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Gotowe bibliografie tematyczne / Dynamics of financial market cycles

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Gotowa bibliografia na temat „Dynamics of financial market cycles”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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Artykuły w czasopismach na temat "Dynamics of financial market cycles"

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Lê, Hải Trung. "Measurement of Vietnamese financial cycles: An application of Spectral Analysis." Tạp chí Kinh tế - Luật và Ngân hàng 26, no. 262 (2024): 13–25. http://dx.doi.org/10.59276/jelb.2024.03.2608.

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The article proposes measuring the financial cycles of Vietnam using the spectral analysis method. This method determines financial cycle dynamics based on the simultaneous fluctuations of financial indicators, allowing its frequency and magnitude to vary over time, as opposed to remaining fixed as in traditional methods. The results indicate that Vietnam’s financial cycles from 2010Q1 to 2023Q3 exhibit significant volatility, with both frequency and amplitude of fluctuations increasing over time. The expansion and contraction phases of financial cycles are closely linked to economic fluctuati

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Tang, Aidi. "Financial Integration and International Dynamics: The Role of Volatility Shocks." Mathematics 11, no. 23 (2023): 4742. http://dx.doi.org/10.3390/math11234742.

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This study investigates the impact of financial integration on international dynamics from the perspective of volatility shocks. By incorporating time-varying volatilities, recursive preferences, and a global bank into the IRBC model, it illustrates that volatility shocks trigger precautionary saving incentives, but the specific effects vary based on the type of shock. Financial integration facilitates international capital flows and leads to an unequal distribution of international bank loans between two countries, resulting in greater divergence in their business cycles in the presence of pr

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Piliang, Aminah. "STRATEGIC TIMING: ANALYZING MARKET TIMING STRATEGIES FOR NON-FINANCIAL COMPANIES' LEVERAGE." American Journal of Management and Economics Innovations 06, no. 04 (2024): 41–46. http://dx.doi.org/10.37547/tajmei/volume06issue04-04.

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This study investigates the impact of market timing strategies on the leverage of non-financial companies. Market timing involves making financial decisions based on expectations of future market movements. Using a sample of non-financial firms, we examine how companies strategically time their debt issuance and repayment activities in response to market conditions. Our analysis considers factors such as interest rate fluctuations, market volatility, and economic cycles. We employ quantitative methods to assess the effectiveness of different market timing strategies in influencing firms' lever

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Agarwal, Krishang. "OPTION CHAIN DYNAMICS: ANALYSING OPEN INTEREST, TRADING VOLUME, AND LAST TRADED PRICE RELATIONSHIPS." Turkish Journal of Computer and Mathematics Education (TURCOMAT) 15, no. 2 (2024): 140–46. http://dx.doi.org/10.61841/turcomat.v15i2.14717.

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This paper investigates the dynamic interplay between option chain metrics—specifically open interest (OI), trading volume, and last traded price (LTP)—within financial markets. Utilizing data spanning multiple market cycles, we explore how changes in these metrics influence one another and impact underlying asset prices. Drawing upon existing literature and empirical analysis, we seek to elucidate the predictive power of these indicators on market movements and volatility.

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Semmler, Willi, Gabriel R. Padró Rosario, and Levent Koçkesen. "Liquidity and Business Cycles—With Occasional Disruptions." Econometrics 11, no. 4 (2023): 27. http://dx.doi.org/10.3390/econometrics11040027.

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Some financial disruptions that started in California, U.S., in March 2023, resulting in the closure of several medium-size U.S. banks, shed new light on the role of liquidity in business cycle dynamics. In the normal path of the business cycle, liquidity and output mutually interact. Small shocks generally lead to mean reversion through market forces, as a low degree of liquidity dissipation does not significantly disrupt the economic dynamics. However, larger shocks and greater liquidity dissipation arising from runs on financial institutions and contagion effects can trigger tipping points,

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Li, Yanting. "A Test of Fama-French Five-Factor Model in Quantitative Easing." Highlights in Business, Economics and Management 40 (September 1, 2024): 789–93. http://dx.doi.org/10.54097/6722e485.

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In the evolving context of financial markets, the global financial crisis and subsequent quantitative easing policies have reignited scrutiny of the effectiveness of asset pricing models. This study employs the Fama-French methodology to conduct a detailed analysis of data from July 1963 to January 2024, a period encompassing significant economic shifts, to evaluate the robustness of the Fama-French three-factor and five-factor models under different market conditions. By examining five key factors—market excess returns, size premium, value premium, profitability, and investment style—across v

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Rosser, J. Barkley. "Econophysics and the Entropic Foundations of Economics." Entropy 23, no. 10 (2021): 1286. http://dx.doi.org/10.3390/e23101286.

