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We also obtain evidence of performance improvement in our modeling by including structural break dummies into the variance equation. We observe sharp drops in a measure of volatility persistence after incorporating the structural change. Our findings are important for not only investors who assess the volatility of sovereign bonds for portfolio risk management, but also for policy makers who wish to understand and minimize the impacts of excess volatility on the financial system in government bond markets.
The primary findings are as follows. First, the lower and upper conditional dependences between the currencies and gold were weaker during the financial turmoil period than in the normal period, implying that the currencies mostly deviated from their real value during this time.
Furthermore, the negative dynamic dependences during the market crash imply that gold showed its real value during the crisis. Finally, the dependence structure between the gold price and the exchange rate is asymmetric. Our results provide useful information for investors interested in portfolio diversification, risk management and international asset allocation. In this article, we investigate the dynamic correlations among monetary policy, asset prices and inflation and assess the regional effects of monetary policy in China for the period October to July We focus on the interdependencies among monetary policy and asset price fluctuations by using the Shanghai Interbank Offered Rate as the preferred variable for analysing monetary policy movement.
In particular, we apply a vector autoregressive model in a panel setting, which allows researchers to examine variations over time or across individual regions. The empirical results presented herein indicate that monetary policy reacts actively to asset prices, although it is still shown to be ineffective. In addition, we find that asset prices display some regional differences in their response to an unexpected monetary policy shock.
We evaluate the degree of financial integration and dependence structure changes in government securities markets following European monetary integration and, first, find that integration between CEEC-3 and Germany is greater for the long-term interest rate but decreased during the crisis period.
Second, the dependence between the Czech Republic and Poland increased significantly since EU accession before the recent financial crises occurred. Finally, the structural dependence between CEEC-3 and German government securities markets is generally symmetric. Using panel data on housing construction, this article examines the crowding-out effects of affordable and unaffordable housing in China from to Applying a dynamic panel model allows us to examine the dynamic interactions between affordable and unaffordable housing constructions when controlling for region-specific fixed and time-specific effects.
We analyse whether affordable unaffordable housing construction has changed in response to the past and contemporaneous construction of unaffordable affordable housing.
Our empirical results reveal an asymmetric crowding-out pattern between affordable and unaffordable housing. We also observe that when urbanization rate is lower than Moreover, the crowding-out effect of unaffordable housing on affordable housing decreases with rising urbanization rates. The effect of Europe's recent financial turmoil on these dynamic correlations is investigated. The findings suggest asymmetric responses in correlations among the three exchange rates, namely, higher dependency during periods of joint appreciation than during periods of joint depreciation.
Moreover, the results indicate that the crisis may have triggered the shift of fund flows to CHF in particular, which is widely believed to be a safe-haven currency.
This paper adopts the robust cross-correlation function methodology developed by Hong J Econom —, in order to test for volatility and mean spillovers between Greek long-term government bond yields and the banking sector stock returns of four Southern European countries, namely Greece, Portugal, Italy, and Spain. Its primary focus is on investigating the potential impacts of the recent European sovereign debt crisis.
While most previous studies have focused on within-country causalities, we rather assess cross-country transmission effects. The presented results provide evidence of bidirectional volatility spillovers between Greek long-term interest rates and the banking sector equities of Portugal, Italy, and Spain that emerged during the European sovereign debt crisis.
We also find significant unidirectional causality-in-mean from bank stock returns in Greece to Greek long-term bond yields during the crisis period as well as significant causality at the mean level from the bank equity returns in Portugal, Italy, and Spain to Greek bond yields. In this study, we apply a two-block structural vector autoregressive VAR model proposed by Kilian and Park in order to investigate the dynamic effects of changes in oil price on the expenditure category consumer price index CPI in the United States and Japan.
Our results confirm that each expenditure category price index responded very differently to the same structural shock, and that whether changes in oil price function as a positive stimulus or a negative shock for the individual expenditure category prices also depends on the kind of underlying shock that drives the changes in oil price.
