Search Results

Trade networks and shock transmission capacity: a new taxonomy of Italian industries,
Stefano Costa, Federico Sallusti and Claudio Vicarelli, in Economia e Politica Industriale: Journal of Industrial and Business Economics (2022)
Keywords: Input/output tables, Network analysis, Shocks transmission

What are the consequences of global banking for the international transmission of shocks?: a quantitative analysis,
Jose Fillat, Stefania Garetto and Arthur V. Smith, from Federal Reserve Bank of Boston (2018)
Keywords: global banks; banking regulations; shocks transmission

Trade networks and shock transmission within the Italian production system,
Stefano Costa, Federico Sallusti and Claudio Vicarelli, from Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2021)
Keywords: Input/output tables; network analysis; shocks transmission.

Shock Transmission through International Banks – Evidence from France,
Matthieu Bussiere, Boubacar Camara, François-Daniel Castellani, Vincent Potier and Julia Schmidt, from Banque de France (2014)
Keywords: International banking, liquidity risk, shock transmission.

What are the consequences of global banking for the international transmission of shocks? A quantitative analysis∗,
Jose Fillat, Stefania Garetto and Arthur Smith, from Boston University - Department of Economics (2018)
Keywords: global banks, banking regulation, shock transmission.

What are the consequences of global banking for the international transmission of shocks? A quantitative analysis∗,
Jose Fillat, Stefania Garetto and Arthur Smith, from Boston University - Department of Economics (2018)
Keywords: global banks, banking regulation, shock transmission.

Credit risk and the transmission of interest rate shocks,
Berardino Palazzo and Ram Yamarthy, in Journal of Monetary Economics (2022)
Keywords: Credit risk; CDS; Monetary policy; Shock transmission; Equity returns;

Social centralization, bank integration and the transmission of lending shocks,
Reint Gropp and Deyan Radev, from Leibniz Institute for Financial Research SAFE (2017)
Keywords: global banks, social centralization, bank integration, shocks, transmission

Integration culture of global banks and the transmission of lending shocks,
Andreas Barth and Deyan Radev, in Journal of Banking & Finance (2022)
Keywords: Global banks; Corporate governance; Corporate culture; Bank integration; Shock transmission;

Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?,
Damian Zięba, Ryszard Kokoszczyński and Katarzyna Śledziewska, in International Review of Financial Analysis (2019)
Keywords: Cryptocurrency; Bitcoin; Minimum Spanning Tree; Vector Autoregression; Shock transmission;

Credit Risk and the Transmission of Interest Rate Shocks,
Berardino Palazzo and Ram Yamarthy, from Office of Financial Research, US Department of the Treasury (2020)
Keywords: credit risk, CDS, monetary policy, shock transmission, equity returns

Childhood Health Shocks and the Intergenerational Transmission of Inequality,
Tine Louise Mundbjerg Eriksen, Amanda Gaulke, Jannet Svensson, Niels Skipper and Peter Rønø Thingholm, from Institute of Labor Economics (IZA) (2023)
Keywords: intergenerational transmission of inequality, childhood health shocks, labor market outcomes

Global Shocks and Monetary Policy Transmission in Emerging Markets,
Nuobu Renzhi and John Beirne, from Asian Development Bank (2024)
Keywords: global shocks; monetary policy transmission; emerging market economies

The Transmission of Real Estate Shocks Through Multinational Banks,
Ata Bertay, from Tilburg University, Center for Economic Research (2014)
Keywords: Internal capital markets; multinational banking; transmission of real estate shocks

Global Banks and the Transmission of Shocks across Borders,
Deyan Radev, from Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski (2024)
Keywords: Commercial banks, global banks, wholesale shocks, solvency shocks, transmission, internal capital markets

Transmission Channels Linking Real Estate Shocks with Macroeconomic Performance: Evidence from Malaysia,
Hon-Chung Hui, from Nottingham University Business School Malaysia Campus (2008)
Keywords: Real estate shocks; Transmission channels; Macroeconomic performance