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This paper examines relations between econophysics and the law of entropy as foundations of economic phenomena. Ontological entropy, where actual thermodynamic processes are involved in the flow of energy from the Sun through the biosphere and economy, is distinguished from metaphorical entropy, where similar mathematics used for modeling entropy is employed to model economic phenomena. Areas considered include general equilibrium theory, growth theory, business cycles, ecological economics, urban–regional economics, income and wealth distribution, and financial market dynamics. The power-law

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Milovidov, V. "Narrative Cycles: What Drove Postwar Stock Market Dynamic?" World Economy and International Relations 68, no. 8 (2024): 17–27. http://dx.doi.org/10.20542/0131-2227-2024-68-8-17-27.

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The United States is considered the world’s leading center of economic power, which, in particular, is determined by the role played by the U.S. stock market in the world economy. Largely due to the capacity of this market, the U.S. dollar plays the role of the dominant world currency. The state of the U.S. financial market is important for global financial stability. This determines the importance of finding the factors that determine the dynamics of the U.S. stock market. In this article, the author offers his chronology of post-war financial cycles in the United States and analyses them in

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Wu, Yijie, Jingbo Yin, and Pan Sheng. "The Dynamics of Dry Bulk Shipping Market Under the Shipping Cycle Perspective: Market Relationships and Volatility." Transportation Research Record: Journal of the Transportation Research Board 2672, no. 11 (2018): 1–9. http://dx.doi.org/10.1177/0361198118756622.

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The shipping industry plays an essential role in world trade. For shipping companies, having an accurate view of the markets and grasp of the interactions between the freight market, second-hand ship market, and the newbuild ship markets is essential. The shipping market cycles are divided into four periods (trough, recovery, peak, and recession) based upon shipping cycle theory. The current shipping markets have been stuck in the trough period since the financial crisis in 2008. This paper investigates the recovery period and causality relationship between the freight rate, second-hand price,

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Lê, Hải Trung. "Spillovers between credit growth and financial assets: Evidence from TVP-VAR connectedness model." Tạp chí Khoa học và Đào tạo Ngân hàng 260+261 (January 2024): 46–60. http://dx.doi.org/10.59276/tckhdt.2024.1.2.2609.

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The article assesses the spillover effects among credit growth, stock, and bond returns through a dynamic network model with time-varying parameters, TVP-VAR, from 2010 to 2023Q2. The findings reveal a dynamic interconnection among credit growth, stock price volatility, and bond prices over time. Notably, credit growth emerges as the primary shock spillover to the system. However, credit growth spillover effects are mainly toward stock returns dynamics, while the connection between credit growth and bond returns is much less clear. Conversely, stock return exhibits spillover effects on bond re

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Rozprawy doktorskie na temat "Dynamics of financial market cycles"

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Jin, Binping. "Dynamics of price cycles in agent-based models of financial markets /." View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?PHYS%202009%20JIN.

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Mendicino, Caterina. "Financial market imperfections, business cycle fluctuations and economic growth." Doctoral thesis, Stockholm : Economic Research Institute (EFI), Stockholm School of Economics, 2006. http://www2.hhs.se/EFI/summary/705.htm.

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Ryou, Hyunjoo. "Exchane Rate Dynamics under Financial Market Frictions- Exchange rate regime, capital market openness and monetary policy -Electoral cycle of exchange rate in Korea : The Trilemma in Korea." Phd thesis, Université de Cergy Pontoise, 2012. http://tel.archives-ouvertes.fr/tel-00838836.

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-Exchange Rate Dynamics under Financial Market FrictionsThis paper extends Dornbusch's overshooting model by proposing "generalized interest parity condition", which assumes sluggish adjustment on the asset market. The exchange rate model under the generalized interest parity condition is able to reproduce the delayed overshooting of nominal exchange rates and the hump-shaped response to monetary shocks of both nominal and real exchange rates.-Electoral Cycle of Exchange Rate in KoreaThis paper empirically investigates the real exchange rate behavior around elections in Korea. We find that the

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Sun, Qi. "Four essays in dynamic macroeconomics." Thesis, St Andrews, 2010. http://hdl.handle.net/10023/941.

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Hirata, Wataru. "Financial Market Imperfections and Aggregate Fluctuations." Thesis, Boston College, 2010. http://hdl.handle.net/2345/1325.

