haoyuan & Pu, Bo & Ying, Jiezhou, 2023. "Direct and spillover portfolio effects of COVID-19," Research in International Business and Finance, Elsevier, vol. 65(C).
    10. Juan Carlos MORENO-BRID & Lorenzo NALIN & Edgar PEREZ-MEDINA, 2023. "Current External Challenges To The Economic Expansion Of Emerging Markets: An Analysis Of Chile, Colombia, Mexico, Turkey, Ghana And India For 2006-2021," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 23(2), pages 5-36.
    11. Wenbo Wang & Hail Park, 2021. "How Vulnerable Are Financial Markets to COVID-19? A Comparative Study of the US and South Korea," Sustainability, MDPI, vol. 13(10), pages 1-18, May.
    12. Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    13. Nevi Danila, 2023. "The Asymme The Asymmetric Ex Tric Exchange Ra Ange Rate Pass-Through T Ass-Through To Inflation In The Selected Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(1), pages 125-144, March.
    14. Xiuping Ji & Naipeng (Tom) Bu & Chen Zheng & Honggen Xiao & Caixia Liu & Xuesheng Chen & Kangping Wang, 2024. "Stock market reaction to the COVID-19 pandemic: an event study," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(1), pages 167-186, January.
    15. Greta Keliuotyte-Staniuleniene & Julius Kviklis, 2021. "Stock Market Reactions during Different Phases of the COVID-19 Pandemic: Cases of Italy and Spain," Economies, MDPI, vol. 10(1), pages 1-32, December.
    16. John Beirne & Nuobu Renzhi & Eric Sugandi & Ulrich Volz, 2021. "COVID‐19, asset markets and capital flows," Pacific Economic Review, Wiley Blackwell, vol. 26(4), pages 498-538, October.
    17. Faaza Fakhrunnas & Rindang Nuri Isnaini Nugrohowati & Razali Haron & MB Hendrie Anto, 2023. "The Asymmetric Relationship Between Macroeconomic Determinants And Nonperforming Loans: Evidence From The Banking Industry Of Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(1), pages 145-174, March.
    18. Juan Carlos Moreno-Brid & Lorenzo Nalin & Edgar Pérez-Medina, 2022. "External challenges to the economic expansion of emerging markets in the post-COVID 19 and post-COP26 era: A balance-of-payments constrained growth (BPCG) perspective," PSL Quarterly Review, Economia civile, vol. 75(303), pages 313-354.
    19. Ferry Syarifuddin & Maman Setiawan, 2021. "Capital Flow Amid The Covid-19 Pandemic: Cross-Country Contagion Effect Among Asean5 And Projection Of The Impacts For The Indonesian Economy," Working Papers WP/08/2021, Bank Indonesia.
    20. Juan Carlos Moreno-Brid & Lorenzo Nalin & Edgar Perez-Medina, 2023. "Current External Challenges to the Economic Expansion of Emerging Markets," Working Papers Series inetwp201, Institute for New Economic Thinking.
    21. Scherf, Matthias & Matschke, Xenia & Rieger, Marc Oliver, 2022. "Stock market reactions to COVID-19 lockdown: A global analysis," Finance Research Letters, Elsevier, vol. 45(C).
    22. Janus, Jakub, 2021. "The COVID-19 shock and long-term interest rates in emerging market economies," Finance Research Letters, Elsevier, vol. 43(C).
    23. Rhea Choudhary, 2022. "AnalysingthespillovereffectsoftheSouthAfricanReserveBanksbondpurchaseprogramme," Working Papers 11039, South African Reserve Bank.

  10. Beirne, John, 2019. "Financial Cycles in Asset Markets and Regions," ADBI Working Papers 1052, Asian Development Bank Institute.

    Cited by:

    1. Che, Ming & Zhu, Zixiang & Li, Yujia, 2023. "Geopolitical risk and economic policy uncertainty: Different roles in China's financial cycle," International Review of Financial Analysis, Elsevier, vol. 90(C).
    2. Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
    3. Santander Quino, Camila Miriam, 2022. "Ciclos económicos y financieros: Una aproximación empírica para Bolivia," Documentos de trabajo 1/2022, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.

  11. Apostolou, Apostolos & Beirne, John, 2017. "Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies," Working Paper Series 2044, European Central Bank.

    Cited by:

    1. Demetrio Lacava & Luca Scaffidi Domianello, 2021. "The Incidence of Spillover Effects during the Unconventional Monetary Policies Era," JRFM, MDPI, vol. 14(6), pages 1-18, May.
    2. Alessio Ciarlone & Andrea Colabella, 2021. "ECB'S non‐standard monetary policy and asset price volatility: Evidence from EU‐6 economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1503-1530, January.
    3. Justinas Lubys & Pradiptarathi Panda, 2021. "US and EU unconventional monetary policy spillover on BRICS financial markets: an event study," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 353-371, May.
    4. Alejandro Torres-García & Jaime Montoya-Arbeláez & Laura Wberth-Escobar, 2022. "Commodity price shocks and the balance sheet effect in emerging economies," Economic Change and Restructuring, Springer, vol. 55(4), pages 2081-2110, November.
    5. Alessio Ciarlone & Andrea Colabella, 2018. "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers) 1175, Bank of Italy, Economic Research and International Relations Area.
    6. C. Ciocirlan & M. Nițoi, 2023. "Sovereign risk connectedness: the impact of ECB’s policy announcements in Central and Eastern Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(4), pages 1025-1054, November.
    7. Berg, Kimberly A. & Vu, Nam T., 2019. "International spillovers of U.S. financial volatility," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 19-34.
    8. Annette Meinusch, 2017. "When the Fed sneezes - Spillovers from U.S. Monetary Policy to Emerging Markets," MAGKS Papers on Economics 201730, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

  12. Broos, Menno & Ghalanos, Michalis & Kennedy, Bernard & Landbeck, Alexander & Lerner, Christina & Menezes, Paula & Schiavone, Alessandro & Tilley, Thomas & Viani, Francesca & Reinhardt, Dennis & Metzem, 2016. "Dealing with large and volatile capital flows and the role of the IMF," Occasional Paper Series 180, European Central Bank.

    Cited by:

    1. Hoggarth, Glen & Jung, Carsten & Reinhardt, Dennis, 2016. "Capital inflows — the good, the bad and the bubbly," Bank of England Financial Stability Papers 40, Bank of England.
    2. Solikin M. Juhro & Bernard Njindan Iyke & Paresh Kumar Narayan, 2021. "Capital Flow Dynamics And The Synchronization Of Financial Cycles And Business Cycles In Emerging Market Economies," Working Papers WP/02/2021, Bank Indonesia.
    3. Herman, Uroš & Lozej, Matija, 2021. "Cross-border bank funding and lending in a monetary union: Evidence from Slovenia," Journal of International Money and Finance, Elsevier, vol. 115(C).
    4. Alina HAGIU & Luiza Madalina APOSTOL, 2017. "The Role Of The International Monetary Fund In Promoting Global Economic Stability," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 16(3), pages 90-103.

  13. Beck, Roland & Reinhardt, Dennis & Rebillard, Cyril & Ramos-Tallada, Julio & Peeters, Jolanda & Paternò, Francesco & Wörz, Julia & Beirne, John & Weissenseel, Lisa, 2015. "The side effects of national financial sector policies: framing the debate on financial protectionism," Occasional Paper Series 166, European Central Bank.

    Cited by:

    1. Beck, Roland & Berganza, Juan Carlos & Brüggemann, Axel & Cezar, Rafael & Eijking, Carlijn & Eller, Markus & Fuentes, Alberto & Alves, Joel Graça & Kreitz, Lilian & Marsilli, Clement & Moder, Isabella, 2023. "Recent advances in the literature on capital flow management," Occasional Paper Series 317, European Central Bank.
    2. Dirk Schoenmaker & Nicolas Véron, . "European banking supervision- the first eighteen months," Blueprints, Bruegel, number 14868.
    3. Tomas Konecny & Lukas Pfeifer, 2019. "Macroprudential Ring-Fencing," Research and Policy Notes 2019/04, Czech National Bank.
    4. Bussière, Matthieu & Schmidt, Julia & Valla, Natacha, 2016. "International financial flows in the new normal: Key patterns (and why we should care)," EIB Working Papers 2016/02, European Investment Bank (EIB).
    5. Nuno Cassola & Christoffer Kok & Francesco Paolo Mongelli, 2019. "The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision," Working Papers 424, University of Milano-Bicocca, Department of Economics, revised Dec 2019.
    6. Eguren-Martin, Fernando & Ossandon Busch, Matias & Reinhardt, Dennis, 2018. "Global banks and synthetic funding: the benefits of foreign relatives," Bank of England working papers 762, Bank of England, revised 27 Sep 2019.
    7. McQuade, Peter & Schmitz, Martin, 2017. "The great moderation in international capital flows: A global phenomenon?," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 188-212.
    8. Broos, Menno & Ghalanos, Michalis & Kennedy, Bernard & Landbeck, Alexander & Lerner, Christina & Menezes, Paula & Schiavone, Alessandro & Tilley, Thomas & Viani, Francesca & Reinhardt, Dennis & Metzem, 2016. "Dealing with large and volatile capital flows and the role of the IMF," Occasional Paper Series 180, European Central Bank.
    9. Beirne, John & Sugandi, Eric, 2022. "Risk-Off Shocks and Spillovers in Safe Havens," ADBI Working Papers 1345, Asian Development Bank Institute.
    10. Duran, Hasan Engin & Ferreira-Lopes, Alexandra, 2022. "The Revival Of The Feldstein-Horioka Puzzle And Moderation Of Capital Flows After The Global Financial Crisis (2008/09)," Research in International Business and Finance, Elsevier, vol. 60(C).
    11. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66.
    12. Alina HAGIU & Luiza Madalina APOSTOL, 2017. "The Role Of The International Monetary Fund In Promoting Global Economic Stability," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 16(3), pages 90-103.

  14. John Beirne & Christian Friedrich, 2014. "Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities," Staff Working Papers 14-31, Bank of Canada.