Analysis of shock transmissions to a small open emerging economy using a SVARMA model,
Mala Raghavan and George Athanasopoulos, in Economic Modelling (2019)
Keywords: SVARMA models; Open economy macroeconomics; ASEAN; Shock transmissions;

Integration and shock transmissions across European electricity forward markets,
Derek W. Bunn and Angelica Gianfreda, in Energy Economics (2010)
Keywords: Electricity Forward prices Efficiency Integration Volatility Shock transmissions

The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises,
Simon Kwan, Eric T.C. Wong and Cho-hoi Hui, from Hong Kong Institute for Monetary Research (2015)
Keywords: Shocks Transmission, Foreign Banks, Financial Crisis, Liquidity Management

Monetary Transmission Channel, Oil Price Shock and the Manufacturing Sector in Nigeria,
Omolade Adeleke, Nwosa Philip and Ngalawa Harold, in Folia Oeconomica Stetinensia (2019)
Keywords: Monetary Transmission Mechanism, Manufacturing Output, Oil Price Shocks

Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach,
Vighneswara Swamy, in Economic Analysis and Policy (2020)
Keywords: Eurozone recession; The transmission of shocks; Bayesian vector autoregression; Growth spillovers;

Sources and Propagation of International Business Cycles: Common Shocks or Transmission?,
Fabio Canova, from C.E.P.R. Discussion Papers (1993)
Keywords: Business Cycles; Government Expenditure; Interdependence; Technology Shocks; Transmission

Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks,
Giovanni Ricco, Giovanni Callegari and Jacopo Cimadomo, from University Library of Munich, Germany (2014)
Keywords: Fiscal policy uncertainty, Government spending shock, Fiscal transmission mechanism.

Shocks and volatility transmission between oil price and Nigeria’s exchange rate,
Agya Adi, Samuel Paabu Adda and Amadi Kingsley Wobilor, in SN Business & Economics (2022)
Keywords: Oil price, Exchange rate, Shock, Volatility transmission, Nigeria economy

Transmission of business cycle shocks between the US and the euro area,
Gerhard Fenz and Martin Schneider, from Oesterreichische Nationalbank (Austrian Central Bank) (2008)
Keywords: VAR, shock transmission, sign restrictions, Metropolis-Hastings, confidence intervals, bootstrap.

Transmission of Business Cycle Shocks between Unequal Neighbours: Germany and Austria,
Gerhard Fenz and Martin Schneider, from Oesterreichische Nationalbank (Austrian Central Bank) (2007)
Keywords: business cycle, synchronization, vector autoregression, shock transmission, Austria, Germany.

Heterogeneous Information, Subjective Model Beliefs, and the Time-Varying Transmission of Shocks,
Alistair Macaulay, from CESifo (2022)
Keywords: information frictions, subjective models, heterogeneous agents, expectations, shock transmission

Analysis of shock transmissions to a small open emerging economy using a SVARMA model,
Mala Raghavan and George Athanasopoulos, from University of Tasmania, Tasmanian School of Business and Economics (2018)
Keywords: SVARMA models, Open Economy Macroeconomics, ASEAN, Shock transmissions

Bank balance sheets and the transmission of financial shocks to borrowers: evidence from the 2007-2008 crisis,
Emilia Bonaccorsi di Patti and Enrico Sette, from Bank of Italy, Economic Research and International Relations Area (2012)
Keywords: bank balance sheet, transmission of shocks, credit supply, financial crisis

The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises,
Cho-hoi Hui, Simon Kwan and Eric T. C. Wong, from Federal Reserve Bank of San Francisco (2014)
Keywords: shocks transmission; foreign banks; financial crisis; liquidity management

Liquidity Regulation and the Transmission of Lending Shocks Across Borders,
Deyan Radev, in Economic Alternatives (2022)
Keywords: Global banks, liquidity regulation, wholesale shocks, exchange rate regimes, transmission, internal capital markets

