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Global financial flows in the pre- and post-global crisis periods / / Yoichi Matsubayashi, Shigeto Kitano, editors
| Global financial flows in the pre- and post-global crisis periods / / Yoichi Matsubayashi, Shigeto Kitano, editors |
| Pubbl/distr/stampa | Singapore : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (240 pages) |
| Disciplina | 338.542 |
| Collana | Kobe University monograph series in social science research |
| Soggetto topico |
Financial crises
International finance |
| ISBN | 981-19-3613-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Editors and Contributors -- List of Figures -- List of Tables -- 1 Global Liquidity as a New Trend in International Capital Flows -- 1.1 Introduction -- 1.2 The History of International Finance After World War II -- 1.2.1 International Liquidity -- 1.2.2 Dollar Liquidity -- 1.3 The Concept of Global Liquidity -- 1.3.1 Indicators of Global Liquidity (1) -- 1.3.2 Indicators of Global Liquidity (2) -- 1.4 Fluctuation and Control of Global Liquidity -- 1.4.1 Fluctuation of Global Liquidity -- 1.4.2 Control of Global Liquidity -- 1.5 Conclusion -- References -- 2 Destination of Global Liquidity Before the Global Financial Crisis: Role of Foreign Bank Presence and the EU Effect -- 2.1 Introduction -- 2.2 Definition and Hypothesis -- 2.2.1 Patterns of International Capital Flows and Our Definition of "Global Liquidity" -- 2.2.2 The Period of Global Liquidity Expansion -- 2.2.3 Hypothesis -- 2.3 Empirical Methodology and Data -- 2.3.1 Empirical Model -- 2.3.2 Data -- 2.4 Empirical Results -- 2.4.1 Results with Standard Covariates -- 2.4.2 Regional Effects -- 2.4.3 Regulatory Arbitrage -- 2.5 Robustness Checks -- 2.6 Conclusions -- Appendix -- References -- 3 Global Liquidity and Reallocation of Domestic Credit -- 3.1 Introduction -- 3.2 Data and Methodology -- 3.2.1 Data -- 3.2.2 Methodology -- 3.3 Empirical Results -- 3.3.1 Credit Allocation and Sectoral Destination of Capital Inflows -- 3.3.2 Credit Allocation, Credit to Households and Sectoral Destination of Capital Inflows -- 3.3.3 Differences Between Advanced and Emerging Economies and Between Regional Groups -- 3.4 Conclusion -- References -- 4 Global Financial Crisis and Demand for the US Dollar as an International Currency -- 4.1 Money Demand Function of the US Dollar as an International Currency -- 4.2 Important Variables as an International Currency.
4.3 Models and Results of Estimation -- 4.3.1 Estimation Models and Data -- 4.3.2 Results of Estimation -- 4.4 Conclusion -- References -- 5 Sovereign Credit Default Swaps and U.S. Economic Policy Uncertainty After the Global Financial Crisis -- 5.1 Introduction -- 5.2 An Overview of Sovereign CDS Spreads and the U.S. Financial Markets -- 5.3 Empirical Analysis -- 5.3.1 Data -- 5.3.2 Regression Analysis -- 5.3.3 Regression Results -- 5.4 Conclusion -- References -- 6 Global Liquidity and Uncovered Interest Rate Parity Puzzle -- 6.1 Introduction -- 6.2 Previous Studies About the UIP Puzzle -- 6.3 Method and Data -- 6.4 Empirical Analysis -- 6.5 Conclusion -- References -- 7 Bank Profitability in Europe Before and After the Global Financial Crisis: Leverage, Foreign Claims, and Monetary Policy -- 7.1 Introduction -- 7.2 Data and Stylized Facts -- 7.2.1 BIS-Consolidated Banking Statistics -- 7.2.2 Bank-Level Data -- 7.2.3 Monetary Policy -- 7.3 Determinants of Bank Profitability -- 7.4 Econometric Analysis -- 7.4.1 Model -- 7.4.2 Results -- 7.5 Conclusions and Implications -- References -- 8 Offshore Bond Issuance and Noncore Liability in BRICs Countries -- 8.1 Introduction -- 8.2 Facts and Data Description -- 8.3 Shadow Banking and Offshore Bond Issuance in China -- 8.4 Conclusions -- References -- 9 Recent Developments in the Adoption of Capital Controls in Emerging Economies: Theory and Practice -- 9.1 Introduction -- 9.2 Capital Controls in Theory -- 9.2.1 Capital Controls and Financial Frictions -- 9.2.2 Capital Controls as a Credit Policy Tool -- 9.2.3 Capital Controls, Monetary Policy, and the Exchange Rate System -- 9.2.4 Capital Controls and Macroprudential Regulation -- 9.3 Capital Controls in Practice -- 9.3.1 New Capital Control Measures -- 9.4 Conclusion -- Appendix -- References -- Index. |