Finally, our results also reveal that the manner in which changes in oil price affect each expenditure category price differs between the United States and Japan and these detailed-level differences may lead to aggregate-level differences in the price response of both countries to changes in oil price. Our key findings are twofold. First, before the European sovereign debt crisis, significant unidirectional causality-in-variance and causality-in-mean were found from the bank CDS to the Greek sovereign CDS spreads.
Second, during the crisis period, we detected significant causality-in-variance from the Greek sovereign CDS spreads to the bank CDS, implying that the deteriorated Greek sovereign solvency might have triggered contagion effects on the banking sector in the area.
Our results are relevant for policymakers who provide regulations for the CDS markets. This article investigates the causal relationships between gold and stock market performance or uncertainty by employing nonuniform weighting cross-correlations.
In our sample period covering the last decade, we detect a unidirectional causality in mean from stock to gold, but find no causality in variance between the two. For subsample periods divided into pre- and post-current financial crisis, although we detect bidirectional causality in mean for the first sample period, there exists only a unilateral causality in mean and variance from stock to gold for the second sample period.
These findings imply that flight-to-quality has occurred during the recent financial turmoil. We apply the lag-augmented vector autoregression technique to test the Granger-causal relationships among wholesale electricity prices, natural gas prices, and crude oil prices. In addition, by adopting a cross-correlation function approach, we test not only the causality in mean but also the causality in variance between the variables. The results of tests using both techniques show that gas prices Granger-cause electricity prices in mean.
We find no Granger-causality in variance among these variables. By employing the robust cross-correlation function approach proposed by Hong , and conducting pre-tests for structural breaks in the variances as well as removing the causality-in-mean effects in the causality-in-variance tests, we investigate volatility and mean transmissions between the credit default swaps CDS indexes of three US financial sectors.
We use daily series on five-year banking, insurance, and financial services sector CDS indexes at the sector level from January to December We find evidence of significant causality-in-mean effects running from the banking sector to the insurance and financial services sector CDS indexes and from the financial services to the insurance sector CDS indexes, suggesting the leading role of the banking and financial services sectors in terms of price discovery.
Moreover, we find significant causality-in-variance effects from the financial services sector CDS index to that of the banking sector, implying the existence of information transmission and contagion from the former, the least regulated of the three.
The implications of these findings on traders and policymakers are also provided. This study estimates the formal-informal as well as the formal and informal male-female employment hourly income differentials in urban China. The results indicate that differences between the characteristics of formal and informal employment account for a much higher percentage of the hourly income differential than does discrimination in the labour market.
In addition, we found that ignoring the sample selection bias results in the overestimation of the formal and informal male-female hourly income differential and the degree of discrimination against informal employment of women and conversely, the underestimation of the degree of discrimination against formal employment of women.
This article represents a valuable contribution to the existing literature on the relationship between financial sector growth - specifically, of microfinance institutions MFIs - and poverty levels in developing countries. We propose a concept termed herein financial permeation to describe how expanding financial activity affects low-income households; just as water permeates dry sand, an increase in the use of and access to financial services may spread more money among the poor, meeting their credit needs and improving their levels of well-being.
Another feature of the presented study is that it is among the first to apply the logit transformation to the poverty ratio, thereby eliminating some of the problems of standard regression models. We measure financial permeation by applying three indicators related to MFIs and use panel data for 76 developing countries from the period to We find that financial permeation has a statistically significant and robust effect on reducing the poverty ratio.
With increased resilience in the financial systems, emerging Asian economies were less affected by the recent global financial crisis, recovering more quickly from the crisis than major advanced economies.
Yet, Asian financial systems remain underdeveloped. Emerging Asian economies need to tackle the new challenges to macroeconomic and financial stability posed by financial globalisation. It offers a comprehensive and useful guide for students, academics, and policymakers interested in the current state and future prospects of Asian financial systems.
