FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4385431314> ?p ?o ?g. }

• W4385431314 endingPage "102102" @default.
• W4385431314 startingPage "102102" @default.
• W4385431314 abstract "This paper examines real and financial spillovers to safe haven financial flow destinations due to risk-off shocks in global financial markets. Using country-specific structural vector autoregression (VAR) models over the period 1990 to 2021, we show that dynamics for Japan appear to be different to those of Switzerland and the US in three main ways. First, in response to risk-off episodes, the yen real effective exchange rate (REER) appreciated significantly, with the effect persisting for around 25 days. Second, no significant effects on portfolio flows to Japan are found, in spite of the exchange rate effects, suggesting a rapid adjustment of financial markets to shifts in equilibrium exchange rates. Third, negative real spillovers from risk-off shocks appear to only apply to Japan with exchange rate appreciation exacerbating declines in GDP growth. Our findings have important implications for policymakers in safe haven destinations in managing domestic financial vulnerabilities associated with risk-off episodes." @default.
• W4385431314 created "2023-08-01" @default.
• W4385431314 creator A5001710425 @default.
• W4385431314 creator A5060349755 @default.
• W4385431314 date "2023-09-01" @default.
• W4385431314 modified "2023-10-16" @default.
• W4385431314 title "Risk-off shocks and spillovers in safe havens" @default.
• W4385431314 cites W2023594082 @default.
• W4385431314 cites W2060368403 @default.
• W4385431314 cites W2080302512 @default.
• W4385431314 cites W2083476133 @default.
• W4385431314 cites W2095129620 @default.
• W4385431314 cites W2134158920 @default.
• W4385431314 cites W2169010782 @default.
• W4385431314 cites W2464868362 @default.
• W4385431314 cites W2589972318 @default.
• W4385431314 cites W2592121600 @default.
• W4385431314 cites W2742057126 @default.
• W4385431314 cites W2901027581 @default.
• W4385431314 cites W2901170547 @default.
• W4385431314 cites W2989674444 @default.
• W4385431314 cites W2994866413 @default.
• W4385431314 cites W3032937952 @default.
• W4385431314 cites W3093430434 @default.
• W4385431314 cites W3121630491 @default.
• W4385431314 cites W3121782217 @default.
• W4385431314 cites W3121854183 @default.
• W4385431314 cites W3122255740 @default.
• W4385431314 cites W3123598957 @default.
• W4385431314 cites W3124192003 @default.
• W4385431314 doi "https://doi.org/10.1016/j.pacfin.2023.102102" @default.
• W4385431314 hasPublicationYear "2023" @default.
• W4385431314 type Work @default.
• W4385431314 citedByCount "0" @default.
• W4385431314 crossrefType "journal-article" @default.
• W4385431314 hasAuthorship W4385431314A5001710425 @default.
• W4385431314 hasAuthorship W4385431314A5060349755 @default.
• W4385431314 hasBestOaLocation W43854313141 @default.
• W4385431314 hasConcept C10138342 @default.
• W4385431314 hasConcept C106159729 @default.
• W4385431314 hasConcept C126285488 @default.
• W4385431314 hasConcept C126322002 @default.
• W4385431314 hasConcept C133029050 @default.
• W4385431314 hasConcept C162324750 @default.
• W4385431314 hasConcept C166957645 @default.
• W4385431314 hasConcept C18547055 @default.
• W4385431314 hasConcept C18918823 @default.
• W4385431314 hasConcept C19244329 @default.
• W4385431314 hasConcept C205649164 @default.
• W4385431314 hasConcept C2776071005 @default.
• W4385431314 hasConcept C2776687071 @default.
• W4385431314 hasConcept C2776988154 @default.
• W4385431314 hasConcept C2778908629 @default.
• W4385431314 hasConcept C2780821815 @default.
• W4385431314 hasConcept C2781300812 @default.
• W4385431314 hasConcept C2781395280 @default.
• W4385431314 hasConcept C2992712416 @default.
• W4385431314 hasConcept C2992790879 @default.
• W4385431314 hasConcept C556758197 @default.
• W4385431314 hasConcept C71924100 @default.
• W4385431314 hasConceptScore W4385431314C10138342 @default.
• W4385431314 hasConceptScore W4385431314C106159729 @default.
• W4385431314 hasConceptScore W4385431314C126285488 @default.
• W4385431314 hasConceptScore W4385431314C126322002 @default.
• W4385431314 hasConceptScore W4385431314C133029050 @default.
• W4385431314 hasConceptScore W4385431314C162324750 @default.
• W4385431314 hasConceptScore W4385431314C166957645 @default.
• W4385431314 hasConceptScore W4385431314C18547055 @default.
• W4385431314 hasConceptScore W4385431314C18918823 @default.
• W4385431314 hasConceptScore W4385431314C19244329 @default.
• W4385431314 hasConceptScore W4385431314C205649164 @default.
• W4385431314 hasConceptScore W4385431314C2776071005 @default.
• W4385431314 hasConceptScore W4385431314C2776687071 @default.
• W4385431314 hasConceptScore W4385431314C2776988154 @default.
• W4385431314 hasConceptScore W4385431314C2778908629 @default.
• W4385431314 hasConceptScore W4385431314C2780821815 @default.
• W4385431314 hasConceptScore W4385431314C2781300812 @default.
• W4385431314 hasConceptScore W4385431314C2781395280 @default.
• W4385431314 hasConceptScore W4385431314C2992712416 @default.
• W4385431314 hasConceptScore W4385431314C2992790879 @default.
• W4385431314 hasConceptScore W4385431314C556758197 @default.
• W4385431314 hasConceptScore W4385431314C71924100 @default.
• W4385431314 hasFunder F4320322360 @default.
• W4385431314 hasLocation W43854313141 @default.
• W4385431314 hasLocation W43854313142 @default.
• W4385431314 hasOpenAccess W4385431314 @default.
• W4385431314 hasPrimaryLocation W43854313141 @default.
• W4385431314 hasRelatedWork W1935374500 @default.
• W4385431314 hasRelatedWork W2005633236 @default.
• W4385431314 hasRelatedWork W2053284165 @default.
• W4385431314 hasRelatedWork W2098975308 @default.
• W4385431314 hasRelatedWork W2101362592 @default.
• W4385431314 hasRelatedWork W2201262515 @default.
• W4385431314 hasRelatedWork W3121330216 @default.
• W4385431314 hasRelatedWork W3121947211 @default.
• W4385431314 hasRelatedWork W4309845480 @default.
• W4385431314 hasRelatedWork W4385431314 @default.
• W4385431314 hasVolume "80" @default.

• next