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International spillovers in global asset markets

Ansgar Belke () and Irina Dubova

Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking from Verein für Socialpolitik / German Economic Association

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-codes: E52 E58 F42 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cta, nep-eec, nep-ifn, nep-mac and nep-opm
Date: 2017
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https://www.econstor.eu/bitstream/10419/168087/1/VfS-2017-pid-2142.pdf (application/pdf)

Related works:
Journal Article: International spillovers in global asset markets (2018) Downloads
Working Paper: International spillovers in global asset markets (2017) Downloads
Working Paper: International spillovers in global asset markets (2017) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:vfsc17:168087

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