Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Pornpinun Chantapacdepong"'
Publikováno v:
Emerging Markets Finance and Trade. 57:3818-3834
This paper proposes a non-linear factor-augmented vector autoregressive model to evaluate spillovers to Asia from an unexpected rate cut in the euro area. We focus on potential asymmetries in the t...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55f241c980a06d8c02f555363e11cf6a
https://doi.org/10.1080/1540496x.2019.1709438
https://doi.org/10.1080/1540496x.2019.1709438
Publikováno v:
Pacific Economic Review. 23:3-7
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd99ac546dc0a2a3cde2ad39076cf5c6
https://doi.org/10.1111/1468-0106.12248
https://doi.org/10.1111/1468-0106.12248
The chapter assesses the evolution of spillover effects of unconventional monetary policies (UMPs) and their macroeconomic impact on Asia and the Pacific region. It develops a Panel Vector Auto Regression model for a period covering data from first q
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7486e8d37308aae2115bb6ae502cc96b
https://doi.org/10.1093/oso/9780198838104.003.0009
https://doi.org/10.1093/oso/9780198838104.003.0009
Publikováno v:
Macroeconomic Shocks and Unconventional Monetary Policy
The introduction provides an overview of the book and summarizes its objectives. The book is divided into four parts. The first part provides an overview of the empirics of shock spillovers through trade and financial channels in general. The second
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1d421ebeafde06446231c6870ba05ec
https://doi.org/10.1093/oso/9780198838104.003.0001
https://doi.org/10.1093/oso/9780198838104.003.0001
Barely two decades after the Asian financial crisis Asia was suddenly confronted with multiple challenges originating outside the region: the 2008 global financial crisis, the European debt crisis, and finally developed economies'implementation of un
Autor:
Pornpinun Chantapacdepong
Publikováno v:
Routledge Handbook of Banking and Finance in Asia ISBN: 9781315543222
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b18f3f9315f33575427138f7ade65f18
https://doi.org/10.4324/9781315543222-23
https://doi.org/10.4324/9781315543222-23
Publikováno v:
Pacific-Basin Finance Journal. 34:71-101
Using a novel database on capital flow management measures in Asia over 2004–2013, we investigate the impact of bond inflow management measures on the cross-market correlations of weekly bond fund flows and of daily bond returns in 12 Asia-Pacific
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b4520ac90f4ca9894b81f0a626047aa2
https://doi.org/10.1016/j.pacfin.2015.05.005
https://doi.org/10.1016/j.pacfin.2015.05.005
The transmission of interest rates shocks to Asia: Are effects different below the zero lower bound?
We use a non-linear factor-augmented vector-autoregressive model to evaluate international effects of an unexpected decrease in euro area policy rates. Given the current environment of ultra low or negative interest rates, we especially focus on pote
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::422840bc795287c98d40a449e3685ddf
https://hdl.handle.net/10419/163189
https://hdl.handle.net/10419/163189
We assess the evolution of spillover effects of unconventional monetary policies (UMPs) on Asia and the Pacific region, and evaluate the impact on and implications for the macroeconomy. We develop a Panel Vector Auto Regression model for Asia and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::af9169fed5e370a25ce18a440bf1f46b
https://hdl.handle.net/10419/163129
https://hdl.handle.net/10419/163129
This paper explores the impact of advanced countries' quantitative easing on emerging market economies (EMEs) and how macroprudential policy and good governance play a role in preventing potential financial vulnerabilities. We used confidential locat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::4be8be4ad6ece8500a2699608c9a0c21
https://hdl.handle.net/10419/163103
https://hdl.handle.net/10419/163103