    Cited by:

    1. Mokas, Dimitris & Giuliodori, Massimo, 2023. "Effects of LTV announcements in EU economies," Journal of International Money and Finance, Elsevier, vol. 133(C).
    2. Kristin Forbes & Marcel Fratzscher & Roland Straub, 2015. "Capital Flow Management Measures: What Are They Good For?," NBER Working Papers 20860, National Bureau of Economic Research, Inc.
    3. Nakatani, Ryota, 2020. "Macroprudential Policy and the Probability of a Banking Crisis," MPRA Paper 101157, University Library of Munich, Germany.
    4. Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2024. "Capital flows-at-risk: Push, pull and the role of policy," Journal of International Money and Finance, Elsevier, vol. 147(C).
    5. Stephanie Guichard, 2017. "10 Years after the Global Financial Crisis: What Have We Learnt About International Capital Flows?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-30, October.
    6. Jan Bruha & Evžen Kocenda, 2017. "Financial Stability in Europe: Banking and Sovereign Risk," CESifo Working Paper Series 6453, CESifo.
    7. Chantapacdepong, Pornpinun & Shim, Ilhyock, 2015. "Correlations across Asia-Pacific bond markets and the impact of capital flow management measures," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 71-101.
    8. Zhang, Longmei & Zoli, Edda, 2016. "Leaning against the wind: Macroprudential policy in Asia," Journal of Asian Economics, Elsevier, vol. 42(C), pages 33-52.
    9. Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," Journal of International Money and Finance, Elsevier, vol. 119(C).
    10. Yusuf Soner Baskaya & Ilhyock Shim & Philip Turner, 2024. "Financial development and the effectiveness of macroprudential and capital flow management measures," BIS Working Papers 1158, Bank for International Settlements.
    11. Valerio Nispi Landi & Alessandro Schiavone, 2018. "The effectiveness of capital controls," Temi di discussione (Economic working papers) 1200, Bank of Italy, Economic Research and International Relations Area.
    12. Johnson, Christopher P., 2021. "International shadow banking and prudential capital controls," Journal of International Money and Finance, Elsevier, vol. 119(C).
    13. Meller, Barbara & Metiu, Norbert, 2015. "The synchronization of European credit cycles," Discussion Papers 20/2015, Deutsche Bundesbank.
    14. Carlos Madeira, 2023. "The evolution of macroprudential policy use in Chile, Latin America and the OECD," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(3), pages 357-380, September.
    15. Kumar Debasis Dutta & Mallika Saha, 2021. "Nexus of governance, macroprudential policy and financial risk: cross-country evidence," Economic Change and Restructuring, Springer, vol. 54(4), pages 1253-1298, November.
    16. Sophie Brana & Dalila Chenaf-Nicet & Delphine Lahet, 2023. "Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries," Working Papers 2023.06, International Network for Economic Research - INFER.
    17. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
    18. Coman, Andra & Lloyd, Simon, 2019. "In the face of spillovers: prudential policies in emerging economies," Bank of England working papers 828, Bank of England.
    19. Ms. Aleksandra Zdzienicka & Ms. Sally Chen & Federico Diaz Kalan & Stefan Laseen & Katsiaryna Svirydzenka, 2015. "Effects of Monetary and Macroprudential Policies on Financial Conditions: Evidence from the United States," IMF Working Papers 2015/288, International Monetary Fund.
    20. Das, Mitali & Ordal, Hailey, 2022. "Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database," Journal of Financial Stability, Elsevier, vol. 63(C).
    21. Jon Frost & Hiro Ito & René van Stralen, 2020. "The effectiveness of macroprudential policies and capital controls against volatile capital inflows," BIS Working Papers 867, Bank for International Settlements.
    22. Akinci, Ozge & Olmstead-Rumsey, Jane, 2018. "How effective are macroprudential policies? An empirical investigation," Journal of Financial Intermediation, Elsevier, vol. 33(C), pages 33-57.
    23. Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015. "Comparative assessment of macroprudential policies," BIS Working Papers 502, Bank for International Settlements.
    24. Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
    25. Jean-Charles Bricongne & Antoine Cosson & Albane Garnier-Sauveplane & Rémy Lecat & Irena Peresa & Yuliya Vanzhulova, 2021. "Financial flows, macro-prudential policies, capital restrictions and institutions: what do gravity equations tell us?," Working papers 842, Banque de France.
    26. Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?," Bank of England working papers 758, Bank of England.
    27. Forbes, Kristin, 2020. "The International Aspects of Macroprudential Policy," CEPR Discussion Papers 15198, C.E.P.R. Discussion Papers.
    28. Ms. Longmei Zhang & Ms. Edda Zoli, 2014. "Leaning Against the Wind: Macroprudential Policy in Asia," IMF Working Papers 2014/022, International Monetary Fund.
    29. Broos, Menno & Ghalanos, Michalis & Kennedy, Bernard & Landbeck, Alexander & Lerner, Christina & Menezes, Paula & Schiavone, Alessandro & Tilley, Thomas & Viani, Francesca & Reinhardt, Dennis & Metzem, 2016. "Dealing with large and volatile capital flows and the role of the IMF," Occasional Paper Series 180, European Central Bank.
    30. Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," Staff Working Papers 15-37, Bank of Canada.
    31. Zulkhibri, Muhamed & Naiya, Ismaeel, 2016. "Assessment of Macroprudential Policy in a Dual Banking Sector," Working Papers 2016-2, The Islamic Research and Teaching Institute (IRTI).
    32. Pornpinun Chantapacdepong & Ilhyock Shim, 2014. "Correlations across Asia-Pacific bond markets and the impact of capital flow measures," BIS Working Papers 472, Bank for International Settlements.
    33. Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto, 2022. "Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 57-79, February.
    34. Banti, Chiara & Phylaktis, Kate, 2019. "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, vol. 43(C), pages 79-96.
    35. Javier Bianchi & Enrique G. Mendoza, 2020. "A Fisherian Approach to Financial Crises: Lessons from the Sudden Stops Literature," NBER Working Papers 26915, National Bureau of Economic Research, Inc.
    36. Agénor, Pierre-Richard & Jia, Pengfei, 2020. "Capital controls and welfare with cross-border bank capital flows," Journal of Macroeconomics, Elsevier, vol. 65(C).
    37. Agénor, Pierre-Richard & Jackson, Timothy & Jia, Pengfei, 2021. "Macroprudential policy coordination in a currency union," European Economic Review, Elsevier, vol. 137(C).
    38. Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018. "The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies," Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
    39. Filippo Gori & Etienne Lepers & Caroline Mehigan, 2024. "Capital flow deflection under the magnifying glass," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3758-3778, July.
    40. Beck, Roland & Reinhardt, Dennis & Rebillard, Cyril & Ramos-Tallada, Julio & Peeters, Jolanda & Paternò, Francesco & Wörz, Julia & Beirne, John & Weissenseel, Lisa, 2015. "The side effects of national financial sector policies: framing the debate on financial protectionism," Occasional Paper Series 166, European Central Bank.
    41. Eller, Markus & Huber, Florian & Schuberth, Helene, 2018. "How Important are Global Factors for Understanding the Dynamics of International Capital Flows?," Working Papers in Economics 2018-2, University of Salzburg.
    42. Tiago F. A. Matos & João C. A. Teixeira & Tiago M. Dutra, 2023. "The contribution of macroprudential policies to banks' resilience: Lessons from the systemic crises and the COVID‐19 pandemic shock," International Review of Finance, International Review of Finance Ltd., vol. 23(4), pages 794-830, December.
    43. Fratzscher, Marcel & Forbes, Kristin & Straub, Roland, 2014. "Capital Controls and Macroprudential Measures: What Are They Good For?," CEPR Discussion Papers 9798, C.E.P.R. Discussion Papers.
    44. Álvaro Aguirre & Sofía Bauducco & Diego Saravia, 2019. "Capital Flows, Macroprudential Policies and Capital Controls," Central Banking, Analysis, and Economic Policies Book Series, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia (ed.),Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications, edition 1, volume 26, chapter 4, pages 083-110, Central Bank of Chile.
    45. Carmela D’Avino, 2020. "Global Banking and Macroprudential Policy: New Evidence on U.S. Banks," Journal of Economic Issues, Taylor & Francis Journals, vol. 54(4), pages 1095-1121, October.
    46. Nataliia Osina, 2021. "Global liquidity and capital flow regulations," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(1), pages 52-72, March.
    47. Yang Zhou, 2022. "The Effects of Capital Controls on Housing Prices," Discussion Paper Series DP2022-29, Research Institute for Economics & Business Administration, Kobe University.
    48. Yang Zhou & Shigeto Kitano, 2022. "Effectiveness of Capital Controls: Gates versus Walls," Discussion Paper Series DP2022-38, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2023.
    49. Andrikopoulos, Athanasios & Chen, Zhongfei & Chortareas, Georgios & Li, Kexin, 2023. "Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies," Journal of International Money and Finance, Elsevier, vol. 131(C).
    50. Cappelletti, Giuseppe & Ponte Marques, Aurea & Salleo, Carmelo & Martín, Diego Vila, 2020. "How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets," Working Paper Series 2497, European Central Bank.
    51. Apoorv Bhargava & Romain Bouis & Annamaria Kokenyne & Manuel Perez-Archila & Umang Rawat & Ms. Ratna Sahay, 2023. "Do Capital Controls Limit Inflow Surges?," IMF Working Papers 2023/050, International Monetary Fund.
    52. Gabriele Galati & Richhild Moessner, 2018. "What Do We Know About the Effects of Macroprudential Policy?," Economica, London School of Economics and Political Science, vol. 85(340), pages 735-770, October.
    53. Neanidis, Kyriakos C., 2019. "Volatile capital flows and economic growth: The role of banking supervision," Journal of Financial Stability, Elsevier, vol. 40(C), pages 77-93.
    54. CUHAL, Radu & STARIŢÎNA, Ludmila & SADOVEANU, Diana, 2015. "Modelling Approaches To Assess The Effectiveness Of Macro-Prudential Policy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 2(1), pages 67-75.

  15. Beirne, John & Liu, Guy S. & Sun, Pei, 2013. "The performance impact of firm ownership transformation in China," Working Paper Series 1598, European Central Bank.

    Cited by:

    1. Lingwen Huang & Yang Yao, 2010. "Impacts of privatization on employment: evidence from China," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 8(2), pages 133-156.

  16. Beirne, John & Gieck, Jana, 2012. "Interdependence and contagion in global asset markets," Working Paper Series 1480, European Central Bank.

