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151.
Qaiser Munir Sook Ching Kok Tamara Teplova 《Macroeconomics and Finance in Emerging Market Economies》2018,11(3):233-249
This paper re-examines the purchasing power parity (PPP) hypothesis for a panel of ASEAN-5 countries. The panel unit root and cointegration tests, which incorporate cross-sectional dependence and multiple structural breaks, are innovatively used for testing the PPP hypothesis. We could not find evidence that supports the existence of a long-run equilibrium between the relative price ratio and the nominal exchange rate for the whole period. Nevertheless, there is evidence of a cointegrating relationship for the post-crisis period. Our finding implies that a flexible exchange rate regime is suitable for the individual ASEAN countries. 相似文献
152.
近些年,中国“金融与实体经济”的研究愈发成为热点。宏观层面,资金“脱实入虚”“金融空转”的讨论亦此起彼伏。然而,针对微观层面的企业资金“脱实入虚”的研究则寥寥无几。本文选取2003—2016年中国A股制造业上市公司的年度报告数据,利用2009年宏观调控措施营造的“准自然实验”环境,采用双重差分方法探究在资金资源充足的前提下,企业配置金融资产的倾向性,并进一步研究企业绩效的后续变化情况。实证结果表明,当制造业企业获得更多的信贷资金支持,同时缺乏有效的外部监管时,企业更倾向于配置金融资产,金融活动也会在企业的日常生产经营中扮演愈发重要的角色。在此基础上,企业的主营业务却未得到发展,反而盈利能力、成长能力均受到损害,且后者受到的影响更大,即进行过多金融投资对中国A股制造业上市公司的远期影响更为深重。基于上述结论,本文从实体经济从业者、资金提供方以及监管层三个角度提出了相关政策建议。 相似文献
153.
Systemic event prediction by an aggregate early warning system: An application to the Czech Republic
《Economic Systems》2015,39(4):553-576
This work develops an early warning framework for assessing systemic risks and predicting systemic events over a short horizon of six quarters and a long horizon of 12 quarters on a panel of 14 countries, both advanced and developing. First, we build a financial stress index to identify the starting dates of systemic financial crises for each country in the panel. Second, early warning indicators for the assessment and prediction of systemic risk are selected in a two-step approach; we find relevant prediction horizons for each indicator by a univariate logit model followed by the application of Bayesian model averaging to identify the most useful indicators. Finally, we observe the performance of the constructed EWS over both horizons on the Czech data and find that the model over the long horizon outperforms the EWS over the short horizon. For both horizons, out-of-sample probability estimates do not deviate substantially from their in-sample estimates, indicating a good out-of-sample performance for the Czech Republic. 相似文献
154.
By employing the robust cross-correlation function approach proposed by Hong (2001), and conducting pre-tests for structural breaks in the variances as well as removing the causality-in-mean effects in the causality-in-variance tests, we investigate volatility and mean transmissions between the credit default swaps (CDS) indexes of three US financial sectors. We use daily series on five-year banking, insurance, and financial services sector CDS indexes at the sector level from January 2004 to December 2011. We find evidence of significant causality-in-mean effects running from the banking sector to the insurance and financial services sector CDS indexes and from the financial services to the insurance sector CDS indexes, suggesting the leading role of the banking and financial services sectors in terms of price discovery. Moreover, we find significant causality-in-variance effects from the financial services sector CDS index to that of the banking sector, implying the existence of information transmission and contagion from the former, the least regulated of the three. The implications of these findings on traders and policymakers are also provided. 相似文献
155.
This paper uses panel vector autoregressive (VAR) models for euro area member countries to explore the widening of retail bank interest rate spreads that emerged in the course of the global financial crisis. We find that the interest rate pass-through was generally complete on impact before the outbreak of the financial crisis, but became significantly distorted in the period thereafter, which hampered the effectiveness of monetary policy. Empirical evidence suggests that the decrease in the interest rate pass-through can be related to a change in the structural parameters characterizing the economies and a substantial increase in the average size of structural shocks. DSGE model simulations show that an increase in the frictions that banks are subject to can explain the decrease in the retail bank interest rate pass-through. 相似文献
156.
Liping Lu 《Applied economics》2016,48(59):5824-5833
This article examines the effect of Warren Buffett’s investment in Goldman Sachs on 24 September 2008, during the subprime mortgage crisis. Although this event is arguably perceived to be the biggest expression of confidence in the financial market during the crisis, by conducting event studies, we do not find the major counterparties of Goldman Sachs displayed positive abnormal returns. Moreover, the abnormal return is not significantly related to the counterparty connection. We have similar findings on these financial institutions’ default probabilities using credit default swap. 相似文献
157.
This article studies volatility spillover between the US and the three largest European stock markets (Frankfurt, London and Paris) around the time of the recent Subprime crisis. In order to investigate the impact of the latter, we break our sample down into two sub-periods: a pre-crisis period and a post-crisis period, using a structural break test that has the advantage of endogenously testing for further breaks in the data. Unlike previous studies that have frequently investigated this issue using low frequency data, our article makes use of intraday data. Accordingly, using Threshold generalized autoregressive conditional heteroscedasticity (GARCH) model estimations, we find weak evidence of volatility transmission between the two regions before the Subprime crisis. However, during the post-crisis period, we record returns and volatility spillover from US to European markets and vice versa at different times of the trading day, indicating that the two regions became more dependent during the recent Subprime crisis, a finding that supports the contagion hypothesis between the US and European stock markets. 相似文献
158.
Ryota Nakatani 《新兴市场金融与贸易》2017,53(11):2545-2561
What kind of shock affects exchange rate dynamics? How much of an effect does the monetary policy have on exchange rates? To answer these questions empirically based on the currency crisis model, I use panel data on 51 emerging countries from 1980 to 2011, identify shocks, and apply instrumental variable methods. I found that both productivity shocks and shocks to a country’s risk premium affect exchange rates and a 1 percentage point increase in the policy interest rate is associated with a 1 percentage point appreciation of domestic currency. I further apply this method to Asian and Latin-American crises. 相似文献
159.
160.
左勇华 《河北经贸大学学报》2014,(3):15-19
金融危机后国际上依然难以摆脱重商主义"治国术",这种理念根植于近代强国之梦身后的重商主义历史。如今,美国新自由主义外衣下,推行重金式的新重商主义政策,并具有金融帝国主义的特征。从早期实施贸易战争到当前的货币战争,债务型的美元信用不断自贬,虽然消融了主权债务并窃取了财富,但也导致美国新重商主义最终走上荷兰式衰落之路。马克思主义揭示的资本衰亡规律,依旧深刻而富有生命力。中国应当摆脱美国新重商主义的纠缠,改进中国出口模式。 相似文献