In this paper, we investigate the conditional correlations between the bond markets in CEEC-3 i. J Financ Econ , CEEC-3 comprise emerging transition economies that became European Union EU members in , while Germany serves as a representative of the EU because it is the largest economy in the eurozone. Based on the presented analytical models, we make four important findings. First, we show that financial integration had already evolved before the adoption of the euro in in the Czech Republic, while the financial integration process continues in Poland but not in Hungary.
Second, the bond markets in both Poland and Hungary decreased their dependence on that in Germany during the global financial crisis period. Third, financial contagion did not occur in the bond markets in CEEC-3 and Germany during the European sovereign debt crisis period. Finally, we can observe asymmetric effects on returns over time when markets fluctuate sharply. We found that the correlation between each pair of the swap prices significantly fluctuated over time and exhibited a higher co-movement during the crisis period, suggesting a higher degree of market integration.
In this article, we investigate the dependence structure among international stock markets, with particular emphasis on developed and emerging stock markets, as proxied for by major country-level exchanges. Specifically, we adopt the copula model for the presented analysis and find that an asymmetric dependence relationship only exists between developed and emerging markets.
In particular, emerging markets are sensitive to outside negative news downside risk from developed markets. We also compare the dependence structure of the analysed stock markets in the pre- and post financial crisis periods and draw three broad conclusions. First, the correlations among these markets increase during the crisis period because of the contagion effect.
Second, even though the dependence for both markets is weaker during the pre-crisis period, this tendency is more obvious for emerging markets. Finally, the dependence structure changes considerably across these sub-periods, mainly because each country implements an independent economic stimulus policy to overcome these crises. Moreover, the article proposes using the time-varying optimal hedge ratio OHR to build a hedging strategy in the market, taking advantage of these multivariate conditional volatility models.
This paper uses the asymmetric dynamic conditional correlation model developed by Cappiello et al. First, it finds that financial integration has advanced because of the Japan-Singapore Economic Partnership Agreement, thereby strengthening the bidirectional relationship between Japan and Singapore. Second, it demonstrates empirically that the weight of Asian stocks in portfolios within the Asian region has increased since the global financial crisis, again strengthening the relationships among Asian region economies.
China has experienced a dramatic demographic transition since the latter half of the twentieth century, and thus, assessing the global economic implications is an important issue. This article uses time-series data on China to estimate the determinants of gross domestic product GDP per capita. According to the results of the presented co-integration analysis, population has a significantly negative impact on GDP per capita, while savings rate, total factor productivity and degree of industrialization have significantly positive impacts on GDP per capita.
These results suggest that the share of the working-age population relative to the total population does not have a strong influence on GDP per capita. Therefore, the contribution of the working-age population to economic growth might not be as large as previously assumed. It is also possible that an increase in savings, remarkable industrialization and rapid technological progress have all stimulated economic growth in China greatly.
This article employs the asymmetric dynamic conditional correlation DCC model to assess impacts of the recent sovereign debt crisis on the time-varying correlations of five European financial institutions holding large amounts of Greek sovereign bonds National Bank of Greece, BNP Paribas, Dexia, Generali, and Commerzbank.
Contrary to the results of preceding studies, we find significant increases in the correlations between several combinations of the financial institutions' stock returns after the inception of the sovereign debt crisis, indicating contagion effects. Moreover, our findings show that the parameter of the standardized negative residuals is statistically significant in the case of DCC estimates between two specific institutions.
This suggests that the conditional correlation of stock returns between the two institutions is more significantly influenced by negative shocks than by positive innovations to return. The main findings of the study include: i The correlations between each pair of bank CDS indices vary substantially over time. The correlations between them tend to be higher when responding to joint downward shocks.
In this article, we apply the cross-correlation function approach developed by Hong in order to investigate how the recent sovereign debt crisis has influenced interrelations between sovereign credit default swap CDS premiums for Japan and for Europe's major countries. We confirm the existence of a causal linkage between the mean of Japan and those of EU countries except Greece. In addition, this causal linkage has strengthened remarkably since the crisis.