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Thesis advisor: Susanto Basu<br>This dissertation examines the fluctuations of the aggregate economy when frictions in financial markets are present. I focus on the the asymmetric information problems between creditors and debtors on the quality of debtor's projects and I analyze how these frictions cause the fluctuations in aggregate economy which is potentially inefficient. The first chapter examines the interaction between the perverse incentives and the general equilibrium effects of misallocated bank credit. This essay is intended to elucidate the mechanism of zombie lending in Japan. By

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Hinch, Martin P. "Financial and macroeconomic drivers within housing market cycles : an international perspective." Thesis, University of Ulster, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.558813.

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The global financial crisis of 2007/2008 has given rise to an unprecedented worldwide liquidity shortage, and as a consequence interaction between financial, housing and macroeconomic factors has been given ever increasing attention. This thesis focuses on the influence and effects of financial and macroeconomic market drivers upon the function of housing market cycles. The research assesses the operation of residential property markets within the overall concept of market theory and appraises the impact of various macroeconomic and financial variables upon the performance of these residential

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Ben, Mohamed Imen. "Credit market imperfections and business cycles." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010002/document.

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La crise financière de 2009 a ravivé le débat entre les classiques et les keynésiens concernant le rôle de la finance dans le cycle d’affaire. Cette thèse étudie les conséquences macroéconomiques des imperfections du marché de crédit ainsi que quantifie leur impact sur le marché de travail. L’interaction entre chômage et frictions financière passe par l’hypothèse que les postes vacants sont financés par des fonds externes qui sont plus couteux qu’un financement interne, de par de l’impact de l’asymétrie d’information sur le marché du crédit. Il est alors montré, à l’aide de simulation d’un mod

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OTTAVIANI, Matteo. "Financial market dynamics: essay in agent-based exploration." Doctoral thesis, Scuola Normale Superiore, 2022. http://hdl.handle.net/11384/110568.

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Rastouil, Jeremy. "Three essays on labor market frictions under firm entry and financial business cycles." Thesis, Bordeaux, 2019. http://www.theses.fr/2019BORD0228.

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Durant la grande récession, les interactions entre fluctuations du prix de l’immobilier, du travail et de l’entrée des firmes sur le marché des biens, ont mis en avant l’existence de relations étroites entre ces marchés. Le but de cette thèse est de mettre en lumière les interactions entre le marché du travail et le marché des biens ainsi que des cycles financiers, en utilisant les récents progrès des modèles DSGE. Dans le premier chapitre, nous avons trouvé un fort rôle joué par la création de firmes dans l’amplification des dynamiques de l’emploi. En introduisant le mécanisme du modèle de Di

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Chaudhuri, Shomesh Ernesto. "Financial signal processing : applications to asset-market dynamics and healthcare finance." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/117839.

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Thesis: Ph. D., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2018.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (pages 139-144).<br>The seemingly random fluctuations of price and value produced by information flow and complex interactions across a diverse population of stakeholders has motivated the extensive use of stochastic processes to an

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Książki na temat "Dynamics of financial market cycles"

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Willi, Semmler, ed. Financial dynamics and business cycles: New perspectives. M.E. Sharpe, 1989.

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Edwards, Sebastian. Stock market cycles, financial liberalization and volatility. National Bureau of Economic Research, 2003.

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Jansen, Anne, Donald Mathieson, Barry Eichengreen, Laura Kodres, Bankim Chadha, and Sunil Sharma. Hedge Funds and Financial Market Dynamics. International Monetary Fund, 1998. http://dx.doi.org/10.5089/9781557757364.084.

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J, Eichengreen Barry, Mathieson Donald J, Chadha Bankim, and International Monetary Fund, eds. Hedge funds and financial market dynamics. International Monetary Fund, 1998.

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Grisafi, Steven J. Market dynamics: The mechanics of financial engineering. American University & Colleges Press, 2012.

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Sutherland, Alan. Exchange rate dynamics and financial market integration. Centre for Economic PolicyResearch, 1996.

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Cerra, Valerie. Growth dynamics: The myth of economic recovery. International Monetary Fund, IMF Institute, 2005.

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Cerra, Valerie. Growth dynamics: The myth of economic recovery. Bank for International Settlements, 2007.

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Thorsten, Hens, and Schenk-Hoppe Klaus Reiner, eds. Handbook of financial markets: Dynamics and evolution. North Holland, 2009.

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Preeti, Singh. Dynamics of Indian financial system: Markets, institutions & services. Global Professional Pub., 2012.