    Cited by:

    1. Zhang, Xingwei & Zheng, Xiaolong & Zeng, Daniel Dajun, 2017. "The dynamic interdependence of international financial markets: An empirical study on twenty-seven stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 32-42.
    2. Beirne, John & Gieck, Jana, 2012. "Interdependence and contagion in global asset markets," Working Paper Series 1480, European Central Bank.
    3. Belke, Ansgar & Dubova, Irina, 2017. "International spillovers in global asset markets," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168087, Verein für Socialpolitik / German Economic Association.
    4. Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simón, 2018. "Volatility spillovers between foreign exchange and stock markets in industrialized countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 121-136.
    5. Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CALIN, 2017. "Risk Generating Industries for European Stock Markets," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(4), pages 5-17.
    6. Grillini, Stefano & Ozkan, Aydin & Sharma, Abhijit, 2022. "Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 83(C).
    7. Mrs. Jana Bricco & Ms. TengTeng Xu, 2019. "Interconnectedness and Contagion Analysis: A Practical Framework," IMF Working Papers 2019/220, International Monetary Fund.
    8. Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 194-202.
    9. Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki, 2016. "Interdependence of foreign exchange markets: A wavelet coherence analysis," Economic Modelling, Elsevier, vol. 55(C), pages 6-14.
    10. Akhtaruzzaman, Md & Shamsuddin, Abul, 2016. "International contagion through financial versus non-financial firms," Economic Modelling, Elsevier, vol. 59(C), pages 143-163.
    11. Gomez-Gonzalez, Jose & Rojas-Espinosa, Wilmer, 2018. "Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas," MPRA Paper 88578, University Library of Munich, Germany.
    12. Prince Osei Mensah & Anokye M. Adam, 2020. "Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana," Risks, MDPI, vol. 8(2), pages 1-20, June.
    13. Dirceu Pereira, 2018. "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 1-44.
    14. Saba Qureshi & Muhammad Aftab, 2023. "Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis," Global Business Review, International Management Institute, vol. 24(6), pages 1180-1204, December.
    15. Abdou, Hussein A. & Elamer, Ahmed A. & Abedin, Mohammad Zoynul & Ibrahim, Bassam A., 2024. "The impact of oil and global markets on Saudi stock market predictability: A machine learning approach," Energy Economics, Elsevier, vol. 132(C).
    16. Edgardo Cayón, 2014. "The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2014, January-A.
    17. Beirne, John Beirne & Renzhi, Nuobu & Sugandi, Eric Alexander & Volz, Ulrich, 2020. "Financial Market and Capital Flow Dynamics During the COVID-19 Pandemic," ADBI Working Papers 1158, Asian Development Bank Institute.
    18. Singh, Vikkram & Roca, Eduardo & Li, Bin, 2021. "Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic," Journal of Policy Modeling, Elsevier, vol. 43(2), pages 253-277.
    19. John Beirne & Nuobu Renzhi & Eric Sugandi & Ulrich Volz, 2021. "COVID‐19, asset markets and capital flows," Pacific Economic Review, Wiley Blackwell, vol. 26(4), pages 498-538, October.
    20. Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J., 2018. "Identifying contagion: A unifying approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 224-240.
    21. Anca Ionășcuți & Bogdan Dima, 2022. "Contagion effects on financial markets risk," Journal of Financial Studies, Institute of Financial Studies, vol. 12(7), pages 105-133, May.
    22. Kumar, Satish, 2016. "Evidence of information transmission across currency futures markets using frequency domain tests," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 319-327.
    23. Siaw Frimpong, 2022. "On the Macroeconomic Conditions of West African Economies to External Uncertainty Shocks," Risks, MDPI, vol. 10(7), pages 1-27, July.
    24. Gomez-Gonzalez, Jose E. & Rojas-Espinosa, Wilmer, 2019. "Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas," Economic Systems, Elsevier, vol. 43(3).
    25. Sevda Kuşkaya & Nurhan Toğuç & Faik Bilgili, 2022. "Wavelet coherence analysis and exchange rate movements," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4675-4692, December.
    26. TRENCA Ioan & PETRIA Nicolae & DEZSI Eva, 2014. "Linkages Between The Stock Markets Of Eastern Europe," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 66(1), pages 91-104.
    27. Francisco Jareño & Ana Escribano & Monika W. Koczar, 2020. "Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case," Mathematics, MDPI, vol. 9(1), pages 1-21, December.
    28. Peterson Owusu Junior & Anokye M. Adam & George Tweneboah, 2017. "Co-movement of real exchange rates in the West African Monetary Zone," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1351807-135, January.
    29. Yuki Toyoshima & Shigeyuki Hamori, 2018. "Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets," Energies, MDPI, vol. 11(11), pages 1-18, October.
    30. Davidson, Sharada Nia, 2020. "Interdependence or contagion: A model switching approach with a focus on Latin America," Economic Modelling, Elsevier, vol. 85(C), pages 166-197.
    31. Sanjay Sehgal & Sakshi Saini & Florent Deisting, 2019. "Examining Dynamic Interdependencies Among Major Global Financial Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 23(1-2), pages 103-139, March - J.
    32. Igor Kravchuk, 2017. "Interconnectedness and Contagion Effects in International Financial Instruments Markets," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 13(3), pages 161-174.
    33. Anupam Nanda & Jia-Huey Yeh, 2016. "International Transmission Mechanisms and Contagion in Housing Markets," The World Economy, Wiley Blackwell, vol. 39(7), pages 1005-1024, July.
    34. Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
    35. Mohsen Khezri & Muhamed Zulkhibri & Reza Ghazal, 2019. "Regional Integration, Monetary Cooperation: Evidence from Global VAR Models for the Member States of the Shanghai Cooperation Organization," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 11(1-2), pages 65-79, January.

  17. Fratzscher, Marcel & Beirne, John, 2012. "The Pricing of Sovereign Risk and Contagion during the European Sovereign Debt Crisis," CEPR Discussion Papers 9249, C.E.P.R. Discussion Papers.

    Cited by:

    1. António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    2. Fei Su & Lili Zhai & Yunyan Zhou & Zixi Zhuang & Feifan Wang, 2024. "Risk contagion in financial markets: A systematic review using bibliometric methods," Australian Economic Papers, Wiley Blackwell, vol. 63(1), pages 163-199, March.
    3. Xavier Timbeau & Ofce Observatoire Français Des Conjonctures Économiques, 2014. "From austerity to stagnation how to avoid the deflation trap," SciencePo Working papers Main hal-03603164, HAL.
    4. Iván Kataryniuk & Víctor Mora-Bajén & Javier J. Pérez, 2021. "EMU deepening and sovereign debt spreads: using political space to achieve policy space," Working Papers 2103, Banco de España.
    5. Tola, Albi & Wälti, Sébastien, 2012. "Deciphering financial contagion in the euro area during the crisis," MPRA Paper 49251, University Library of Munich, Germany.
    6. Ehrmann, Michael & D'Agostino, Antonello, 2013. "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series 1520, European Central Bank.
    7. Dieppe, Alistair & Mourinho Félix, Ricardo & Marchiori, Luca & Grech, Owen & Albani, Maria & Lalouette, Laure & Kulikov, Dmitry & Papadopoulou, Niki & Sideris, Dimitris & Irac, Delphine & Gordo Mora, , 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
    8. Beirne, John & Gieck, Jana, 2012. "Interdependence and contagion in global asset markets," Working Paper Series 1480, European Central Bank.
    9. Gilles Dufrénot & Karine Gente & Frédia Monsia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Post-Print hal-01440301, HAL.
    10. Converse, Nathan & Mallucci, Enrico, 2023. "Differential treatment in the bond market: Sovereign risk and mutual fund portfolios," Journal of International Economics, Elsevier, vol. 145(C).
    11. Peppel-Srebrny, Jemima, 2021. "Not all government budget deficits are created equal: Evidence from advanced economies' sovereign bond markets," Journal of International Money and Finance, Elsevier, vol. 118(C).
    12. de Haan, Leo & Hessel, Jeroen & van den End, Jan Willem, 2014. "Are European sovereign bonds fairly priced? The role of modelling uncertainty," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 239-267.
    13. Frijns, Bart & Zwinkels, Remco C.J., 2020. "Absence of speculation in the European sovereign debt markets," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 245-265.
    14. Eijffinger, Sylvester & Kobielarz, Michal & Uras, Burak, 2018. "Sovereign default, exit and contagion in a monetary union," Other publications TiSEM d1844a19-c4eb-4443-a4c2-5, Tilburg University, School of Economics and Management.
    15. Gonzalo Camba-Méndez & Dobromił Serwa, 2014. "Market perception of sovereign credit risk in the euro area during the financial crisis," NBP Working Papers 185, Narodowy Bank Polski.
    16. Wiem Ben Jabra & Zouheir Mighri & Faysal Mansouri, 2017. "Determinants of European bank risk during financial crisis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1298420-129, January.
    17. Maximilian Gödl & Jörn Kleinert, 2016. "Interest rate spreads in the eurozone: Fundamentals or sentiments?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(3), pages 449-475, August.
    18. Haddou, Samira, 2024. "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
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    287. Gündüz, Yalin & Kaya, Orcun, 2014. "Impacts of the financial crisis on eurozone sovereign CDS spreads," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 425-442.
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    291. Moisă Altăr & Alexandru-Adrian Cramer & Adam-Nelu Altăr-Samuel, 2015. "Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 29-49, December.
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    293. Audzeyeva, Alena & Fuertes, Ana-Maria, 2018. "On the predictability of emerging market sovereign credit spreads," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 140-157.
    294. Li, Liyao & Yang, Zhenlin, 2020. "Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 81(C).
    295. Hlaing, Su Wah & Kakinaka, Makoto, 2018. "Financial crisis and financial policy reform: Crisis origins and policy dimensions," European Journal of Political Economy, Elsevier, vol. 55(C), pages 224-243.
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    305. Smolik, Filip & Vacha, Lukas, 2015. "Time-scale analysis of sovereign bonds market co-movement in the EU," FinMaP-Working Papers 44, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
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    310. Samir Kadiric, 2022. "The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit," International Economics and Economic Policy, Springer, vol. 19(2), pages 267-298, May.
    311. Lean Yu & Xinxie Li & Ling Tang & Zongyi Zhang & Gang Kou, 2015. "Social credit: a comprehensive literature review," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 1(1), pages 1-18, December.
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  18. Beirne, John & Tapking, Jens & Sahel, Benjamin & Sušec, Matjaž & Monar, Fernando & Manganelli, Simone & Grothe, Magdalena & Ejsing, Jacob & Dalitz, Lars & Vong, Tana, 2011. "The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets," Occasional Paper Series 122, European Central Bank.