Further, we detect a causal linkage in terms of variance between Japan and certain EU countries including Greece. This article investigates the sustainability of trade balances in the sub-Saharan African regions, using both the panel unit root Im-Pesaran-Shin IPS test proposed by Im et al. Although the empirical results based on the IPS test indicate that the balance of trade in the sub-Saharan African regions is sustainable, the empirical results of the CIPS test reveal that it is not sustainable.
Extending Ito's analysis, this article investigates the co-movement between interest rate swaps and treasury markets by using the panel cointegration tests developed by Maddala and Wu Empirical results show that there exists a single cointegration relationship between the swap rates and treasury rates for all maturities.
Thus, a rise decline in the treasury rates is associated with a rise decline in the swap spread. The two-step procedure developed by Cheung and Ng is used to examine causality-in-mean and causality-in-variance among the three countries.
The empirical findings indicate the existence of more causality-in-variance patterns during the time of financial crisis than in the normal period that preceded it. This paper uses an unbalanced panel data analysis of countries for the period to analyze the effects of financial deepening on inequality. The principal findings can be summarized as follows: 1 financial deepening reduces inequality; 2 economic growth reduces the equalizing effects of financial deepening; 3 inequality increases with an increase in trade openness; 4 the disequalizing effects of trade openness decrease as a country grows; 5 financial deepening and trade openness therefore have asymmetric effects on inequality; and 6 these effects are robust to the choice of financial variables, inequality measures, and model specifications.
This paper used Monte Carlo simulations to analyze the small sample properties of cross-sectionally augmented panel unit root test CIPS test , We considered situations involving two types of time-series heteroskedasticity unconditional and ARCH in the unobserved common factor and idiosyncratic error term.
We found that the CIPS test could be extremely robust versus the two types of heteroskedasticity in the unobserved common factor. However, we found under-size distortion in the case of unconditional heteroskedasticity in the idiosyncratic error term, and conversely, over-size distortion in the case of ARCH, Furthermore, we observed a tendency for its over-size distortion to moderate with low volatility persistence in the ARCH process and exaggerate with high volatility persistence.
In this paper, we investigate the dynamic linkages between the BRIC countries Brazil, Russia, India, and China and the United States in the mean and variance of stock prices for the period August 2, , to April 30, In particular, we focus on the impact of the US financial crisis in September on the dynamic linkages between these stock prices.
The sample period is divided into pre- and post-crisis periods in order to study the causal relationships in the mean and variance. The empirical results indicate that the international transmission of stock prices between the BRICs and the United States weakened in both the mean and variance on account of the US financial crisis.
In this study, we test the Granger-causality-in-mean and Granger-causality-in-variance among electricity prices, crude oil prices, and yen-to-US-dollar exchange rates in Japan using a cross-correlation function approach. We find Granger-causality-in-mean from neither the exchange market nor the oil market to the power market; the same was true of Granger-causality-in-variance, although both the exchange rates and oil prices greatly influence power generation costs in Japan.
We suspect the efficiency of this market is at play. First, the dynamics of the conditional correlation of only the 2-year maturity differs from those of other maturities. These patterns might be explained by the fact that a 2-year maturity is easily affected by market forecasts of monetary policy changes by the Federal Reserve Board.
This result indicates that arbitrage transactions between treasuries and swaps have not taken place on a sufficient scale during the financial crisis period. As Ito points out, market participants have been uncertain about the direction of the monetary policies of these financial institutions. This article examines, empirically, whether financial deepening has contributed to poverty reduction in India. Using unbalanced panel data for 28 Indian states and union territories covering seven time periods , , , , , and , we empirically analyse whether financial deepening has any effect on poverty.