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Części książek na temat "Dynamics of financial market cycles"

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Heer, Burkhard, and Andreas Schabert. "Open Market Shocks in a Business Cycle Model with Financial Intermediation." In Market Imperfections and Macroeconomic Dynamics. Springer US, 2002. http://dx.doi.org/10.1007/978-1-4757-3598-7_5.

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Bargagli-Stoffi, Falco J., Jan Niederreiter, and Massimo Riccaboni. "Supervised Learning for the Prediction of Firm Dynamics." In Data Science for Economics and Finance. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66891-4_2.

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AbstractThanks to the increasing availability of granular, yet high-dimensional, firm level data, machine learning (ML) algorithms have been successfully applied to address multiple research questions related to firm dynamics. Especially supervised learning (SL), the branch of ML dealing with the prediction of labelled outcomes, has been used to better predict firms’ performance. In this chapter, we will illustrate a series of SL approaches to be used for prediction tasks, relevant at different stages of the company life cycle. The stages we will focus on are (1) startup and innovation, (2) gr

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Vogel, Harold L. "Bubble Dynamics." In Financial Market Bubbles and Crashes. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-79182-7_8.

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Bredin, Don, Éamonn Ó Ciagáin, and Cal B. Muckley. "Energy Derivatives Market Dynamics." In Energy Economics and Financial Markets. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-30601-3_8.

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Vogel, Harold L. "Bubble Dynamics." In Financial Market Bubbles and Crashes, Second Edition. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-71528-5_8.

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Bascom, Wilbert O. "Financial Market Efficiency, Expectations, and Dynamics." In The Economics of Financial Reform in Developing Countries. Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1007/978-1-349-23372-4_7.

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Borland, Lisa. "Financial Market Dynamics: A Synergetic Perspective." In Encyclopedia of Complexity and Systems Science. Springer Berlin Heidelberg, 2018. http://dx.doi.org/10.1007/978-3-642-27737-5_694-1.

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Borland, Lisa. "Financial Market Dynamics: A Synergetic Perspective." In Synergetics. Springer US, 2020. http://dx.doi.org/10.1007/978-1-0716-0421-2_694.

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Drożdż, S., F. Grümmer, F. Ruf, and J. Speth. "Dynamics of correlations in the stock market." In Empirical Science of Financial Fluctuations. Springer Japan, 2002. http://dx.doi.org/10.1007/978-4-431-66993-7_6.

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Cifarelli, Donato M., Lorenzo Peccati, and Aldo Tagliani. "Antiusury Laws and Market Interest Rate Dynamics." In New Operational Approaches for Financial Modelling. Physica-Verlag HD, 1997. http://dx.doi.org/10.1007/978-3-642-59270-6_23.

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Streszczenia konferencji na temat "Dynamics of financial market cycles"

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Vidler, Alicia, and Toby Walsh. "Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics." In 2025 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CiFer). IEEE, 2025. https://doi.org/10.1109/cifer64978.2025.10975734.

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Yu, Haoyang. "Assessing Spillover Dynamics: A Diagonal BEKK GARCH Analysis of Interactions Among the Crypto Market and Systemically Significant Industries with a Historical Nexus to Financial Crises." In 2024 IEEE 44th International Conference on Distributed Computing Systems Workshops (ICDCSW). IEEE, 2024. http://dx.doi.org/10.1109/icdcsw63686.2024.00029.

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Santana, Leonardo O. S. de, Gustavo S. dos Santos, Fernando L. P. Pessoa, and Ana P. Barbosa-P�voa. "The Green Hydrogen Supply Chain in The Brazilian State of Bahia: A Deterministic Approach." In The 35th European Symposium on Computer Aided Process Engineering. PSE Press, 2025. https://doi.org/10.69997/sct.185907.

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Hydrogen is a key element in the global transition toward a low-carbon economy, with green hydrogen offering significant potential to decarbonize industries and energy systems. This study focuses on designing and optimizing a green hydrogen supply chain (HSC) for the state of Bahia, Brazil, using a deterministic Mixed-Integer Linear Programming (MILP) model. The model evaluates 24 scenarios combining production sites, storage technologies, transportation methods, and energy sources, minimizing the Total Sustainable Cost (TSC). The TSC integrates financial and environmental costs, monetizing CO

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Beju, Daniela-Georgeta, Vasile Paul Bresfelean, and Maria Ciupac-Ulici. "VIRTUAL CURRENCY: EVOLUTION, TECHONOLOGY, PERSPECTIVES." In 11th SWS International Scientific Conferences on SOCIAL SCIENCES - ISCSS 2024. SGEM WORLD SCIENCE, 2024. https://doi.org/10.35603/sws.iscss.2024/s03/25.