    Cited by:

    1. Richhild Moessner, 2018. "Effects of asset purchases and financial stability measures on term premia in the euro area," National Institute of Economic and Social Research (NIESR) Discussion Papers 489, National Institute of Economic and Social Research.
    2. Yunus Aksoy & Henriqu S Basso, 2012. "Liquidity, Term Spreads and Monetary Policy," Birkbeck Working Papers in Economics and Finance 1211, Birkbeck, Department of Economics, Mathematics & Statistics.
    3. Kristina Bluwstein & Fabio Canova, 2016. "Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 69-120, September.
    4. Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
    5. Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2016. "Asset Encumbrance, Bank Funding, and Financial Fragility," VfS Annual Conference 2016 (Augsburg): Demographic Change 145782, Verein für Socialpolitik / German Economic Association.
    6. Ali Rıza Güngen, 2016. "Whatever it takes? The European Central Bank's Sovereign Debt Interventions in the Eurozone Crisis," Yildiz Social Science Review, Yildiz Technical University, vol. 2(2), pages 39-52.
    7. João M. Pinto & Mafalda C. Correia, 2017. "Are Covered Bonds Different from Asset Securitization Bonds?," Working Papers de Gestão (Management Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
    8. Falagiarda, Matteo & Reitz, Stefan, 2013. "Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy," Kiel Working Papers 1866, Kiel Institute for the World Economy (IfW Kiel).
    9. Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
    10. Boneva, Lena & de Roure, Calebe & Morley, Ben, 2018. "The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads," Bank of England working papers 719, Bank of England.
    11. Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," CEPR Discussion Papers 13411, C.E.P.R. Discussion Papers.
    12. Adrian van Rixtel & Luna Romo González & Jing Yang, 2016. "The determinants of long-term debt issuance by European banks: evidence of two crises," Working Papers 1621, Banco de España.
    13. Torój, Andrzej & Bednarek, Elżbieta & Bęza-Bojanowska, Joanna & Osińska, Joanna & Waćko, Katarzyna & Witkowski, Dariusz, 2012. "EMU: the (post-)crisis perspective. Literature survey and implications for the euro-candidates," MF Working Papers 12, Ministry of Finance in Poland, revised 06 Mar 2012.
    14. Florentina Melnic, 2017. "The Financial Crisis Response. Comparative Analysis Between European Union And Usa," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 19, pages 129-155, June.
    15. Luna Azahara Romo González, 2016. "The drivers of European banks’ US dollar debt issuance: opportunistic funding in times of crisis?," Working Papers 1611, Banco de España.
    16. Garcia-Appendini, Emilia & Gatti, Stefano & Nocera, Giacomo, 2023. "Does asset encumbrance affect bank risk? Evidence from covered bonds," Journal of Banking & Finance, Elsevier, vol. 146(C).
    17. Cawley, Cormac & Finnegan, Marie, 2019. "Transmission channels of central bank asset purchases in the Irish economy," MPRA Paper 96547, University Library of Munich, Germany.
    18. Kenji Suganuma & Yoichi Ueno, 2018. "The Effects of the Bank of Japan's Corporate and Government Bond Purchases on Credit Spreads," IMES Discussion Paper Series 18-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
    19. Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015. "The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012," Working Papers 199, Bank of Greece.
    20. McQuade, Peter & Falagiarda, Matteo & Tirpák, Marcel, 2015. "Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis," Working Paper Series 1869, European Central Bank.
    21. Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014. "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance icma-dp2014-16, Henley Business School, University of Reading.
    22. Cormac Cawley & Marie Finnegan, 2019. "Transmission Channels of Central Bank Asset Purchases in the Irish Economy," Economies, MDPI, vol. 7(4), pages 1-25, September.
    23. Kristóf Lehmann, 2012. "International experiences with unconventional central bank instruments," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(2), pages 24-30, June.
    24. Boneva, Lena & Islami, Mevlud & Schlepper, Kathi, 2021. "Liquidity in the German corporate bond market: Has the CSPP made a difference?," Discussion Papers 08/2021, Deutsche Bundesbank.
    25. Adam Elbourne & Kan Ji & Sem Duijndam, 2018. "The effects of unconventional monetary policy in the euro area," CPB Discussion Paper 371, CPB Netherlands Bureau for Economic Policy Analysis.
    26. Helberg, Stig & Lindset, Snorre, 2016. "Risk protection from risky collateral: Evidence from the euro bond market," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 193-213.
    27. Andreas Beyer & Benoît Coeuré & Caterina Mendicino, 2017. "Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 45-64.
    28. Smith, Ariel, 2020. "The European Central Bank's Covered Bond Purchase Programs I and II (ECB GFC)," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(3), pages 382-404, April.
    29. Eva Liebmann & Joe Peek, 2015. "Global standards for liquidity regulation," Current Policy Perspectives 15-3, Federal Reserve Bank of Boston.
    30. Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2011. "Unconventional Monetary Policy in Theory and in Practice," Questioni di Economia e Finanza (Occasional Papers) 102, Bank of Italy, Economic Research and International Relations Area.
    31. Claudio Borio & Anna Zabai, 2018. "Unconventional monetary policies: a re-appraisal," Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444, Edward Elgar Publishing.
    32. Urszula Szczerbowicz, 2012. "The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?," Working Papers 2012-36, CEPII research center.
    33. Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
    34. Kristóf Lehmann & Róbert Mátrai & György Pulai, 2013. "Measures taken by the Federal Reserve System and the European Central Bank during the crisis," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 8(Special), pages 98-107, October.
    35. Adam Elbourne, 2019. "SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area," CPB Discussion Paper 407, CPB Netherlands Bureau for Economic Policy Analysis.
    36. Zaghini, Andrea, 2014. "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series 454, Center for Financial Studies (CFS).
    37. Lena Boneva & David Elliott & Iryna Kaminska & Oliver Linton & Nick McLaren & Ben Morley, 2022. "The Impact of Corporate QE on Liquidity: Evidence from the UK," The Economic Journal, Royal Economic Society, vol. 132(648), pages 2615-2643.
    38. Metrick, Andrew, 2019. "European Central Bank Tools and Policy Actions B: Asset Purchase Programs," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 1(3), pages 82-112, March.
    39. LUPU, Radu & CALIN, Adrian Cantemir, 2014. "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 89-101.
    40. Giulia RIVOLTA, 2014. "An Event Study Analysis of ECB Unconventional Monetary Policy," Departmental Working Papers 2014-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    41. Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2017. "Asset encumbrance, bank funding and fragility," ESRB Working Paper Series 52, European Systemic Risk Board.
    42. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017. "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics 17/07, University of Canterbury, Department of Economics and Finance.
    43. Ewald Nowotny, 2012. "Der Euro - Vergangenheit, Gegenwart, Zukunft," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 38(2), pages 273-284.
    44. Eser, Fabian & Carmona Amaro, Marta & Iacobelli, Stefano & Rubens, Marc, 2012. "The use of the Eurosystem's monetary policy instruments and operational framework since 2009," Occasional Paper Series 135, European Central Bank.
    45. Jakob de Haan & Willem van den End & Jon Frost & Christiaan Pattipeilohy & Mostafa Tabbae, 2013. "Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 4, pages 117-156, SUERF - The European Money and Finance Forum.
    46. Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
    47. Gil Nogueira & Luísa Farinha & Laura Blattner, 2016. "The Effect of Quantitative Easing on Lending Conditions," Working Papers w201608, Banco de Portugal, Economics and Research Department.
    48. Jens Dick-Nielsen & Jacob Gyntelberg, 2019. "Highly Liquid Mortgage Bonds Using the Match Funding Principle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-37, December.
    49. Puonti, Päivi, 2019. "Data-driven structural BVAR analysis of unconventional monetary policy," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    50. Bank for International Settlements, 2015. "Central bank operating frameworks and collateral markets," CGFS Papers, Bank for International Settlements, number 53.
    51. Markmann, Holger & Zietz, Joachim, 2017. "Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 314-327.
    52. Adam Elbourne & Kan Ji, 2019. "Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?," CPB Discussion Paper 391, CPB Netherlands Bureau for Economic Policy Analysis.
    53. Manfred Kremer, 2016. "Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area," International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.
    54. Borrallo Egea, Fructuoso & Hierro, Luis Ángel, 2019. "Transmission of monetary policy in the US and EU in times of expansion and crisis," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 763-783.
    55. Pablo Burriel & Alessandro Galesi, 2016. "Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries," Working Papers 1631, Banco de España.
    56. Brett W. Fawley & Christopher J. Neely, 2013. "Four stories of quantitative easing," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 51-88.
    57. Marco Passarella, 2013. "Financial Integration in the European Union: an Analysis of ECB’s role," Working papers wpaper04, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    58. Schuster, Philipp & Uhrig-Homburg, Marliese, 2015. "Limits to arbitrage and the term structure of bond illiquidity premiums," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 143-159.
    59. Anand, Kartik & Chapman, James & Gai, Prasanna, 2012. "Covered bonds, core markets, and financial stability," SFB 649 Discussion Papers 2012-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  19. John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo, 2010. "Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach," CESifo Working Paper Series 3115, CESifo.

    Cited by:

    1. Michael Funke & Yu-Fu Chen & Aaron Mehrota, 2011. "Global warming and extreme events: Rethinking the timing and intensity of environment policy," Quantitative Macroeconomics Working Papers 21105, Hamburg University, Department of Economics.
    2. Cécile Bastidon & Nicolas Huchet & Yusuf Kocoðlu, 2013. "A Second Dip in the Euro Area Money Market in 2011? Interbank Risk Premia and the ECB Bonds and Money Markets Policy," The Journal of European Theoretical and Applied Studies, The Center for European Studies at Kirklareli University - Turkey, vol. 1(1), pages 11-52.
    3. Piotr Fiszeder & Ilona Pietryka, 2018. "Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis," Empirical Economics, Springer, vol. 55(2), pages 445-470, September.

  20. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," CESifo Working Paper Series 2545, CESifo.

    Cited by:

    1. da Gama Silva, Paulo Vitor Jordão & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gomes, Leonardo Lima, 2019. "Herding behavior and contagion in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 41-50.
    2. Ahmed, Abdullahi D. & Huo, Rui, 2021. "Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China," Energy Economics, Elsevier, vol. 93(C).
    3. Guglielmo Maria Caporale & Nicola Spagnolo, 2024. "US municipal green bonds and financial integration," Chapters, in: Guglielmo M. Caporale (ed.), Handbook of Financial Integration, chapter 8, pages 192-205, Edward Elgar Publishing.
    4. Borri, Nicola, 2018. "Local currency systemic risk," Emerging Markets Review, Elsevier, vol. 34(C), pages 111-123.
    5. Nathaniel Frank & Heiko Hesse, 2009. "Financial Spillovers to Emerging Markets during the Global Financial Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(6), pages 507-521, December.
    6. Mayuri Mukherjee & Saumitra N. Bhaduri, 2015. "Spillover Effects of Quantitative Easing," Review of Market Integration, India Development Foundation, vol. 7(2), pages 117-132, August.
    7. Huo, Rui & Ahmed, Abdullahi D., 2017. "Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect," Economic Modelling, Elsevier, vol. 61(C), pages 260-272.
    8. Beirne, John & Gieck, Jana, 2012. "Interdependence and contagion in global asset markets," Working Paper Series 1480, European Central Bank.
    9. Khamis Hamed Al‐Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi & Seong‐Min Yoon, 2021. "Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2904-2926, April.
    10. Ngene, Geoffrey & Post, Jordin A. & Mungai, Ann N., 2018. "Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 181-198.
    11. David Gabauer, 2020. "Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 788-796, August.
    12. Choi, Sun-Yong, 2022. "Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    13. Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018. "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1555-1574.
    14. Liu, Xueyong & An, Haizhong & Huang, Shupei & Wen, Shaobo, 2017. "The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH–BEKK model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 374-383.
    15. Gilles Dufrénot & Benjamin Keddad & Alain Sand-Zantman, 2010. "Financial spillovers from the US financial markets to the emerging markets during the subprime crisis: the example of Indian equity markets," Post-Print halshs-00952114, HAL.
    16. Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Doğan, Buhari & Adekoya, Oluwasegun B. & Wohar, Mark, 2024. "Asymmetric spillover effects in energy markets," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 470-502.
    17. Su, Xianfang, 2020. "Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    18. Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
    19. Davide Ciferri & Maria Chiara D’Errico & Paolo Polinori, 2020. "Integration and convergence in European electricity markets," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(2), pages 463-492, July.
    20. Rodrigo Alfaro A. & Rodrigo Cifuentes S., 2009. "FinanciaL Stability, Monetary Policy and Central Banking: an Overview," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 5-10, August.
    21. Bacchetta, Philippe & van Wincoop, Eric, 2013. "Sudden spikes in global risk," Journal of International Economics, Elsevier, vol. 89(2), pages 511-521.
    22. Meegan, Andrew & Corbet, Shaen & Larkin, Charles, 2018. "Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 128-148.
    23. Long, Wen & Guo, Ying & Wang, Ying, 2021. "Information spillover features in global financial markets: A systematic analysis," Research in International Business and Finance, Elsevier, vol. 57(C).
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    3. Marfatia, Hardik A., 2017. "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, Elsevier, vol. 34(C), pages 33-49.
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    42. Noureddine Benlagha & Wael Hemrit, 2022. "Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(1), pages 1-21, January.
    43. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2017. "The kidnapping of Europe: High-order moments' transmission between developed and emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 96-115.
    44. Gilles Truchis & Benjamin Keddad, 2016. "Long-Run Comovements in East Asian Stock Market Volatility," Open Economies Review, Springer, vol. 27(5), pages 969-986, November.
    45. He, Xiaojuan & Mishra, Shekhar & Aman, Ameenullah & Shahbaz, Muhammad & Razzaq, Asif & Sharif, Arshian, 2021. "The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach," Resources Policy, Elsevier, vol. 72(C).
    46. Shuangqi Li & Qi‐an Chen, 2021. "Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co‐movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2871-2890, April.
    47. Zankawah, Mutawakil M. & Stewart, Chris, 2019. "Measuring volatility spill-over effects of crude oil prices on Ghana’s exchange rate and stock market between 1991 and 2015," Economics Discussion Papers 2019-1, School of Economics, Kingston University London.
    48. Fernanda G Barba & Paulo S Ceretta, 2011. "Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis," Economics Bulletin, AccessEcon, vol. 31(2), pages 1025-1037.
    49. Palomba, Giulio & Tedeschi, Marco, 2024. "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, vol. 48(2).
    50. Shen, Yifan, 2018. "International risk transmission of stock market movements," Economic Modelling, Elsevier, vol. 69(C), pages 220-236.
    51. Sameen Fatima & Christopher Gan & Baiding Hu, 2022. "Volatility Spillovers between Stock Market and Hedge Funds: Evidence from Asia Pacific Region," JRFM, MDPI, vol. 15(9), pages 1-39, September.
    52. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon, 2016. "Global financial crisis and spillover effects among the U.S. and BRICS stock markets," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 257-276.
    53. Esposti, Roberto, 2021. "On the long-term common movement of resource and commodity prices.A methodological proposal," Resources Policy, Elsevier, vol. 72(C).
    54. Hou, Yang & Li, Steven, 2016. "Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach," Economic Modelling, Elsevier, vol. 52(PB), pages 884-897.
    55. Nico Katzke, 2013. "South African Sector Return Correlations: using DCC and ADCC Multivariate GARCH techniques to uncover the underlying dynamics," Working Papers 17/2013, Stellenbosch University, Department of Economics.
    56. Erten, Irem & Tuncel, Murat B. & Okay, Nesrin, 2012. "Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach," MPRA Paper 56190, University Library of Munich, Germany.
    57. Lidija Dedi & Burhan F. Yavas, 2016. "Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1266788-126, December.
    58. Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, vol. 13(2), pages 159-183.
    59. Fowowe, Babajide & Shuaibu, Mohammed, 2016. "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, Elsevier, vol. 148(C), pages 59-80.
    60. Azimova, Tarana, 2022. "Modelling volatility transmission in regional Asian stock markets," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    61. Abbas, Qaisar & Khan, Sabeen & Shah, Syed Zulfiqar Ali, 2013. "Volatility transmission in regional Asian stock markets," Emerging Markets Review, Elsevier, vol. 16(C), pages 66-77.
    62. Usman M. Umer, Metin Coskun, Kasim Kiraci, 2018. "Time-varying Return and Volatility Spillover among EAGLEs Stock Markets: A Multivariate GARCH Analysis," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(1), pages 23-42, March.
    63. Sun, Qingru & Gao, Xiangyun & An, Haizhong & Guo, Sui & Liu, Xueyong & Wang, Ze, 2021. "Which time-frequency domain dominates spillover in the Chinese energy stock market?," International Review of Financial Analysis, Elsevier, vol. 73(C).
    64. Qureshi, Fiza & Kutan, Ali M. & Ismail, Izlin & Gee, Chan Sok, 2017. "Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 176-192.
    65. Frankovic, Jozo & Liu, Bin & Suardi, Sandy, 2022. "On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia," Global Finance Journal, Elsevier, vol. 54(C).
    66. Miklesh Prasad Yadav & Sudhi Sharma & Indira Bhardwaj, 2023. "Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(2), pages 427-444, June.
    67. Delcoure, Natalya (Natasha) & Singh, Harmeet, 2016. "BRIC or CBRI: It just doesn’t sound as sexy, does it?," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 230-239.
    68. Martin Ademmer & Wolfram Horn & Josefine Quast, 2022. "Stock market dynamics and the relative importance of domestic, foreign, and common shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3911-3923, October.
    69. Jan F. Kiviet & Zhenxi Chen, 2016. "A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices," Economic Growth Centre Working Paper Series 1606, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    70. Debalke, Negash Mulatu, 2023. "Investigating Volatility Transmissions among Sovereign Bonds in African and Emerging Markets Using Multivariate GARCH Models," MPRA Paper 118447, University Library of Munich, Germany.
    71. Dufrénot, Gilles & Keddad, Benjamin, 2014. "Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 17-32.
    72. Andreou, Elena & Matsi, Maria & Savvides, Andreas, 2013. "Stock and foreign exchange market linkages in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 248-268.
    73. Alotaibi, Abdullah R. & Mishra, Anil V., 2015. "Global and regional volatility spillovers to GCC stock markets," Economic Modelling, Elsevier, vol. 45(C), pages 38-49.
    74. Hanousek, Jan & Novotný, Jan, 2012. "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
    75. Guidi, Francesco & Ugur, Mehmet, 2014. "An analysis of South-Eastern European stock markets: evidence on cointegration and portfolio diversification benefits," Greenwich Papers in Political Economy 11323, University of Greenwich, Greenwich Political Economy Research Centre.
    76. Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong, 2014. "Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting," MPRA Paper 73400, University Library of Munich, Germany, revised Mar 2016.
    77. Mária Bohdalová & Michal Greguš, 2018. "China’S Market And Global Economic Factors," CBU International Conference Proceedings, ISE Research Institute, vol. 6(0), pages 58-61, September.
    78. Roni Bhowmik & Abbas Ghulam & Wang Shouyang, 2018. "Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets," Journal of Systems Science and Information, De Gruyter, vol. 6(2), pages 97-119, April.
    79. Wang, Jie & Xue, Weina & Song, Jiashan, 2022. "Economic policy uncertainty and industry risk on China’s stock market," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    80. Massaporn Cheuathonghua & Chaiyuth Padungsaksawasdi & Pattana Boonchoo & Jittima Tongurai, 2019. "Extreme spillovers of VIX fear index to international equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(1), pages 1-38, March.
    81. Su, Xianfang, 2020. "Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    82. Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet, 2016. "Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 180-195.
    83. Dilip Kumar & Srinivasan Maheswaran, 2015. "Return and volatility spillover among the PIIGS economies and India," American Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 4(1), pages 28-49.
    84. Kundu, Srikanta & Sarkar, Nityananda, 2016. "Return and volatility interdependences in up and down markets across developed and emerging countries," Research in International Business and Finance, Elsevier, vol. 36(C), pages 297-311.
    85. Zheng, Yingfei & Shen, Anran & Li, Ruihai & Yang, Yuhong & Wang, Shengjin & Cheng, Lee-Young, 2023. "Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    86. Ana Carolina Costa Correa & Tabajara Pimenta Júnior & Luiz Eduardo Gaio, 2018. "Interdependence and asymmetries: Latin American ADRs and developed markets," Brazilian Business Review, Fucape Business School, vol. 15(4), pages 391-409, July.

  22. Bijsterbosch, Martin & Beirne, John, 2009. "Exchange Rate Pass-through in Central and Eastern European Member States," Working Paper Series 1120, European Central Bank.

    Cited by:

    1. Antonia Lopez-Villavicencio & Valérie Mignon, 2016. "Exchange Rate Pass-through in Emerging Countries: Do the Inflation Environment, Monetary Policy Regime and Institutional Quality Matter?," Working Papers 2016-07, CEPII research center.
    2. Jiranyakul, Komain, 2018. "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper 87492, University Library of Munich, Germany.
    3. International Monetary Fund, 2015. "Republic of Belarus: Selected Issues," IMF Staff Country Reports 2015/137, International Monetary Fund.
    4. Krzysztof Drachal, 2018. "Exchange Rate and Oil Price Interactions in Selected CEE Countries," Economies, MDPI, vol. 6(2), pages 1-21, May.
    5. Yuri Ponomarev & Pavel Trunin & Alexei Uluykaev, 2014. "Exchange Rate Pass-through in Russia," Working Papers 0099, Gaidar Institute for Economic Policy, revised 2014.
    6. Kuznetsov, Aleksei & Berdigulova, Aigul, 2019. "EDB Special report 2019. Exchange rate pass-through effects on inflation in EDB Member Countries," Working Papers 2019-7, Eurasian Development Bank, Chief Economist Group.
    7. Roseline Nyakerario Misati & Esman Morekwa Nyamongo & Isaac Mwangi, 2013. "Commodity price shocks and inflation in a net oil-importing economy," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(2), pages 125-148, June.
    8. Comunale, Mariarosaria & Simola, Heli, 2018. "The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors," Research in International Business and Finance, Elsevier, vol. 44(C), pages 186-217.
    9. Antonia Arsova, 2019. "Exchange rate pass-through to import prices in Europe: A panel cointegration approach," Working Paper Series in Economics 384, University of Lüneburg, Institute of Economics.
    10. Mariarosaria Comunale, 2019. "An investigation of the exchange rate pass-through in the Baltic states," CAMA Working Papers 2019-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    11. Prettner, Catherine & Prettner, Klaus, 2012. "After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?," Department of Economics Working Paper Series 138, WU Vienna University of Economics and Business.
    12. Felipe Santos Tostes & Helder Ferreira De Mendonça, 2016. "Credibility On Pass-Through In Brazil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 022, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    13. Idrisov, Georgy (Идрисов, Георгий) & Ponomarev, Yury (Пономарев, Юрий) & Pleskachev, Yury Andreevich (Плескачев, Юрий Андреевич), 2016. "Analysis of Joint Exchange Rate Pass-Through and Import Duty Rates in the Russian Economy [Анализ Совместного Эффекта Переноса Обменного Курса И Ввозных Пошлин В Цены В Российской Экономике]," Working Papers 1666, Russian Presidential Academy of National Economy and Public Administration.
    14. Antonia Arsova, 2021. "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, vol. 61(1), pages 61-100, July.
    15. Beirne, John & Renzhi, Nuobu & Panthi, Pradeep, 2024. "Exchange rate pass-through in emerging Asia and exposure to external shocks," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1608-1624.
    16. Ben Cheikh, Nidhaleddine & Ben Zaied, Younes, 2020. "Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states," Journal of International Money and Finance, Elsevier, vol. 100(C).
    17. Sri Isnowati & Mulyo Budi Setiawan, 2017. "Exchange Rate Pass-through to Import Prices in Indonesia: Evidence Post Free Floating Exchange Rate," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 323-328.
    18. Prettner, Catherine & Prettner, Klaus, 2014. "How interdependent are Eastern European economies and the Euro area?," University of Göttingen Working Papers in Economics 187, University of Goettingen, Department of Economics.
    19. Jiranyakul, Komain, 2018. "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper 109934, University Library of Munich, Germany.
    20. Montfaucon, Angella Faith & Sato, Kiyotaka & Shrestha, Nagendra & Parsons, Craig, 2021. "Exchange rate pass-through and invoicing currency choice between fixed and floating exchange rate regimes: Evidence from Malawi’s transaction-level data," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 562-577.
    21. Ahmed Mohammed, Abdullahi & Mati, Sagir & Husssain, Mustapha, 2017. "Exchange Rate Pass-Through to Domestic Consumer Prices in Nigeria and Taylor’s Hypothesis: A Structural Vector Auto Regression Analysis," MPRA Paper 111785, University Library of Munich, Germany, revised 09 Dec 2016.
    22. Kurtović, Safet & Siljković, Boris & Denić, Nebojša & Petković, Dalibor & Mladenović, Svetlana Sokolov & Mladenović, Igor & Milovancevic, Milos, 2018. "Exchange rate pass-through and Southeast European economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 400-409.
    23. Beirne, John & Bijsterbosch, Martin, 2011. "Exchange rate pass-through in central and eastern European EU Member States," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 241-254, March.
    24. Boubakri, Salem & Guillaumin, Cyriac, 2011. "Financial integration and currency risk premium in CEECs: Evidence from the ICAPM," Emerging Markets Review, Elsevier, vol. 12(4), pages 460-484.
    25. Andrejs Zlobins, 2023. "Is There a Portfolio Rebalancing Channel of QE in Latvia?," Working Papers 2023/05, Latvijas Banka.
    26. Sánchez, Marcelo, 2009. "Monetary Union of Small Open Economies: The Role of Trasparency Misperceptions," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(4), pages 469-504.
    27. Alexeeva-Talebi, Victoria, 2011. "Cost pass-through of the EU emissions allowances: Examining the European petroleum markets," Energy Economics, Elsevier, vol. 33(S1), pages 75-83.
    28. Musti, Babagana Mala & Siddiki, Jalal Uddin, 2018. "Exchange Rate Pass-through to Consumer prices: Nigerian experience from 1986-2013," Economics Discussion Papers 2018-5, School of Economics, Kingston University London.
    29. Safet Kurtović & Blerim Halili & Nehat Maxhuni, 2019. "Exchange rate pass-through into import prices: evidence from Central and Southeast European countries," Indian Economic Review, Springer, vol. 54(1), pages 51-80, June.
    30. Jiménez-Rodríguez, Rebeca & Morales-Zumaquero, Amalia, 2016. "A new look at exchange rate pass-through in the G-7 countries," Journal of Policy Modeling, Elsevier, vol. 38(5), pages 985-1000.
    31. Mohamed Tidjane Kinda & Hamidou Barry, 2021. "Exchange rate pass‐through to import prices: Evidence from a heterogeneous panel of West African countries," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2454-2472, November.
    32. Safet Kurtović & Nehat Maxhuni & Blerim Halili & Sead Talović, 2021. "Asymmetric exchange rate pass‐through into import prices of Slovenia's manufacturing sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4609-4633, July.
    33. beldi, lamia & djelassi, mouldi & kadria, mohamed, 2017. "Revisiting the Exchange Rate Pass-through in Emerging Markets," MPRA Paper 80311, University Library of Munich, Germany.
    34. Sri Isnowati & Fx Sugiyanto & Akhmad Syakir Kurnia & Endang Tjahjaningsih, 2020. "Exchange Rate Pass Through Viewed from Wholesale Price in Indonesia," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 16(3), pages 137-147.
    35. Helder Mendonça & Felipe Tostes, 2015. "The Effect of Monetary and Fiscal Credibility on Exchange Rate Pass-Through in an Emerging Economy," Open Economies Review, Springer, vol. 26(4), pages 787-816, September.
    36. Choi, Jae Hoon & Song, Seongho, 2022. "Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    37. Sarra Majoul Smaili & Mohamed safouane Ben aissa, 2018. "Exchange rate passthrough to domestic prices in some MENA countries," Economics Bulletin, AccessEcon, vol. 38(2), pages 1028-1037.
    38. Pavel Trunin & Kirill Rogov & Natalia Shagaida & Mikhail Khromov & Sergey Tsukhlo & Alexander Deryugin & Alexander Knobel & Yuri Bobylev & M.K. Kirillova, 2015. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 1, pages 1-28, January.

  23. Campos, Nauro & Beirne, John, 2007. "Educational Inputs and Outcomes Before the Transition from Communism," CEPR Discussion Papers 6064, C.E.P.R. Discussion Papers.

    Cited by:

    1. Brixiova, Zuzana & Li, Wenli & Yousef, Tarik, 2009. "Skill shortages and labor market outcomes in Central Europe," Economic Systems, Elsevier, vol. 33(1), pages 45-59, March.
    2. World Bank, 2010. "Albania - The New Growth Agenda : A Country Economic Memorandum," World Bank Publications - Reports 2935, The World Bank Group.
    3. Kevin Denny & Orla Doyle, 2010. "Returns to basic skills in central and eastern Europe," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 18(1), pages 183-208, January.
    4. Alina Botezat & Ruben R. Seiberlich, 2013. "Educational performance gaps in Eastern Europe," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(4), pages 731-756, October.

Articles

  1. John Beirne & Nuobu Renzhi & Ulrich Volz, 2024. "Local Currency Bond Markets, Foreign Investor Participation And Capital Flow Volatility In Emerging Asia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(02), pages 517-541, March.
    See citations under working paper version above.
  2. John Beirne & Nuobu Renzhi & Ulrich Volz, 2023. "When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies," Open Economies Review, Springer, vol. 34(3), pages 519-540, July.

    Cited by:

    1. Thomas, Lina, 2023. "The tale of two titans: US and China's distinct impact on the global economy," Finance Research Letters, Elsevier, vol. 58(PC).
    2. Chengwei Xu & Guanie Lim, 2024. "Global Britain, Belt and Road Initiative, and New Southbound Policy: Which One Matters to Southeast Asia?," GRIPS Discussion Papers 24-05, National Graduate Institute for Policy Studies.

  3. Renzhi, Nuobu & Beirne, John, 2023. "Corporate market power and monetary policy transmission in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).

    Cited by:

    1. Xie, Haixia & Sha, Yezhou & Li, Lingyi, 2024. "Synthesization of macroeconomic policies and stock return synchronicity: Evidence from countries along the Belt and Road Initiative," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).

  4. Dina Azhgaliyeva & John Beirne & Ranjeeta Mishra, 2023. "What matters for private investment in renewable energy?," Climate Policy, Taylor & Francis Journals, vol. 23(1), pages 71-87, January.

    Cited by:

    1. Galina Chebotareva & Inna Čábelková & Wadim Strielkowski & Luboš Smutka & Anna Zielińska-Chmielewska & Stanislaw Bielski, 2023. "The Role of State in Managing the Wind Energy Projects: Risk Assessment and Justification of the Economic Efficiency," Energies, MDPI, vol. 16(12), pages 1-26, June.
    2. -, 2023. "Foreign Direct Investment in Latin America and the Caribbean 2023," La Inversión Extranjera Directa en América Latina y el Caribe, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 48979 edited by Eclac, May.
    3. Branimir Kalaš & Boris Radovanov & Nada Milenković & Aleksandra Marcikić Horvat, 2024. "Macroeconomic Determinants of Circular Economy Investments: An ECM Approach," Sustainability, MDPI, vol. 16(15), pages 1-14, August.
    4. Kristia Kristia & Mohammad Fazle Rabbi, 2023. "Exploring the Synergy of Renewable Energy in the Circular Economy Framework: A Bibliometric Study," Sustainability, MDPI, vol. 15(17), pages 1-27, September.
    5. Thomas Baldauf & Patrick Jochem, 2024. "Project finance or corporate finance for renewable energy? an agent-based insight," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 759-805, October.
    6. Azhgaliyeva, Dina & Le, Hai & Olivares, Resi Ong & Tian, Shu, 2024. "Renewable energy investments and feed-in tariffs: Firm-level evidence from Southeast Asia11An earlier version of the paper was presented at CUE2023," Applied Energy, Elsevier, vol. 374(C).
    7. Bilal, Muhammad Junaid & Shaheen, Wasim Abbas, 2024. "Towards sustainable development: Investigating the effect of green financial indicators on renewable energy via the mediating variable," Renewable Energy, Elsevier, vol. 221(C).
    8. George E. Halkos & Apostolos S. Tsirivis, 2023. "Sustainable Development of the European Electricity Sector: Investigating the Impact of Electricity Price, Market Liberalization and Energy Taxation on RES Deployment," Energies, MDPI, vol. 16(14), pages 1-21, July.
    9. Mohammad Dulal Miah & Muhammad Shafiullah & Md. Samsul Alam, 2024. "The effect of financial stress on renewable energy consumption: evidence from US data," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 26623-26646, October.

  5. Beirne, John & Sugandi, Eric, 2023. "Central bank asset purchase programs in emerging market economies," Finance Research Letters, Elsevier, vol. 54(C).

    Cited by:

    1. David Alaminos & María Belén Salas & Manuel A. Fernández-Gámez, 2024. "High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2263-2354, October.

  6. John Beirne & Nuobu Renzhi & Eric Sugandi & Ulrich Volz, 2021. "COVID‐19, asset markets and capital flows," Pacific Economic Review, Wiley Blackwell, vol. 26(4), pages 498-538, October.