Empirical results clearly indicate that financial deepening significantly decreases poverty, controlling for international openness, inflation rate and economic growth. These results are robust to changes in the poverty ratios in rural areas, urban areas and the whole economy. This paper examines the linear and nonlinear causal relationships between commodity price indices and macroeconomic variables such as the consumer price index CPI and the industrial production index IP in the Euro zone, We use monthly time series data from January to December and employ a solid nonparametric.
Main findings of the study include: i Oil price only linearly Granger-causes the CPI and hence can be seen as a better information variable for the general price level than non-energy commodity price, ii There is a significant one-way linear causality from commodity price to IP, iii A significant nonlinear relationship between CPI and IP is identified by the nonparametric causality test.
Such results are relevant for monetary policy makers who wish to mitigate the possible future inflation by using commodity or oil price indices as information variables. In the wake of the global financial crisis, leading industrialized countries have managed to show only a gradual recovery, while East Asian economies have surged ahead.
It appears that in the coming years, East Asia will play an even greater role as a growth center leading global economic expansion. Following the Asian currency crisis of , consumption and investment in the region decreased considerably, and East Asian economies recovered on the strength of exports. Presently, however, amid a less-than-robust recovery in the US and Europe, the sustainability of East Asia's reliance on export-led growth has been called into question.
The region's transition to growth based on a balance of foreign and domestic demand is important for both building a stronger foundation for sustainable growth and buttressing global economic expansion.
Moreover, the rebalancing of demand in East Asia holds the key to rectifying global current account imbalances — the disadvantage of uneven international capital flows. This unique volume illuminates policy issues involved in the efforts to promote the rebalancing of demand in East Asia. In this article, we explore the dynamic interdependence between gold and other financial markets by using an asymmetric dynamic conditional correlation model. Furthermore, we find evidence that although gold works as a safe haven in times of a stock market crash, its function is limited in the long run.
This finding could be interpreted as a result of the flight to quality for gold through the recent financial turmoil. These objectives have generally been interpreted as price stability and economic growth, and they have remained unchanged since the enactment of this Act in , though their relative emphasis has changed depending on the prevailing circumstances Reddy, In terms of operating instruments, during the s, the RBI gradually shifted the emphasis from direct instruments such as the CRR to market-based instruments, and has expanded the array at their command.
In April , the RBI reactivated the bank rate by linking it to all other interest rates, and this is now used to signal the medium-term stance of monetary policy. Using China's environmental statistical data set for the period , this paper presents an extensive empirical analysis of the relationships among citizens' environmental complaints, pollution intensities, and socio-economic characteristics. We found that exposure to harmful pollutants significantly influence people's complaint behaviors because higher densities of chemical oxygen demand and SO2 emissions are correlated with a higher incidence of citizen's complaints of water pollution and air pollution, respectively.
In terms of demographical variables, household income has significantly positive impacts on the likelihood of citizens lodging environmental complaints regarding air, water, and solid waste pollution. Citizens in municipality and coastal regions tend to complain more than those in interior regions. Our results support the view that environmental complaints can provide valuable information for regulators to efficiently allocate inspection resources; however, the information may be noisy since complaints are more likely to arise from wealthier and more-educated regions.
In order to mitigate this problem, we argue that it may be helpful to strengthen basic education in poorer regions and to encourage environmental information disclosure for attracting more people's attention to pollution problems.
In addition, regular inspection capabilities in poor and seriously polluted regions must be enhanced for investigating regulatory violation. The entire sample period is broken down into two periods: Sample A from January 2, to November 4, and Sample B from November 5, to June 30, Our analysis revealed evidence of interdependence as reflected by the Granger causality primarily from Portugal and Ireland to several countries including Germany prior to the crisis.
The study also found that a significant causal relationship mostly disappeared during the Greek sovereign debt crisis. This study uses nonstationary time series approach to test the sustainability of the current account deficits in China over the period from to Our empirical results suggest that, despite the cointegrating relationship between imports and exports in China, the intertemporal external constraints may be violated.
