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 …

[HTML][HTML] UK Foreign Direct Investment in uncertain economic times

C Milas, T Panagiotidis, G Papapanagiotou - Journal of International Money …, 2024 - Elsevier
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) …

Granular banking flows and exchange-rate dynamics

B Bippus, S Lloyd, D Ostry - 2023 - papers.ssrn.com
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 …

Macro-Financial Policy in an International Financial Centre: The UK Experience Since the Global Financial Crisis

T Beck, S Lloyd, D Reinhardt… - … STABILITY POLICY IN A …, 2023 - World Scientific
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 …

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 …

[引用][C] Equity super sectors connectedness and its determinants: evidence from the Johannesburg Stock Exchange.