| Record Nr. | UNINA-9910591038803321 |
| Singapore : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global linkages and economic rebalancing in East Asia [[electronic resource] /] / edited by Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori
| Global linkages and economic rebalancing in East Asia [[electronic resource] /] / edited by Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori |
| Autore | Kinkyo Takuji |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific Publishing Co. Pte. Ltd., c2013 |
| Descrizione fisica | 1 online resource (234 p.) |
| Disciplina | 337.95 |
| Altri autori (Persone) |
HamoriShigeyuki <1959->
KinkyoTakuji MatsubayashiYoichi |
| Soggetto topico | Economic development - East Asia |
| ISBN |
1-299-28124-9
981-4412-85-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
CONTENTS; About the Editors; Introduction; Part 1. Business Cycle Synchronization; Part 2. Effects of Policy and Institutional Changes; Part 3. Challenges to China's Rebalancing and Sustainable Growth; Acknowledgment; References; Chapter 1 Decoupling - A Re-Examination Hiroshi Tsubouchi and Hideaki Matsuoka; 1. Introduction; 2. Looking Back at the World Economy Since 1990's; 2.1. 1990's - before the Asian financial crisis; 2.2. First half of the 2000's - before the global financial crisis; 2.3. The latter half of the 2000's - after the global financial crisis; 3. Factors Affecting Decoupling
4. Methodology 5. Decomposition of the Forecast Variance; 6. Conclusion; 7. Supplementary Discussion - Why is a Time-varying Parameter Model Used?; Acknowledgments; References; Chapter 2 Business Cycle Synchronization and Production Fragmentation in East Asia Fumihide Takeuchi; 1. Introduction; 2. Related Literature; 3. The Correlation of Business Cycles and Fragmentation; 3.1. Business cycle synchronization in East Asia and in major advanced countries; 3.2. Fragmentation of production in East Asia and Japan/the United States 3.3. Changes in the economic environment after the Asian financial crisis 4. Structural FAVAR; 4.1. Model; 4.2. Data and model selection; 4.3. Empirical Results; 4.3.1. Variance decomposition; 4.3.2. Examination of the factors; 5. Conclusion; References; Chapter 3 Financial Market Linkage in East Asian Countries Kyosuke Shiotani and Yoichi Matsubayashi; 1. Introduction; 2. Literature Review; 3. Methodologies: Bayesian Network Model; 4. Empirical Evidence; 4.1. Data; 4.2. Empirical study; 5. Conclusion; Appendix: Concept and Structure of Bayesian Network; A.1. Basic concept A.2. Parameter estimation A.3. Learning the Bayesian network; References; Chapter 4 The Impact of East Asian FTAS on the Structure of Demand Hikari Ban; 1. Introduction; 2. Framework and Data; 2.1. CGE and I-O analysis; 2.2. The GTAP model; 2.3. The I-O model; 2.4. Database; 3. CGE Analysis; 3.1. Simulation scenario; 3.2. Simulation results; 4. Input-Output Analysis; 4.1. Dependence on foreign final demand; 4.2. Ripple effects; 5. Conclusion; Appendix; References Chapter 5 Inflation Targeting in South Korea, Indonesia, the Philippines and Thailand: The Impact on Business Cycle Synchronization Between Each Country and the World Takeshi Inoue, Yuki Toyoshima and Shigeyuki Hamori1. Introduction; 2. Background and Features of IT in the Four Asian Countries; 2.1. South Korea; 2.2. Indonesia; 2.3. The Philippines; 2.4. Thailand; 2.5. Effectiveness of IT in the four Asian countries; 3. Literature Review; 4. Impact of IT Adoption on Business Cycle Synchronization with the Rest of the World; 4.1. Empirical techniques; 4.2. Data; 4.3. Empirical results 5. Conclusion |
