Direkt zur Hauptnavigation springen Direkt zum Inhalt springen
info(at)avldigital.remove-this.de
Deutsch English
Filtern nach
Aktive Filter
Letzte Suchanfragen

Ergebnisse für *

Zeige Ergebnisse 1 bis 3 von 3.

  1. Assessing the impact of China shocks on the trade creation effect in ASEAN
    Autor*in: Hayakawa, Kazunobu
    Erschienen: [2020]
    Verlag:  Institute of Developing Economies (IDE), JETRO, Chiba, Japan

    Zugang:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 135
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 2344/00051842
    Schriftenreihe: IDE discussion paper ; no. 801
    Schlagworte: China shocks; ASEAN; Trade creation effect
    Umfang: 1 Online-Ressource (circa 16 Seiten), Illustrationen
  2. China's footprint in global financial markets
    Autor*in: Lodge, David; Manu, Ana-Simona; Van Robays, Ine
    Erschienen: [2023]
    Verlag:  European Central Bank, Frankfurt am Main, Germany

    Using daily data since 2017, we disentangle China-specific structural shocks driving Chinese financial markets and examine spillovers across global markets. The novelty of this paper consists of simultaneously identifying China shocks with shocks... mehr

    Zugang:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 534
    Fernleihe:
    keine Fernleihe

     

    Using daily data since 2017, we disentangle China-specific structural shocks driving Chinese financial markets and examine spillovers across global markets. The novelty of this paper consists of simultaneously identifying China shocks with shocks emanating from the United States and shocks to global risk sentiment - two major forces driving global financial markets - to ensure that China spillover estimates do not reflect common factors. Our results show that shocks originating in China have material impacts on global equity markets, although spillovers are much smaller than those following shocks in the United States, or those triggered by shifts in global risk sentiment. By contrast, shocks from China account for a significant proportion of variation in global commodity prices, more on a par with those of the United States. Nevertheless, spillovers from China can be significantly amplified in an environment of heightened global volatility, or when the shocks are large.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9789289962261
    Weitere Identifier:
    Schriftenreihe: Working paper series / European Central Bank ; no 2861
    Schlagworte: China shocks; spillovers; global financial markets; commodities
    Umfang: 1 Online-Ressource (circa 45 Seiten), Illustrationen
  3. China's footprint in global financial markets
    Autor*in: Lodge, David; Manu, Ana-Simona; Van Robays, Ine
    Erschienen: 15 February 2024
    Verlag:  BOFIT, the Bank of Finland Institute for Emerging Economies, Helsinki

    Using daily data since 2017, we disentangle China-specific structural shocks driving Chinese financial markets and examine spillovers across global markets. The novelty of this paper consists of simultaneously identifying China shocks with shocks... mehr

    Zugang:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 686
    Fernleihe:
    keine Fernleihe

     

    Using daily data since 2017, we disentangle China-specific structural shocks driving Chinese financial markets and examine spillovers across global markets. The novelty of this paper consists of simultaneously identifying China shocks with shocks emanating from the United States and shocks to global risk sentiment - two major forces driving global financial markets - to ensure that China spillover estimates do not reflect common factors. Our results show that shocks originating in China have material impacts on global equity markets, although spillovers are much smaller than those following shocks in the United States, or those triggered by shifts in global risk sentiment. By contrast, shocks from China account for a significant proportion of variation in global commodity prices, more on a par with those of the United States. Nevertheless, spillovers from China can be significantly amplified in an environment of heightened global volatility, or when the shocks are large.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/283609
    Schriftenreihe: BOFIT discussion papers ; 2024, 1
    Schlagworte: China shocks; spillovers; global financial markets; commodities
    Umfang: 1 Online-Ressource (circa 45 Seiten), Illustrationen