Macroeconomic Transmission of Eurozone Shocks to Emerging Economies,
Bilge Erten, in International Economics (2012)
Keywords: Eurozone Recession;Transmission of Shocks;Bayesian vector Autoregression;Emerging Economies;Growth Spillovers

Global and regional shock transmission: an Asian perspective,
Nagendra Shrestha and Kiyotaka Sato, in Journal of Economic Structures (2021)
Keywords: Global input–output table, Shock transmission, Asia, Production-chain, Intermediate goods trade, Value-added trade

Shock Transmission through International Banks: Austria,
Esther Segalla, from Oesterreichische Nationalbank (Austrian Central Bank) (2015)
Keywords: cross-border lending, liquidity risk, shock transmission, internal capital markets, Vienna Initiative.

Shock transmissions and business linkages among US sectors,
Linh Xuan Diep Nguyen, Thanaset Chevapatrakul and Simona Mateut, in Annals of Operations Research (2023)
Keywords: Asset pricing, Stock market, Shock transmission, Variance decomposition, Connectedness, Input–output linkage

Macroeconomic transmission of eurozone shocks to emerging economies,
Bilge Erten, from CEPII research center (2012)
Keywords: Eurozone recession;transmission of shocks;Bayesian vector autoregression;emerging economies; growth spillovers

A fistful of dollars: Transmission of global funding shocks to EMs,
Shekhar Hari Kumar and Aakriti Mathur, from Economics Section, The Graduate Institute of International Studies (2021)
Keywords: International transmission of liquidity shocks; quantitative easing; wholesale funding; interbank rates; macro-prudential policy; reserve requirements

Shock transmission, global supply chains, and development: assessing responses to trade shocks,
Akanksha Burman, Peter Egger, Rebecca Freeman, Jean‑Christophe Maur, Nadia Rocha and Angelos Theodorakopoulos, from Bank of England (2024)
Keywords: Global supply chain networks; shock transmission; hidden exposure; resilience; counterfactual scenarios

Shock around the clock - on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission: an econometric analysis,
Robert Dornau, from ZEW - Leibniz Centre for European Economic Research (1998)
Keywords: Granger Causality, Causality Measure, Shock Transmission, International Stock Markets, VAR

International banking conglomerates and the transmission of lending shocks across borders,
Reint Gropp and Deyan Radev, from Leibniz Institute for Financial Research SAFE (2017)
Keywords: commercial banks, global banks, wholesale shocks, solvency shocks, transmission, internal capital markets

The transmission process of supply and demand shocks in Czech meat commodity chain,
I. Lechanová, in Agricultural Economics (2006)
Keywords: commodity chain, demand shock, food safety, market structure, meat and meat products, price transmission, supply shock

International transmission of shocks and African forex markets,
Shoujun Huang, Ahmed Bossman, Mariya Gubareva and Tamara Teplova, in Energy Economics (2024)
Keywords: African forex markets; International shock transmission; Oil importers and exporters; Geopolitical risks; Dynamic connectedness; Return and volatility spillovers; Shock transmitters and receivers; TVP-VAR model; Partial connectedness model;

The transmission of emerging market shocks to global equity markets,
Lucía Cuadro-Sáez, Marcel Fratzscher and Christian Thimann, in Journal of Empirical Finance (2009)
Keywords: Global financial markets Transmission Financial integration Shocks News Emerging market economies Mature economics Euro area United States

The transmission of emerging market shocks to global equity markets,
Lucía Cuadro Sáez, Marcel Fratzscher and Christian Thimann, from Banco de España (2007)
Keywords: global financial markets, equity markets, transmission, financial integration, shocks, news, emerging market economies, mature economics, euro area, United States

The Transmission of Keynesian Supply Shocks,
Andrea Ferrero and Ambrogio Cesa-Bianchi, from C.E.P.R. Discussion Papers (2021)
Keywords: Sectoral shocks; Input-output network

The confidence channel for the transmission of shocks,
S. Fei, from Banque de France (2011)
Keywords: confidence channel, contagion, confidence shock.