| Record Nr. | UNINA-9910792056203321 |
Kinkyo Takuji
|
||
| Singapore ; ; Hackensack, NJ, : World Scientific Publishing Co. Pte. Ltd., c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global linkages and economic rebalancing in East Asia [[electronic resource] /] / edited by Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori
| Global linkages and economic rebalancing in East Asia [[electronic resource] /] / edited by Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori |
| Autore | Kinkyo Takuji |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific Publishing Co. Pte. Ltd., c2013 |
| Descrizione fisica | 1 online resource (234 p.) |
| Disciplina | 337.95 |
| Altri autori (Persone) |
HamoriShigeyuki <1959->
KinkyoTakuji MatsubayashiYoichi |
| Soggetto topico | Economic development - East Asia |
| ISBN |
1-299-28124-9
981-4412-85-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
CONTENTS; About the Editors; Introduction; Part 1. Business Cycle Synchronization; Part 2. Effects of Policy and Institutional Changes; Part 3. Challenges to China's Rebalancing and Sustainable Growth; Acknowledgment; References; Chapter 1 Decoupling - A Re-Examination Hiroshi Tsubouchi and Hideaki Matsuoka; 1. Introduction; 2. Looking Back at the World Economy Since 1990's; 2.1. 1990's - before the Asian financial crisis; 2.2. First half of the 2000's - before the global financial crisis; 2.3. The latter half of the 2000's - after the global financial crisis; 3. Factors Affecting Decoupling
4. Methodology 5. Decomposition of the Forecast Variance; 6. Conclusion; 7. Supplementary Discussion - Why is a Time-varying Parameter Model Used?; Acknowledgments; References; Chapter 2 Business Cycle Synchronization and Production Fragmentation in East Asia Fumihide Takeuchi; 1. Introduction; 2. Related Literature; 3. The Correlation of Business Cycles and Fragmentation; 3.1. Business cycle synchronization in East Asia and in major advanced countries; 3.2. Fragmentation of production in East Asia and Japan/the United States 3.3. Changes in the economic environment after the Asian financial crisis 4. Structural FAVAR; 4.1. Model; 4.2. Data and model selection; 4.3. Empirical Results; 4.3.1. Variance decomposition; 4.3.2. Examination of the factors; 5. Conclusion; References; Chapter 3 Financial Market Linkage in East Asian Countries Kyosuke Shiotani and Yoichi Matsubayashi; 1. Introduction; 2. Literature Review; 3. Methodologies: Bayesian Network Model; 4. Empirical Evidence; 4.1. Data; 4.2. Empirical study; 5. Conclusion; Appendix: Concept and Structure of Bayesian Network; A.1. Basic concept A.2. Parameter estimation A.3. Learning the Bayesian network; References; Chapter 4 The Impact of East Asian FTAS on the Structure of Demand Hikari Ban; 1. Introduction; 2. Framework and Data; 2.1. CGE and I-O analysis; 2.2. The GTAP model; 2.3. The I-O model; 2.4. Database; 3. CGE Analysis; 3.1. Simulation scenario; 3.2. Simulation results; 4. Input-Output Analysis; 4.1. Dependence on foreign final demand; 4.2. Ripple effects; 5. Conclusion; Appendix; References Chapter 5 Inflation Targeting in South Korea, Indonesia, the Philippines and Thailand: The Impact on Business Cycle Synchronization Between Each Country and the World Takeshi Inoue, Yuki Toyoshima and Shigeyuki Hamori1. Introduction; 2. Background and Features of IT in the Four Asian Countries; 2.1. South Korea; 2.2. Indonesia; 2.3. The Philippines; 2.4. Thailand; 2.5. Effectiveness of IT in the four Asian countries; 3. Literature Review; 4. Impact of IT Adoption on Business Cycle Synchronization with the Rest of the World; 4.1. Empirical techniques; 4.2. Data; 4.3. Empirical results 5. Conclusion |