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In this paper we aim to present the theoretical foundations of virtual currencies, distinguishing them from legal tender, and to explore the blockchain technology that underpins their creation. We classify the existing virtual currencies into three categories (cryptocurrencies, stablecoins, and Central Bank Digital Currency), and analyze their characteristics and market evolution. We also present the evolution of popular cryptocurrencies, bitcoin and Ethereum, underline their market dynamics, historical price trends and mining distribution. Moreover, we assess the implications of these digital

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Kikuchi, Yasunori, Ayumi Yamaki, Aya Heiho, et al. "Superstructure as a Communication Tool in Pre-Emptive Life Cycle Design Engaging Society: Findings from Case Studies on Battery Chemicals, Plastics, and Regional Resources." In The 35th European Symposium on Computer Aided Process Engineering. PSE Press, 2025. https://doi.org/10.69997/sct.110456.

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Emerging technologies require sophisticated design and optimization due to their rapid advancement and potential to alter material flows and life cycles. However, their future development remains uncertain due to sociotechnical factors such as regulations, infrastructure, and market dynamics. Multiple technologies are often considered simultaneously, but their interactions and synergies are not systematically evaluated. This study addresses pre-emptive life cycle design in social challenges by integrating emerging technologies into superstructures, which help visualize alternative candidates f

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Ballús Martínez, Mireia, and Carlos Ramiro Marmolejo Duarte. "Just one housing bubble? an analysys of spatial segmentation of the residencial values over time in Barcelona." In Virtual City and Territory. Centre de Política de Sòl i Valoracions, 2016. http://dx.doi.org/10.5821/ctv.8151.

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During the last real estate cycle most of the countries have experienced a housing bubble linked to the expansion of credit, increasing residential values dramatically. Despite the globalization of financial markets, this increase has not had the same impact on all the countries concerned. For this reason, this research analyzes the spatial variation in property values during this period in the case of the city of Barcelona. From the hypothesis that the areas where the population lives with lower qualifications and general education, and in particular financial education, these areas have had

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Minatsuki, Isao, Tomomi Otani, Katsusuke Shimizu, Tetsuo Saguchi, Sunao Oyama, and Kazuhiko Kunitomi. "Environmentally-Friendly HTGR: MHR-50/100—Concept and Characteristics." In ASME 2011 Small Modular Reactors Symposium. ASMEDC, 2011. http://dx.doi.org/10.1115/smr2011-6604.

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A business plan and a new concept of the Mitsubishi small-sized High temperature gas-cooled modular Reactors (MHR-50/100) had been developed as reported in a paper at the HTR-2010 conference in Prague. The present paper reports the results of ensuing conceptual design study including updated market researches, improved safety features of the plant, and the plant dynamics analysis. Market researches on Japan, the USA, Southeast Asia and the Middle East have been updated applying the latest energy outlook data. The result shows that the potential market share for the type of HTGR (high temperatu

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"OFFICE SPACE MARKET DYNAMICS AND REAL ESTATE CYCLES." In 15th Annual European Real Estate Society Conference: ERES Conference 2008. ERES, 2008. http://dx.doi.org/10.15396/eres2008_184.

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Sommervoll, Dag, Julia Braun, Hans-Peter Burghof, and Julius Langer. "The Impact of different Financial Intermediaries on Housing Market Cycles." In 28th Annual European Real Estate Society Conference. European Real Estate Society, 2022. http://dx.doi.org/10.15396/eres2022_9.

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Mantegna, Rosario Nunzio. "Degree of correlation inside a financial market." In Applied nonlinear dynamics and stochastic systems near the millenium. AIP, 1997. http://dx.doi.org/10.1063/1.54189.

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Raporty organizacyjne na temat "Dynamics of financial market cycles"

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Fernández Martín, Andrés, and Adam Gulan. Interest Rates and Business Cycles in Emerging Economies: The Role of Financial Frictions. Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0011424.

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Countercyclical country interest rates have been shown to be both a distinctive characteristic and an important driving force of business cycles in emerging market economies. In order to account for this, most business cycle models of emerging market economies have relied on ad hoc and exogenous countercyclical interest rate processes. This paper embeds a financial contract à la Bernanke et al. (1999) in a standard small open economy business cycle model that endogenously delivers countercyclical interest rates. The model is then applied to the data, drawn from a novel panel dataset for emergi

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Melo-Velandia, Luis Fernando, José Vicente Romero, and Diego Niño-Garavito. Analyzing Exchange Rate Dynamics within the Global Financial Cycle: A DCC-Copula approach. Banco de la República, 2025. https://doi.org/10.32468/be.1320.