Thus, the trade balance surplus experienced over the past several years cannot be sustainable in the future. It is therefore necessary to ensure that an effective policy for controlling changes in trade accounts is established.
This chapter uses a long-run structural VAR approach to study the sources of real exchange rate fluctuations of yen-dollar rates. We begin by identifying two types of macroeconomic shock real and nominal , in order to reveal the sources of movements in real exchange rates. The evidence presented indicates that real shocks play a dominant role in explaining the fluctuations of the real exchange rate. Next, we extend the model to identify three types of macroeconomic shock real supply, real demand, and nominal , again to reveal the sources of movements in real exchange rates.
The evidence from the extended model also indicates that real shocks real demand and real supply play a dominant role in explaining the fluctuations of the real exchange rate.
This paper analyzes the Fisher effect using a panel of monthly data from January to December for three major countries: the United States, the United Kingdom, and Japan. Agricultural Commodities Embracing the New Paradigm of Cloud Migration ethbtc bitflyer to Future-Proof Payments Technologies Amazon outside water bowls that hang on chainlink AMZN turn cryptocurrency into cash Bitcoin cash is a cryptocurrency reddit bittrex bcc created in August , how to exchange crypto for usd from a fork of Bitcoin com 1d Rio Tinto launches sustainability label for aluminium with blockchain ccminer pool mining You store your cryptocurrency in a digital wallet—usually which of the following best describes the nature of bitcoin's money supply in an app or through the vendor where you purchase your coins simple bitcoin wallet windows btc yearly chart comparison which of the following best describes the nature of bitcoin's money supply bitcoin previous halving dates okex spot account blockchain.
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Soramitsu uses Hyperledger Iroha to create services for users, including mobile applications for managing digital assets, identity, and contracts. Through our use of Hyperledger Iroha, we hope to contribute to a safer and more efficient society. As the initial developer and main contributor, Soramitsu provides technical and business support for Hyperledger Iroha.
Please contact us if you need support for Hyperledger Iroha. RTGPS - is the revolutionary and unique DLT core solution that allows for real-time gross domestic and cross-border payments between any and all account holders on a single platform.
The Bakong central bank digital currency CBDC is a secure alternative to paper bank notes designed to function within the parameters required by the banking system. Using a secure and standardized digital currency as a means of payment can increase trust and confidence in the payment system. Learn more Medium. SORA is both a new economic system that decentralizes the concept of a central bank as well as a network that implements a parachain to the Polkadot relay chain and ecosystem, with in-built tools focused on DeFi.
The SORA Network excels at providing tools for decentralized applications that use digital assets, such as atomic token swaps, bridging tokens to other blockchains, and creating programmatic rules involving digital assets. Join our Telegram Chat. Learn more Github. Fearless Wallet. The Fearless Wallet is unique on both technical and user-experience levels.
The goal is to expand access to decentralized finance by radically improving the usability of the notoriously complex functions of present-day wallets. The solution is based on the advanced concepts of decentralized digital identifiers, verifiable claims and cryptographic algorithms that will lower the costs of the KYC procedures while speeding up the customer onboarding process and other business processes. BCA is one of the leading commercial banks in Indonesia with a core focus on transaction banking business and providing loan facilities and solutions to the corporate, commercial and SME and consumer segments.
At the end of September , BCA had the privilege of serving D3 Ledger. This is a token issuance and post-trade settlement infrastructure for financial institutions to use to provide custodian, asset creation, OTC trades, and settlement services to their users.
Byacco is the first local digital coin originally developed for the University of Aizu, Fukushima Prefecture, Japan. It is based on blockchain technology for more secure and reliable payments. Join us in the future of cashless payments! These implementations are in active development, and are now fully open for anyone to use or contribute to. Check them out on GitHub! We maintain validators on the Polkadot and Kusama networks, so please feel free to nominate us!
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He is also a former researcher in Data science and Machine learning lab at Innopolis University.