Foreign vulnerabilities, domestic risks: The global drivers of GDP-at-risk
S Lloyd, E Manuel, K Panchev - IMF Economic Review, 2024 - Springer
We study how foreign financial developments influence the conditional distribution of
domestic GDP growth. We propose a method to account for foreign vulnerabilities using …
domestic GDP growth. We propose a method to account for foreign vulnerabilities using …
[HTML][HTML] UK Foreign Direct Investment in uncertain economic times
This paper uses time-varying Bayesian models to assess the impact of the shifting, and
progressively more volatile (especially since the EU Referendum vote in 2016) …
progressively more volatile (especially since the EU Referendum vote in 2016) …
Granular banking flows and exchange-rate dynamics
Using data on the external assets and liabilities of global banks based in the UK, the world's
largest centre for international banking, we identify exogenous cross-border banking flows …
largest centre for international banking, we identify exogenous cross-border banking flows …
Macro-Financial Policy in an International Financial Centre: The UK Experience Since the Global Financial Crisis
We describe the macroprudential and monetary policy environment in the UK. We highlight
the UK's position as an international financial centre, and the implications for inward and …
the UK's position as an international financial centre, and the implications for inward and …
External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models
B Guevara, G Rodriguez… - Documento de …, 2024 - repositorio.pucp.edu.pe
We employ a family of mixture innovation, time-varying parameter VAR models with
stochastic volatility (TVP-VAR-SV) to analyze the impact of external shocks on Peru's GDP …
stochastic volatility (TVP-VAR-SV) to analyze the impact of external shocks on Peru's GDP …
[引用][C] Equity super sectors connectedness and its determinants: evidence from the Johannesburg Stock Exchange.
SL Babatunde - 2023