The Changing Nature of Technology Shocks,
Christoph Görtz, Christopher Gunn and Thomas A. Lubik, from CESifo (2024)
Keywords: technology shocks, TFP, business cycles, shock transmission

The Changing Nature of Technology Shocks,
Christoph Gortz, Christopher Gunn and Thomas Lubik, from Federal Reserve Bank of Richmond (2024)
Keywords: Technology Shocks; TFP; business cycles; shocks transmission

The transmission of US shocks to Latin America,
Fabio Canova, from Department of Economics and Business, Universitat Pompeu Fabra (2004)
Keywords: Shocks, inflation

Transmission of Monetary Shocks in Latvia,
Martins Bitans, Dainis Stikuts and Ivars Tillers, from Latvijas Banka (2003)
Keywords: monetary policy, monetary transmission mechanism, small structural model, vector autoregression

MARKET EFFICIENCY, FINANCIAL INTEGRATION, AND SHOCK TRANSMISSION (EMPIRICAL EVIDENCE FROM D-8 ECONOMIES),
Muhammad usman Khurram, Kashif Hamid and Rana Shahid Imdad Akash, in Baltic Journal of Economic Studies (2019)
Keywords: market efficiency, financial integration, shock transmission, D-8 Economies, arbitrage process.

Oil Price Shocks and the Macroeconomic Activity: Analyzing Transmission Channels using the New Keynesian Structural Model (in Korean),
Keewha Kim, in Economic Analysis (Quarterly) (2012)
Keywords: Oil Price Shocks, Structural Model, Counterfactual Experiments, Transmission Channels

The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies,
Helena Glebocki Keefe, in Journal of International Financial Markets, Institutions and Money (2021)
Keywords: Exchange rates; Emerging markets; International transmission; Global shocks;

The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events,
Ruoxi Lu, David Bessler and David Leatham, in Journal of International Financial Markets, Institutions and Money (2018)
Keywords: Money market; Interbank market; Repo; Shibor; Liquidity shock; Transmission;

Transmission of U.S. Financial Shocks to Emerging Market Economies: Evidence from Claims by U.S. Banks,
Gab-Je Jo, in Emerging Markets Finance and Trade (2014)
Keywords: financial crisis, financial shock, global banks, international transmission

Revisiting of Interest Rate Channel: Nonlinear transmission of Monetary Policy Shocks to the Turkish Economy,
Durmus Cagri Yildirim and Tugba Turan, in Journal of Central Banking Theory and Practice (2023)
Keywords: Turkish Economy, Monetary Policy Shocks, Nonlinear transmission, Interest Rate Channel.

International Shock Transmission after the Lehman Brothers Collapse. Evidence from Syndicated Lending,
Ralph De Haas and Neeltje Van Horen, from University Library of Munich, Germany (2012)
Keywords: Cross-border lending; bank-funding shocks; crisis transmission

The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model,
Konstantins Benkovskis, Andrejs Bessonovs, Martin Feldkircher and Julia Wörz, in Focus on European Economic Integration (2011)
Keywords: FAVAR, monetary policy shocks, international transmission, euro area, Central and

Economic Shock Transmission through Global Value Chains: An Assessment using Network Analysis,
Georgios Angelidis and Nikos C. Varsakelis, in International Advances in Economic Research (2023)
Keywords: Global value chain, Trade, Network analysis, COVID-19, Economic shock transmission

The Transmission of Foreign Interest Rate Shocks to a Small-Open Economy: The Role of External Debt and Financial Integration,
Ufuk Demirel, in The B.E. Journal of Macroeconomics (2009)
Keywords: financial integration, external debt, foreign shock transmission, Turkish economy

Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission,
Thomas Flavin, Ciara Morley and Ekaterini Panopoulou, in Journal of International Financial Markets, Institutions and Money (2014)
Keywords: Safe haven assets; Financial market crises; Shock transmission; Regime switching;