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The Global Financial Cycle (GFC), defined as the fluctuations in international capital flows, asset prices, and risk appetite, has garnered significant attention from the recent international finance literature, market practitioners, and policymakers. This study employs a Dynamic Conditional Correlation (DCC) Copula model to examine the interaction between exchange rates for a group of seven developed economies and seventeen emerging market economies. Using these results and employing quantile panel data methods, we assess how the time-varying correlations of exchange rates behave in relation

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Finkelstein-Shapiro, Alan, and Andrés González Gómez. Macroprudential Policy and Labor Market Dynamics in Latin America. Inter-American Development Bank, 2015. http://dx.doi.org/10.18235/0011688.

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This paper builds a small open economy business cycle model with labor and financial market frictions that incorporates frictional, endogenous self-employment entry and a link between formal credit markets, informal credit, and the labor market. The paper then shows that the model is consistent with the cyclical behavior of both labor and credit markets in Latin American economies and analyzes the aggregate consequences of cyclical macroprudential policy for labor market and aggregate dynamics. It is found that a policy that reduces credit fluctuations successfully reduces consumption, investm

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Fernández Martín, Andrés, and Juan David Herreño. Equilibrium Unemployment During Financial Crises. Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0011449.

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Financial crises in both emerging and developed economies have been characterized by large output drops and spikes in unemployment and interest rates. To account for these stylized facts this paper builds a business cycle model where financial and la- bor market frictions interact as occasionally binding borrowing constraints and search frictions. The model is calibrated to a Sudden Stop-prone emerging economy and also to some peripheral European economies in the recent crisis. The model accounts for unemployment dynamics both during crises and at regular business cycle frequencies. The paper

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Melo-Velandia, Luis Fernando, José Vicente Romero, and Mahicol Stiben Ramírez-González. The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach. Banco de la República, 2023. http://dx.doi.org/10.32468/be.1231.

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In this paper,we analyze the tail-dependence structure of credit default swaps (CDS) and the global financial cycle for a group of eleven emerging markets. Using a Copula-CoVaR model,we provide evidence that there is a significant taildependence between variables related with the global financial cycle, such as the VIX, and emerging market CDS. These results are particularly important in the context of distressed global financial markets (right tail of the distributions of the VIX) because they provide international investors with relevant information on how to rebalance their portfolios and a

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Cesa-Bianchi, Ambrogio, M. Hashem Pesaran, and Alessandro Rebucci. Uncertainty and Economic Activity: A Global Perspective. Inter-American Development Bank, 2014. http://dx.doi.org/10.18235/0011654.

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The 2007-2008 global financial crisis and the subsequent anemic recovery have rekindled academic interest in quantifying the impact of uncertainty on macroeconomic dynamics. This paper studies the interrelation between financial markets volatility and economic activity assuming that both variables are driven by the same set of unobserved common factors and that these factors affect volatility and economic activity with a time lag of at least a quarter. Under these assumptions, the paper analytically shows that volatility is forward looking and that the output equation of a typical VAR estimate

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Bonet-Morón, Jaime, Jhorland Ayala-García, and Jorge Guerra-España. Staying in Power: How Does Political Continuity Shape Debt? Banco de la República, 2024. https://doi.org/10.32468/dtseru.331.

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This paper investigates the relationship between political continuity and public municipal debt in Colombia, highlighting how political cycles influence fiscal behavior at the subnational level. Unlike national cycles, local political dynamics, marked by consecutive electoral victories of the same party, significantly impact fiscal policy and debt accumulation. Using a Kink Regression Discontinuity design, we explore the effects of these electoral outcomes on public financial debt. Our findings reveal that municipalities governed by the same party or coalition across successive elections exhib

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Greenwald, Bruce, and Joseph Stiglitz. Financial Market Imperfections and Business Cycles. National Bureau of Economic Research, 1988. http://dx.doi.org/10.3386/w2494.

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Edwards, Sebastian, Javier Gomez Biscarri, and Fernando Perez de Gracia. Stock Market Cycles, Financial Liberalization and Volatility. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w9817.

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Malmendier, Ulrike, Demian Pouzo, and Victoria Vanasco. Investor Experiences and Financial Market Dynamics. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w24697.

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