    Cited by:

    1. Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," CAMA Working Papers 2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Mihai Ioan Mutascu & Scott W. Hegerty, 2024. "Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(2), pages 559-582, May.
    3. Davis, J. Scott & Zlate, Andrei, 2023. "The global financial cycle and capital flows during the COVID-19 pandemic," European Economic Review, Elsevier, vol. 156(C).
    4. Rinzin Choden & Piriya Pholphirul, 2024. "Employment Adjustment During the Initial Outbreak of COVID-19: Empirical Evidence from Tourism Workers in Bhutan," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 25(1), pages 74-95, March.

  7. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Feeling the heat: Climate risks and the cost of sovereign borrowing," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 920-936.
    See citations under working paper version above.
  8. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Persistent current account imbalances: Are they good or bad for regional and global growth?," Journal of International Money and Finance, Elsevier, vol. 115(C).
    See citations under working paper version above.
  9. John Beirne & Nuobu Renzhi & Ulrich Volz, 2021. "Bracing for the Typhoon: Climate change and sovereign risk in Southeast Asia," Sustainable Development, John Wiley & Sons, Ltd., vol. 29(3), pages 537-551, May.
    See citations under working paper version above.
  10. Beirne, John, 2020. "Financial cycles in asset markets and regions," Economic Modelling, Elsevier, vol. 92(C), pages 358-374.
    See citations under working paper version above.
  11. Apostolou, Apostolos & Beirne, John, 2019. "Volatility spillovers of unconventional monetary policy to emerging market economies," Economic Modelling, Elsevier, vol. 79(C), pages 118-129.

    Cited by:

    1. Irma Alonso & Pedro Serrano & Antoni Vaello-Sebastià, 2021. "The impact of heterogeneous unconventional monetary policies on the expectations of market crashes," Working Papers 2127, Banco de España.
    2. Liow, Kim Hiang & Song, Jeongseop, 2020. "Dynamic interdependence of ASEAN5 with G5 stock markets," Emerging Markets Review, Elsevier, vol. 45(C).
    3. Wojciech Grabowski & Ewa Stawasz-Grabowska, 2021. "How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(1), pages 43-83, March.
    4. Ziyao Wang & Yufei Xia & Yating Fu & Ying Liu, 2023. "Volatility Spillover Dynamics and Determinants between FinTech and Traditional Financial Industry: Evidence from China," Mathematics, MDPI, vol. 11(19), pages 1-23, September.
    5. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
    6. Beirne, John & Sugandi, Eric, 2023. "Central bank asset purchase programs in emerging market economies," Finance Research Letters, Elsevier, vol. 54(C).
    7. Choi, Sun-Yong & Phiri, Andrew & Teplova, Tamara & Umar, Zaghum, 2024. "Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 348-363.
    8. Urom, christian & Guesmi, Khaled & abid, ilyes & Dagher, Leila, 2020. "Dynamic integration and transmission channels among interest rates and oil price shocks," MPRA Paper 116082, University Library of Munich, Germany.
    9. Mert Topcu & Ibrahim Yagli & Furkan Emirmahmutoglu, 2021. "COVID-19 and stock market volatility: A time-varying perspective," Economics Bulletin, AccessEcon, vol. 41(3), pages 1681-1689.
    10. Magdalena Grothe, 2023. "Monetary Policy Spillovers to Polish Financial Markets," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 1-10.
    11. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
    12. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "When the United States and the People’s Republic of China Sneeze: International Real and Financial Spillovers in Asia," ADBI Working Papers 1288, Asian Development Bank Institute.
    13. Kumar, Pawan & Singh, Vipul Kumar, 2022. "Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective," Energy Economics, Elsevier, vol. 116(C).
    14. Yahyaei, Hamid & Singh, Abhay & De Mello, Lurion, 2024. "The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia," International Review of Economics & Finance, Elsevier, vol. 94(C).
    15. Chandra Utama & Insukindro & Ardyanto Fitrady, 2022. "Fiscal And Monetary Policy Interactions In Indonesia During Periods Of Economic Turmoil In The Us: 2001q1-2014q4," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(1), pages 97-116, June.
    16. Iyke, Bernard Njindan & Maheepala, M.M.J.D., 2022. "Conventional monetary policy, COVID-19, and stock markets in emerging economies," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
    17. Aariya Sen & Swarn Rajan, 2024. "You are uncertain and we are at stress! How does monetary policy uncertainty affect financial stress? The case of the US and G7," International Economics and Economic Policy, Springer, vol. 21(4), pages 749-769, October.
    18. Zekeriya Yildirim & Mehmet Ivrendi, 2021. "Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-38, December.
    19. Abosedra, Salah & Arayssi, Mahmoud & Ben Sita, Bernard & Mutshinda, Crispin, 2020. "Exploring GDP growth volatility spillovers across countries," Economic Modelling, Elsevier, vol. 89(C), pages 577-589.
    20. John Beirne & Nuobu Renzhi & Ulrich Volz, 2023. "When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies," Open Economies Review, Springer, vol. 34(3), pages 519-540, July.
    21. Kaya Tokmakcioglu & Oguzhan Ozcelebi & Ali Sezin Ozdemir, 2019. "The role of asymmetry in the interplay between internal and external factors: Empirical evidence from the US, Brazil, Canada and Mexico," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(1), pages 55-75.

  12. Beirne, John & Friedrich, Christian, 2017. "Macroprudential policies, capital flows, and the structure of the banking sector," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 47-68.
    See citations under working paper version above.
  13. Guy S. Liu & John Beirne & Pei Sun, 2015. "The performance impact of firm ownership transformation in China: mixed ownership vs. fully privatised ownership," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 13(3), pages 197-216, August.

    Cited by:

    1. Feng Niu & Liuzhen Zhang & Wunhong Su, 2023. "Association between state ownership participation and the performance of private firms: Evidence from China," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(4), pages 979-1006, October.
    2. Wei Wei & Jianmin Tang, 2019. "Ownership transformation, firm performance and manufacturing growth in China," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 27(2), pages 475-496, February.
    3. Liu, Xiaojie & Shen, Jim Huangnan & Deng, Kent, 2022. "Endowment Structure, property rights and reforms of large state-owned enterprises (SOEs) in China: Past, present and future," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 675-692.
    4. Fan Zhang & Fei Wang & Qiao Wang, 2023. "Does the mixed‐ownership reform improve the productivity of state‐owned enterprises? Evidence from companies listed in Chinese stock," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 94(4), pages 1299-1321, December.
    5. Shulin Wang & Mahfuzul Haque & Steven Lamb, 2016. "Does transfer of control rights and private benefits of control increase efficiency? Evidence from China’s privatization of the SOE’s," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 14(4), pages 329-346, October.

  14. John Beirne & Jana Gieck, 2014. "Interdependence and Contagion in Global Asset Markets," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 639-659, September.
    See citations under working paper version above.
  15. Beirne, John & Beulen, Christian & Liu, Guy & Mirzaei, Ali, 2013. "Global oil prices and the impact of China," China Economic Review, Elsevier, vol. 27(C), pages 37-51.

    Cited by:

    1. Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam, 2015. "Sentiment in oil markets," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 179-185.
    2. Zhao, Zhao & Wen, Huwei & Li, Ke, 2021. "Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China," Economic Modelling, Elsevier, vol. 94(C), pages 780-788.
    3. Markus Brueckner & Haidi Hong & Joaquin Vespignani, 2023. "Regulation of Petrol and Diesel Prices and their Effects on GDP Growth: Evidence from China," CAMA Working Papers 2023-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Xu, Jie & Wu, Wen-Ze & Liu, Chong & Xie, Wanli & Zhang, Tao, 2024. "An extensive conformable fractional grey model and its application," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
    5. Yuan, Chaoqing & Liu, Sifeng & Fang, Zhigeng, 2016. "Comparison of China's primary energy consumption forecasting by using ARIMA (the autoregressive integrated moving average) model and GM(1,1) model," Energy, Elsevier, vol. 100(C), pages 384-390.
    6. Pan, Xunzhang & Wang, Lining & Dai, Jiaquan & Zhang, Qi & Peng, Tianduo & Chen, Wenying, 2020. "Analysis of China’s oil and gas consumption under different scenarios toward 2050: An integrated modeling," Energy, Elsevier, vol. 195(C).
    7. Ju, Keyi & Zhou, Dequn & Zhou, P. & Wu, Junmin, 2014. "Macroeconomic effects of oil price shocks in China: An empirical study based on Hilbert–Huang transform and event study," Applied Energy, Elsevier, vol. 136(C), pages 1053-1066.
    8. Wensheng Kang & Ronald A. Ratti, 2015. "Oil shocks, policy uncertainty and stock returns in China," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 23(4), pages 657-676, October.
    9. Ratti, Ronald A. & Vespignani, Joaquin L., 2016. "Oil prices and global factor macroeconomic variables," Energy Economics, Elsevier, vol. 59(C), pages 198-212.
    10. Li, Sisi & Khan, Sufyan Ullah & Yao, Yao & Chen, George S. & Zhang, Lin & Salim, Ruhul & Huo, Jiaying, 2022. "Estimating the long-run crude oil demand function of China: Some new evidence and policy options," Energy Policy, Elsevier, vol. 170(C).
    11. Markus Brueckner & Haidi Hong & Joaquin Vespignani, 2023. "Effects of Government Regulation of Diesel and Petrol Prices on GDP Growth: Evidence from China," ANU Working Papers in Economics and Econometrics 2023-690, Australian National University, College of Business and Economics, School of Economics.
    12. Chuxiong Deng & Zhujun Jiang & Chuanwang Sun, 2018. "Estimating the Efficiency and Impacts of Petroleum Product Pricing Reforms in China," Sustainability, MDPI, vol. 10(4), pages 1-17, April.
    13. He, Yongda & Lin, Boqiang, 2023. "Is market power the cause of asymmetric pricing in China's refined oil market?," Energy Economics, Elsevier, vol. 124(C).
    14. Ratti, Ronald A. & Vespignani, Joaquin L., 2014. "Oil prices and the economy: A global perspective," MPRA Paper 59407, University Library of Munich, Germany.
    15. Wensheng Kang & Ronald A. Ratti, 2014. "Policy Uncertainty in China, Oil Shocks and Stock Returns," CAMA Working Papers 2014-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    16. Chen, Peng & Miao, Xinru, 2024. "Understanding the role of China's factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1464-1483.
    17. Zheng, Xinwei & Su, Dan, 2017. "Impacts of oil price shocks on Chinese stock market liquidity," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 136-174.
    18. Sun, Xiaolei & Liu, Chang & Chen, Xiuwen & Li, Jianping, 2017. "Modeling systemic risk of crude oil imports: Case of China’s global oil supply chain," Energy, Elsevier, vol. 121(C), pages 449-465.
    19. Liu, Donghui & Meng, Lingjie & Wang, Yudong, 2020. "Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 20-32.
    20. Andersen, Thomas Barnebeck & Barslund, Mikkel & Hansen, Casper Worm & Harr, Thomas & Jensen, Peter Sandholt, 2014. "How much did China's WTO accession increase economic growth in resource-rich countries?," China Economic Review, Elsevier, vol. 30(C), pages 16-26.
    21. Yue-Jun Zhang & Yan-Lin Jin & Bo Shen, 2020. "Measuring the Energy Saving and CO2 Emissions Reduction Potential Under China’s Belt and Road Initiative," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1095-1116, April.
    22. Wu, Gang & Zhang, Yue-Jun, 2014. "Does China factor matter? An econometric analysis of international crude oil prices," Energy Policy, Elsevier, vol. 72(C), pages 78-86.
    23. Chen, Su-Mei & He, Ling-Yun, 2014. "Welfare loss of China's air pollution: How to make personal vehicle transportation policy," China Economic Review, Elsevier, vol. 31(C), pages 106-118.
    24. Zhang, Jin & Li, Pujiang & Zhao, Guochang, 2018. "Is power generation really the gold measure of the Chinese economy? A conceptual and empirical assessment," Energy Policy, Elsevier, vol. 121(C), pages 211-216.

