Titlebook: Global Financial Flows in the Pre- and Post-global Crisis Periods; Yoichi Matsubayashi,Shigeto Kitano Book 2022 The Editor(s) (if applicab

蟄伏

Vladimir F. Krapivin,Anatolij M. ShutkoS spreads for all subsample periods in emerging economies, except QE2. This suggests that U.S. financial market factors are more important than economic policy uncertainty for the sovereign credit risk in emerging economies.

facilitate

恫嚇

Sovereign Credit Default Swaps and U.S. Economic Policy Uncertainty After the Global Financial CrisS spreads for all subsample periods in emerging economies, except QE2. This suggests that U.S. financial market factors are more important than economic policy uncertainty for the sovereign credit risk in emerging economies.

Spinal-Tap

Offshore Bond Issuance and Noncore Liability in BRICs Countries,ow banking becomes increasingly vulnerable to turmoil in international financial markets. Furthermore, yuan depreciation will further amplify the damage of such a financial shock because of a currency mismatch.

Retrieval

Cardioversion

Root494

不滿分子

The Challenges of e-government Evaluationcrease so rapidly? What is the relation between the global financial crisis and the rapid increase in demand deposits from foreign countries? Few studies have emphasized studies of demand deposits from abroad. Therefore we specifically examine the US dollar holdings of foreign financial institutions

Inkling

Vladimir F. Krapivin,Anatolij M. Shutkonomic policy uncertainty as a global factor and employ weekly data following the global financial crisis. In addition, we highlight the difference between advanced and emerging economies. The results show that U.S. economic policy uncertainty index changes influenced sovereign CDS spreads during qua

fatty-streak

https://doi.org/10.1007/978-1-349-11675-1f global liquidity, we use international claims expressed by the growth rate. We find that the correlation between the expected rate of change in the exchange rate and bilateral interest rate differentials is small when global liquidity and deviation from the UIP are highly correlated. This indicate