nep-ifn 2017-10-22 papers

on International Finance

Issue of 2017‒10‒22
one paper chosen by
Vimal Balasubramaniam
University of Oxford

International spillovers in global asset markets By Belke, Ansgar; Dubova, Irina

International spillovers in global asset markets

By:	Belke, Ansgar; Dubova, Irina
Abstract:	The paper estimates the financial transmission between bond and equity markets within and between across the four largest global financial markets - the United States, the Euro area, Japan, and the United Kingdom. In a globalized world, where the complex transmission process across various financial assets is not restricted to just domestic market, we argue that international bond and equity markets are highly interconnected both within and across asset classes.
JEL:	E52 E58 F42
Date:	2017
URL:	http://d.repec.org/n?u=RePEc:zbw:vfsc17:168087&r=ifn

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