  16. Beirne, John & Fratzscher, Marcel, 2013. "The pricing of sovereign risk and contagion during the European sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 60-82.
    See citations under working paper version above.
  17. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2013. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," Review of International Economics, Wiley Blackwell, vol. 21(5), pages 1060-1075, November.
    See citations under working paper version above.
  18. John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo, 2013. "Liquidity Risk, Credit Risk And The Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach," Manchester School, University of Manchester, vol. 81(6), pages 925-940, December.
    See citations under working paper version above.
  19. J. Yang & J. Beirne & G. Liu & P. Sheng, 2013. "Labour supply and pollution in China," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 949-952, July.

    Cited by:

    1. Rong, Yuen & Tian, Cunzhi & Li, Lifang & Zheng, Xinwei, 2020. "Labor hiring and stock return: A model and new evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).

  20. Beirne, John, 2012. "The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 534-551.

    Cited by:

    1. Claudio Fontana & Zorana Grbac & Sandrine Gümbel & Thorsten Schmidt, 2020. "Term structure modelling for multiple curves with stochastic discontinuities," Finance and Stochastics, Springer, vol. 24(2), pages 465-511, April.
    2. Beaupain, Renaud & Durré, Alain, 2016. "Excess liquidity and the money market in the euro area," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
    3. Giri, Federico, 2014. "Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area," FinMaP-Working Papers 27, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    4. Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015. "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series 24, Institute of Economic Research, Hitotsubashi University.
    5. Alfonso Novales & Alvaro Chamizo, 2019. "Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components," JRFM, MDPI, vol. 12(3), pages 1-33, August.
    6. Nyborg, Kjell G., 2017. "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 232-248.
    7. von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016. "The interest rate pass-through in the euro area during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
    8. Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.
    9. Schmidt, Jörg, 2020. "Risk, asset pricing and monetary policy transmission in Europe: Evidence from a threshold-VAR approach," Journal of International Money and Finance, Elsevier, vol. 109(C).
    10. Janak Raj & Joice John, 0. "Steering interest rates amidst large structural surplus liquidity: a tale of three central banks," Indian Economic Review, Springer, vol. 0, pages 1-24.
    11. Álvaro Chamizo & Alfonso Novales, 2019. "Looking through systemic credit risk: determinants, stress testing and market value," Documentos de Trabajo del ICAE 2019-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    12. R. Beaupain & A. Durre, 2013. "Central bank reserves and interbank market liquidity in the euro area," Post-Print hal-00840147, HAL.
    13. Nyborg, Kjell, 2015. "Central Bank Collateral Frameworks," CEPR Discussion Papers 10663, C.E.P.R. Discussion Papers.
    14. Renne, J-P., 2012. "A model of the euro-area yield curve with discrete policy rates," Working papers 395, Banque de France.
    15. Durré, Alain & Beaupain, Renaud, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series 1500, European Central Bank.
    16. Hande Küçük & Pinar Özlü & İsmaİl Anil Talaslı & Deren Ünalmış & Canan Yüksel, 2016. "Interest Rate Corridor, Liquidity Management, And The Overnight Spread," Contemporary Economic Policy, Western Economic Association International, vol. 34(4), pages 746-761, October.
    17. Piotr Fiszeder & Ilona Pietryka, 2018. "Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis," Empirical Economics, Springer, vol. 55(2), pages 445-470, September.
    18. Kuga Iakov & Elena Kuzmina, 2016. "Covered interest parity: evidence from Russian money market," EERC Working Paper Series 16/01e, EERC Research Network, Russia and CIS.
    19. Janak Raj & Joice John, 2020. "Steering interest rates amidst large structural surplus liquidity: a tale of three central banks," Indian Economic Review, Springer, vol. 55(1), pages 93-116, June.
    20. Juan Ángel Lafuente & Nuria Petit & Jesús Ruiz & Pedro Serrano, 2020. "Dissecting interbank risk using basis swap spreads," The World Economy, Wiley Blackwell, vol. 43(3), pages 729-757, March.
    21. Mr. Romain M Veyrune & Shaoyu Guo, 2019. "Autonomous Factor Forecast Quality: The Case of the Eurosystem," IMF Working Papers 2019/296, International Monetary Fund.
    22. Arnold, Marc & Schuette, Dustin & Wagner, Alexander, 2014. "Neglected Risk: Evidence from Structured Product Counterparty Exposure," Working Papers on Finance 1406, University of St. Gallen, School of Finance, revised Apr 2016.
    23. Brossard, Olivier & Saroyan, Susanna, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 163-185.
    24. Codruta Maria FAT & Simona MUTU, 2014. "Analyzing The Relationship Between Eonia And Eoniaswap Rates. A Cointegration Approach," Romanian Journal of Economics, Institute of National Economy, vol. 38(1(47)), pages 197-207, June.
    25. Nikolaos Karouzakis, 2021. "The role of time‐varying risk premia in international interbank markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5720-5745, October.
    26. Mr. Romain M Veyrune & Guido della Valle & Shaoyu Guo, 2018. "Relationship Between Short-Term Interest Rates and Excess Reserves: A Logistic Approach," IMF Working Papers 2018/080, International Monetary Fund.
    27. Joerg Schmidt, 2019. "Risk, Asset Pricing and Monetary Policy Transmission in Europe: Evidence from a Threshold-VAR approach," MAGKS Papers on Economics 201928, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    28. Anamaria Illes & Marco Jacopo Lombardi, 2013. "Interest rate pass-through since the financial crisis," BIS Quarterly Review, Bank for International Settlements, September.
    29. Hande Kucuk & Pinar Ozlu & Anil Talasli & Deren Unalmis & Canan Yuksel, 2013. "Likidite Yonetimi ve BIST Faiz Farki," CBT Research Notes in Economics 1325, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

  21. Beirne, John & Bijsterbosch, Martin, 2011. "Exchange rate pass-through in central and eastern European EU Member States," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 241-254, March.
    See citations under working paper version above.
  22. Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola, 2010. "Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis," Emerging Markets Review, Elsevier, vol. 11(3), pages 250-260, September.
    See citations under working paper version above.
  23. John Beirne & Nauro F. Campos, 2007. "Educational inputs and outcomes before the transition from communism," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 15(1), pages 57-76, January.
    See citations under working paper version above.

Books

  1. Beirne, John & Villafuerte, James & Zhang, Bryan (ed.), 2022. "Fintech and COVID-19: Impacts, Challenges, and Policy Priorities for Asia," ADBI Books, Asian Development Bank Institute, number 29, Décembre.

    Cited by:

    1. Justus Meyer & Federica Teppa, 2023. "Euro area consumers' payment behaviour and banking digitalisation," Working Papers 772, DNB.
    2. John Beirne & David G. Fernandez, 2023. "Digital Finance and Sustainability: Impacts, Challenges, and Policy Priorities," Sustainability, MDPI, vol. 15(20), pages 1-5, October.

  2. Beirne, John & Fernandez, David (ed.), 2021. "Harnessing Digitalization for Sustainable Economic Development: Insights for Asia," ADBI Books, Asian Development Bank Institute, number 23, Décembre.

    Cited by:

    1. Yijiang Wang & Shuxian Jiang & Chuanqi Wu & Xinyu Cai & Fulin Wang, 2022. "Impact of the Global Megatrends, COVID-19, and Digital Economy on Professional Career Management Transformation in Asian Countries," Sustainability, MDPI, vol. 14(17), pages 1-24, September.
    2. Cita Puspita Sari & Eny Sulistyaningrum, 2023. "Digitalization and Access to Household Credit: Pre and Post COVID-19 Pandemic," Gadjah Mada Economics Working Paper Series 202303002, Department of Economics, Faculty of Economics and Business, Universitas Gadjah Mada.

  3. Beirne, John & Morgan, Peter & Sonobe, Tetsushi (ed.), 2021. "COVID-19 Impacts and Policy Options: An Asian Perspective," ADBI Books, Asian Development Bank Institute, number 21, Décembre.

    Cited by:

    1. Aseinov, Dastan & Sulaimanova, Burulcha & Karymshakov, Kamalbek & Azhgaliyeva, Dina, 2022. "What Determines the Adaptation of Enterprises to COVID-19 in CAREC Member Countries: Empirical Evidence from Azerbaijan, Georgia, Kazakhstan, and Mongolia," ADBI Working Papers 1299, Asian Development Bank Institute.
    2. Azhgaliyeva, Dina & Mishra, Ranjeeta & Long, Trinh & Morgan, Peter, 2022. "Impacts of COVID-19 on Households in CAREC Countries," ADBI Working Papers 1298, Asian Development Bank Institute.
    3. Zhong, Mingli & Braga, Breno & McKernan, Signe-Mary & Hayward, Mark & Millward, Elizabeth & Trepel, Christopher, 2024. "Impacts of COVID-19-era economic policies on consumer debt in the United Kingdom," Journal of Economics and Business, Elsevier, vol. 129(C).
    4. Yoshino, Naoyuki & Siregar, Tifani Husna & Agarwal, Deepanshu & Seetha Ram, KE & Azhgaliyeva, Dina, 2022. "An Empirical Evidence and Proposal on the Spillover Effects of Information and Communication Technology Infrastructure in India," ADBI Working Papers 1330, Asian Development Bank Institute.
    5. Azhgaliyeva, Dina & Mishra, Ranjeeta & Long, Trinh & Morgan, Peter & Kodama, Wataru, 2022. "Impacts of COVID-19 on Households’ Business, Employment and School Education: Evidence from Household Survey in CAREC Countries," ADBI Working Papers 1335, Asian Development Bank Institute.

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