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Saturday, August 1, 2020 | History

2 edition of international transmission of financial shocks: the case of Japan found in the catalog.

international transmission of financial shocks: the case of Japan

Joe Peek

international transmission of financial shocks: the case of Japan

by Joe Peek

  • 53 Want to read
  • 36 Currently reading

Published by Federal Reserve Bank of Boston in Boston .
Written in English

    Subjects:
  • Bank capital -- Japan.,
  • Bank investments -- Japan.,
  • Banks and banking, Japanese -- United States.,
  • Risk management.,
  • Corporations, Japanese -- United States.,
  • Loans, Japanese -- United States.

  • Edition Notes

    Statementby Joe Peek and Eric S. Rosengren.
    SeriesWorking paper / Federal Reserve Bank of Boston -- no. 96-1., Working paper (Federal Reserve Bank of Boston) -- no. 96-1.
    ContributionsRosengren, Eric S.
    The Physical Object
    Pagination37, [13] p. :
    Number of Pages37
    ID Numbers
    Open LibraryOL15579152M

    Stocks, Bonds, Money markets and exchange rates: measuring international financial transmission. Journal of Applied Econometrics 26 (6): – Eichengreen, Barry J. Cited by: 4. Abstract: This paper provides evidence of transmission of information from the U.S. and Japan to Korean and Thai equity markets during the period from through Information is defined as important macroeconomic announcements in the U.S., Japan, Korea, and Thailand.

    International Transmission of Japanese Monetary Shocks Under Low and Negative Interest Rates: A Global Factor-Augmented Vetor Autoregressive Approach two important financial regulatory reform acts were passed in Japan. The Financial Reconstruction Act created a bridge bank scheme and provided funds for the resolution of failed banks.   India can absorb shocks of pandemic, take the lead in reshaping global order; India can absorb shocks of pandemic, take the lead in reshaping global order At a time when the UNSC, G20, G7 and the EU were inert, Prime Minister Narendra Modi stood out with his initiatives to develop a joint response.

    Japan’s real interest rate has been rising consistently over this period. Japan’s real interest rate turned from being positive to negative during the period. The real interest rate has been falling faster than the nominal interest rate. Using the Fisher equation, the real interest rate in – was – (–) = %. We considered whether country-specific financial shocks have different effects on other countries during periods of crisis. 31 Figure suggest that this is the case. For financial shocks arising from U.S. credit default swaps, spillover effects were large (about a 4 percent reduction in the level of output after one year) during the global.


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International transmission of financial shocks: the case of Japan by Joe Peek Download PDF EPUB FB2

"The International Transmission of Financial Shocks: The Case of Japan," American Economic Review, American Economic Association, vol. 87(4), pagesSeptember. Joe Peek & Eric S. Rosengren, "The International Transmission of Financial Shocks: The Case of Japan," Boston College Working Papers in EconomicsBoston College Department of Economics.

Joe Peek & Eric S. Rosengren, "The international transmission of financial shocks: the case of Japan," Working PapersFederal Reserve Bank of Boston, revised Additional Physical Format: Online version: Peek, Joe.

International transmission of financial shocks: the case of Japan. Boston: Federal Reserve Bank of Boston, J. Peek, E.S.

RosengrenThe international transmission of financial shocks: the case of Japan American Economic Review, 87 (4) (), pp.

Google ScholarCited by: Peek, J. and E. Rosengren, The International Transmission of Financial Shocks: The Case of Japan, American Economic Review, Vol. 87, No. 4, September– Google Scholar Peek, J. and E. Rosengren, Bank Lending and the Transmission of Monetary Policy, Federal Reserve Bank of Boston Conference Series, Is Bank Lending Important for the Author: Kevin T.

Jacques. "The International Transmission of Financial Shocks: The Case of Japan," with Eric Rosengren. American Economic International transmission of financial shocks: the case of Japan book, 87(4): – "Will Legislated Early Intervention Prevent the Next Banking Crisis?" with Eric Rosengren.

