FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2364954080> ?p ?o ?g. }

• W2364954080 endingPage "220" @default.
• W2364954080 startingPage "208" @default.
• W2364954080 abstract "This study examines the effects of global financial conditions on the asset markets of five fragile emerging economies—Brazil, India, Indonesia, South Africa, and Turkey—known as the Fragile Five. We estimate a structural vector autoregressive model with a block exogeneity procedure using high-frequency daily data and Bayesian inference. Our primary findings are as follows. (i) Global financial risk shocks have significant effects on government bond yields, equity prices, CDS spreads, and exchange rates in the Fragile Five. (ii) The effects differ considerably across the fragile countries and the assets. (iii) These country differentiations are strongly related to macroeconomic fundamentals. Finally, (iv) global financial risk shocks have a greater immediate effect on local currency government bond and CDS markets than on FX and stock markets." @default.
• W2364954080 created "2016-06-24" @default.
• W2364954080 creator A5071644106 @default.
• W2364954080 date "2016-09-01" @default.
• W2364954080 modified "2023-09-24" @default.
• W2364954080 title "Global financial conditions and asset markets: Evidence from fragile emerging economies" @default.
• W2364954080 cites W1544291764 @default.
• W2364954080 cites W1982952301 @default.
• W2364954080 cites W1988036721 @default.
• W2364954080 cites W1989532041 @default.
• W2364954080 cites W2010281596 @default.
• W2364954080 cites W2048317456 @default.
• W2364954080 cites W2057493144 @default.
• W2364954080 cites W2060860078 @default.
• W2364954080 cites W2061873554 @default.
• W2364954080 cites W2062449769 @default.
• W2364954080 cites W2085559838 @default.
• W2364954080 cites W2085845054 @default.
• W2364954080 cites W2117513178 @default.
• W2364954080 cites W2120748499 @default.
• W2364954080 cites W2148594794 @default.
• W2364954080 cites W2152110580 @default.
• W2364954080 cites W2152721834 @default.
• W2364954080 cites W2155809574 @default.
• W2364954080 cites W2156509608 @default.
• W2364954080 cites W2246743722 @default.
• W2364954080 cites W3121699129 @default.
• W2364954080 cites W3121830457 @default.
• W2364954080 cites W3123148453 @default.
• W2364954080 cites W3123780646 @default.
• W2364954080 cites W3123903909 @default.
• W2364954080 cites W3124227914 @default.
• W2364954080 cites W3124352938 @default.
• W2364954080 cites W3124669489 @default.
• W2364954080 cites W3124928681 @default.
• W2364954080 cites W3125092579 @default.
• W2364954080 cites W3125429182 @default.
• W2364954080 cites W3125487825 @default.
• W2364954080 cites W3125548721 @default.
• W2364954080 cites W782163763 @default.
• W2364954080 cites W2055927231 @default.
• W2364954080 doi "https://doi.org/10.1016/j.econmod.2016.04.018" @default.
• W2364954080 hasPublicationYear "2016" @default.
• W2364954080 type Work @default.
• W2364954080 sameAs 2364954080 @default.
• W2364954080 citedByCount "30" @default.
• W2364954080 countsByYear W23649540802017 @default.
• W2364954080 countsByYear W23649540802018 @default.
• W2364954080 countsByYear W23649540802019 @default.
• W2364954080 countsByYear W23649540802020 @default.
• W2364954080 countsByYear W23649540802021 @default.
• W2364954080 countsByYear W23649540802022 @default.
• W2364954080 countsByYear W23649540802023 @default.
• W2364954080 crossrefType "journal-article" @default.
• W2364954080 hasAuthorship W2364954080A5071644106 @default.
• W2364954080 hasBestOaLocation W23649540801 @default.
• W2364954080 hasConcept C10138342 @default.
• W2364954080 hasConcept C106159729 @default.
• W2364954080 hasConcept C107673813 @default.
• W2364954080 hasConcept C121087249 @default.
• W2364954080 hasConcept C137703641 @default.
• W2364954080 hasConcept C139719470 @default.
• W2364954080 hasConcept C154945302 @default.
• W2364954080 hasConcept C162324750 @default.
• W2364954080 hasConcept C17744445 @default.
• W2364954080 hasConcept C19244329 @default.
• W2364954080 hasConcept C199539241 @default.
• W2364954080 hasConcept C199728807 @default.
• W2364954080 hasConcept C2780389337 @default.
• W2364954080 hasConcept C41008148 @default.
• W2364954080 hasConcept C556758197 @default.
• W2364954080 hasConcept C69738904 @default.
• W2364954080 hasConceptScore W2364954080C10138342 @default.
• W2364954080 hasConceptScore W2364954080C106159729 @default.
• W2364954080 hasConceptScore W2364954080C107673813 @default.
• W2364954080 hasConceptScore W2364954080C121087249 @default.
• W2364954080 hasConceptScore W2364954080C137703641 @default.
• W2364954080 hasConceptScore W2364954080C139719470 @default.
• W2364954080 hasConceptScore W2364954080C154945302 @default.
• W2364954080 hasConceptScore W2364954080C162324750 @default.
• W2364954080 hasConceptScore W2364954080C17744445 @default.
• W2364954080 hasConceptScore W2364954080C19244329 @default.
• W2364954080 hasConceptScore W2364954080C199539241 @default.
• W2364954080 hasConceptScore W2364954080C199728807 @default.
• W2364954080 hasConceptScore W2364954080C2780389337 @default.
• W2364954080 hasConceptScore W2364954080C41008148 @default.
• W2364954080 hasConceptScore W2364954080C556758197 @default.
• W2364954080 hasConceptScore W2364954080C69738904 @default.
• W2364954080 hasLocation W23649540801 @default.
• W2364954080 hasOpenAccess W2364954080 @default.
• W2364954080 hasPrimaryLocation W23649540801 @default.
• W2364954080 hasRelatedWork W1589260247 @default.
• W2364954080 hasRelatedWork W2301597739 @default.
• W2364954080 hasRelatedWork W2792585783 @default.
• W2364954080 hasRelatedWork W3000199814 @default.
• W2364954080 hasRelatedWork W3066738652 @default.
• W2364954080 hasRelatedWork W3093044039 @default.
• W2364954080 hasRelatedWork W3122756952 @default.

• next