Multinational banking and the international transmission of financial shocks: Evidence from foreign bank subsidiaries,
Bang Jeon, Maria Olivero and Ji Wu, in Journal of Banking & Finance (2013)
Keywords: Internal capital markets; Multinational banking; Transmission of financial shocks;

Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets,
Gülin Vardar, Yener Coskun and Tezer Yelkenci, in Eurasian Economic Review (2018)
Keywords: Volatility, Spillover, Shock transmission, Commodity, Crude oil, Stock market

Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission,
Thomas Flavin, Ciara Morley and Ekaterini Panopoulou, from Department of Economics, National University of Ireland - Maynooth (2014)
Keywords: Safe haven assets; Financial market crises; Shock transmission; Regime switching.

International transmission of liquidity shocks between parent banks and their affiliates: the host country perspective,
Małgorzata Pawłowska, Dobromił Serwa and Sławomir Zajączkowski, from Narodowy Bank Polski (2014)
Keywords: liquidity shocks, international transmission, parent banks, affiliate banks, Poland

Multinational Banking and the International Transmission of Financial Shocks: Evidence from Foreign Bank Subsidiaries,
Bang Jeon, Maria Olivero and Ji Wu, from LeBow College of Business, Drexel University (2012)
Keywords: Internal capital markets; Multinational banking; Transmission of financial shocks

What Do Firm Managers Tell Us About the Transmission Channels of Oil Price Shocks?,
Dirk Drechsel, Heiner Mikosch and Samad Sarferaz, from KOF Swiss Economic Institute, ETH Zurich (2022)
Keywords: Oil price shocks, Transmission channel, firms, expectations, surveys, Vignette

The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon,
Jean-François Goux and Charbel Cordahi, from HAL (2007)
Keywords: interest rate,International transmission,law of one price,monetary shock,purchasing power parity

The international transmission of monetary shocks in a dollarized economy: the case of USA and Lebanon,
Charbel Cordahi and Jean-François Goux, from HAL (2007)
Keywords: interest rate,International transmission,law of one price,monetary shock,purchasing power parity

The International Transmission of Monetary Shocks in a Dollarized Economy: The Case of USA and Lebanon,
Jean François Goux and Charbel Cordahi, in Panoeconomicus (2007)
Keywords: International transmission, Monetary shock, Interest rate, Pricing-to-market, Law of one price, Purchasing power parity

Shock transmission between crude oil prices and stock markets,
Ana Escribano, Monika W. Koczar, Francisco Jareño and Carlos Esparcia, in Resources Policy (2023)
Keywords: Crude oil prices; Stock markets; Connectedness; Equicorrelation; Copula; Information transmission; Financial shocks;

Transmission of government spending shocks in the euro area: Time variation and driving forces,
Sebastian Hauptmeier, Jacopo Cimadomo and Markus Kirchner, from European Central Bank (2010)
Keywords: fiscal transmission mechanism, Government spending shocks, structural change, Structural vector autoregressions, Time-varying parameter models

International transmission of monetary and global commodity price shocks to Turkey,
İrfan Civcir and Dizem Ertac Varoglu, in Journal of Policy Modeling (2019)
Keywords: Structural VAR; International transmission mechanisms; Monetary shocks; Turkey; U.S. and the EU;

The international transmission of US shocks—Evidence from Bayesian global vector autoregressions,
Martin Feldkircher and Florian Huber, in European Economic Review (2016)
Keywords: Transmission of external shocks; Trade and financial integration; Stochastic search variable selection; Sign restrictions; Model uncertainty;

International Supply Chains as Real Transmission Channels of Financial Shocks,
Hubert Escaith and Fabien Gonguet, in Journal of Financial Transformation (2011)
Keywords: international supply chains; monetary circuit; real linkages; transmission channels; financial shock; Input-Output