Southern Economic Journal 64(1): – International Transmission of the Financial Crisis: Evidence from Japan Article in Japanese Economic Review 67(3):n/a-n/a September with. New bibliography - Economics bibliographies - in Harvard style. Change style powered by CSL. Popular The International Transmission of Financial Shocks: The Case of Japan - SSRN Electronic Journal.

In-text: The International Transmission of Financial Shocks: The Case of Japan. SSRN Electronic Journal. Journal. Raj, A. and Kevin T. The international transmission of capital requirements We aim to estimate the following benchmark model (1) on quarterly data, with lending by FSA-regulated bank i to country j at time t as the dependent variable: (1) Δ l i j t = ∑ k = 0 K β t − k Δ K R i t − k + Ψ G i t + Λ F j t + e i j t, where Δ l i j t is the growth rate of Cited by: The International Transmission of Negative Shocks Through Multinational Companies: The Real Economy Channel Article (PDF Available) September with.

A note on Japanese household debt: international comparison and implications for financial stability1 Shinobu Nakagawa2 and Yosuke Yasui3 Introduction This paper aims to show the difference in vulnerability to financial shocks between Japan’s household sector and its banking sector and between the Japanese and US household by: 3.

The International Transmission of Financial Shocks: The Case of Japan By Joe Peek and Eric S. RosengrenCited by:   While Eaton et al. () argue that demand shocks can explain 80% of the aggregate decline, these authors find that for China and Japan, which account for 15% of world exports, increasing trade costs were as important as demand shocks.

Our article assesses the importance of trade finance by being the first to match exporters with the Cited by:   This paper empirically examines how real estate risk impacts corporate investment and financing decisions. Using a panel of United States firms from towe document that real estate risk is negatively associated with firms’ long-term investments and long-term external financing in equity and debt.

The results are robust to different risk measurements Cited by: 5. Shocks stemming from the global financial crisis have had wide-reaching effects on macroeconomic financial stability in emerging Asia.

Barely two decades after the Asian financial crisis, Asia was suddenly confronted with multiple challenges originating from outside the region: the global financial crisis, the European debt crisis, and finally developed economies’.

Answering this question is crucial for understanding the international transmission of financial shocks and formulating policy. This paper addresses the question by using the method developed in Amiti and Weinstein (forthcoming) to exactly decompose the growth in international bank credit into common shocks, idiosyncratic supply shocks and.

and Financial Crisis in the Great Depression: An International Comparison Ben Bernanke and Harold James Introduction Recent research on the causes of the Great Depression has laid much of the blame for that catastrophe on the doorstep of the international gold standard.

In his new book, Temin () argues that structural flaws of the. Finally, the book turns to issues related to cross-border regulatory coordination, which are becoming increasingly important as financial institutions operate freely across national borders and as capital flows serve as a channel for the rapid international transmission of financial shocks.

Co-published with Brookings Institution Press. financial system, by tracking the rounds of spillovers likely to arise from direct financial linkages.3 This paper shows how network analysis can be used for cross-border financial sector surveillance by simulating different credit and funding shocks to the banking systems of.

One hears somewhat less, though, about how global shocks affect the U.S. economy. 2 So, in my remarks today, I will discuss how the U.S. economy's increasing integration with the rest of the world has made it more exposed to foreign shocks, and I will focus in particular on the channels of transmission through which these shocks operate.

I will. Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers by João Sousa* and Andrea Zaghini** European Central Bank, DG Economics Abstract This paper analyses the international transmission of mone-tary shocks with a special focus on the e ffects of foreign money (“global liquidity”) on the euro area.

We estimate structural.The first reason is that stock market co-movements may take place when the financial markets of two countries are highly integrated so that shocks to the larger country are transmitted to the smaller ones via assets-trading.

An example of this type of spillover is the integration of the capital markets of Argentina and Uruguay.Three channels for international transmission 1.

Trade, certainly the most prominent; 2. Financial linkages; and 3. Market contagion, which has shown to be increasingly critical, as of recently. International transmission mechanisms 7 Overall the most affected region would be the ASEAN one, though repercussions would be not irrelevant across.