| Record Nr. | UNINA-9910816658203321 |
|
Kinkyo Takuji
|
||
| Singapore ; ; Hackensack, NJ, : World Scientific Publishing Co. Pte. Ltd., c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global linkages and economic rebalancing in East Asia [[electronic resource] /] / edited by Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori
| Global linkages and economic rebalancing in East Asia [[electronic resource] /] / edited by Takuji Kinkyo, Yoichi Matsubayashi, Shigeyuki Hamori |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific Publishing Co. Pte. Ltd., c2013 |
| Descrizione fisica | 1 online resource (234 p.) |
| Disciplina | 337.95 |
| Altri autori (Persone) |
HamoriShigeyuki <1959->
KinkyoTakuji MatsubayashiYoichi |
| Soggetto topico | Economic development - East Asia |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-299-28124-9
981-4412-85-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
CONTENTS; About the Editors; Introduction; Part 1. Business Cycle Synchronization; Part 2. Effects of Policy and Institutional Changes; Part 3. Challenges to China's Rebalancing and Sustainable Growth; Acknowledgment; References; Chapter 1 Decoupling - A Re-Examination Hiroshi Tsubouchi and Hideaki Matsuoka; 1. Introduction; 2. Looking Back at the World Economy Since 1990's; 2.1. 1990's - before the Asian financial crisis; 2.2. First half of the 2000's - before the global financial crisis; 2.3. The latter half of the 2000's - after the global financial crisis; 3. Factors Affecting Decoupling
4. Methodology 5. Decomposition of the Forecast Variance; 6. Conclusion; 7. Supplementary Discussion - Why is a Time-varying Parameter Model Used?; Acknowledgments; References; Chapter 2 Business Cycle Synchronization and Production Fragmentation in East Asia Fumihide Takeuchi; 1. Introduction; 2. Related Literature; 3. The Correlation of Business Cycles and Fragmentation; 3.1. Business cycle synchronization in East Asia and in major advanced countries; 3.2. Fragmentation of production in East Asia and Japan/the United States 3.3. Changes in the economic environment after the Asian financial crisis 4. Structural FAVAR; 4.1. Model; 4.2. Data and model selection; 4.3. Empirical Results; 4.3.1. Variance decomposition; 4.3.2. Examination of the factors; 5. Conclusion; References; Chapter 3 Financial Market Linkage in East Asian Countries Kyosuke Shiotani and Yoichi Matsubayashi; 1. Introduction; 2. Literature Review; 3. Methodologies: Bayesian Network Model; 4. Empirical Evidence; 4.1. Data; 4.2. Empirical study; 5. Conclusion; Appendix: Concept and Structure of Bayesian Network; A.1. Basic concept A.2. Parameter estimation A.3. Learning the Bayesian network; References; Chapter 4 The Impact of East Asian FTAS on the Structure of Demand Hikari Ban; 1. Introduction; 2. Framework and Data; 2.1. CGE and I-O analysis; 2.2. The GTAP model; 2.3. The I-O model; 2.4. Database; 3. CGE Analysis; 3.1. Simulation scenario; 3.2. Simulation results; 4. Input-Output Analysis; 4.1. Dependence on foreign final demand; 4.2. Ripple effects; 5. Conclusion; Appendix; References Chapter 5 Inflation Targeting in South Korea, Indonesia, the Philippines and Thailand: The Impact on Business Cycle Synchronization Between Each Country and the World Takeshi Inoue, Yuki Toyoshima and Shigeyuki Hamori1. Introduction; 2. Background and Features of IT in the Four Asian Countries; 2.1. South Korea; 2.2. Indonesia; 2.3. The Philippines; 2.4. Thailand; 2.5. Effectiveness of IT in the four Asian countries; 3. Literature Review; 4. Impact of IT Adoption on Business Cycle Synchronization with the Rest of the World; 4.1. Empirical techniques; 4.2. Data; 4.3. Empirical results 5. Conclusion |
| Record Nr. | UNINA-9910465418303321 |
| Singapore ; ; Hackensack, NJ, : World Scientific Publishing Co. Pte. Ltd., c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||