Foreign banks and international shock transmission: Does bank ownership still matter?,
Ying Xu and Hai Anh La, in Journal of International Financial Markets, Institutions and Money (2015)
Keywords: Foreign banks; Foreign currency loans; Bank lending; Shock transmission; Financial crisis; Syndicated loan markets; Asia;

International trade and real transmission channels of financial shocks in globalized production networks,
Hubert Escaith and Fabien Gonguet, from World Trade Organization (WTO), Economic Research and Statistics Division (2009)
Keywords: international supply chains, monetary circuit, real linkages, transmission channels of financial shock, Asian International Input-Output Tables

International Trade and Real Transmission Channels of Financial Shocks in Globalized Production Networks,
Hubert Escaith and Fabien Gonguet, from University Library of Munich, Germany (2009)
Keywords: international supply chains, monetary circuit, real linkages, transmission channels of financial shock, Asian International Input-Output Tables

Cointegration, causality and the transmission of shocks across wheat market in Pakistan,
Mushtaq Klasra, in Quality & Quantity: International Journal of Methodology (2009)
Keywords: Transmission of shocks, Causality, Generalized impulse response function, Cointegration, C22, Q13, Q18,

The international transmission of monetary shocks in a dollarized economy: The case of USA and Lebanon,
Charbel Cordahi and Jean-François Goux, from Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2007)
Keywords: interest rate - International transmission - law of one price - monetary shock - purchasing power parity

Shock Transmission through Cross-Border Bank Lending: Credit and Real Effects,
Galina Hale, Tumer Kapan and Camelia Minoiu, from Board of Governors of the Federal Reserve System (U.S.) (2019)
Keywords: cross-border interbank exposures; banking crises; shocks transmission; bank loans; real economy

Leverage Constraints and the International Transmission of Shocks,
Michael Devereux and James Yetman, from Reserve Bank of Australia (2009)
Keywords: leverage; international transmission; portfolios

Leverage Constraints and the International Transmission of Shocks,
Michael Devereux and James Yetman, from Hong Kong Institute for Monetary Research (2010)
Keywords: Leverage, International Transmission, Portfolios

On the international transmission of technology shocks,
Zeno Enders and Gernot Müller, in Journal of International Economics (2009)
Keywords: Technology shocks Terms of trade Trade balance Financial markets

Shocks Abroad, Pain at Home? Bank-Firm Level Evidence on the International Transmission of Financial Shocks,
Steven Ongena, Jose-Luis Peydro and Neeltje van Horen, in EconStor Open Access Articles and Book Chapters (2015)
Keywords: international transmission, firm real effects, foreign banks, international wholesale funding, credit shock

Shocks Abroad, Pain at Home? Bank-firm Level Evidence on the International Transmission of Financial Shocks,
Steven Ongena, Jose-Luis Peydro and Neeltje Van Horen, from Tilburg University, Center for Economic Research (2013)
Keywords: international transmission; firm real effects; foreign banks; international wholesale funding; credit shock

Shocks abroad, pain at home? Bank-firm level evidence on the international transmission of financial shocks,
Steven Ongena, Jose-Luis Peydro and Neeltje Van Horen, from Department of Economics and Business, Universitat Pompeu Fabra (2014)
Keywords: International transmission, firm real effects, foreign banks, international wholesale funding, credit shock

The transmission of Keynesian supply shocks,
Ambrogio Cesa-Bianchi and Andrea Ferrero, from Bank of England (2021)
Keywords: Keynesian supply shocks; input-output matrix; granular fluctuations; approximate factor model

Are banking shocks contagious? Evidence from the eurozone,
Mardi Dungey, Thomas Flavin and Dolores Lagoa-Varela, in Journal of Banking & Finance (2020)
Keywords: Contagion; Shock transmission; Banking crises;

Income Shocks and their Transmission into Consumption,
Edmund Crawley and Alexandros Theloudis, from Tilburg University, Center for Economic Research (2024)
Keywords: consumption insurance; consumption smoothing; income shocks; pass-through; marginal propensity to consume; covariance restrictions; natural experiments; elicitation surveys