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A Global Flow of Funds Perspective on Debt, Assets, and Imbalances

In: Global Flow of Funds Analysis

Author

Listed:
  • Nan Zhang

    (Hiroshima Shudo University)

  • Yiye Zhang

    (Cornell University)

Abstract

This chapter establishes an analytical framework for examining the global flow of funds (GFF); expanding on the concept, research object, and analytical method for comprehending GFF. The structural changes of the G20, especially China–United States (US) decoupling, are examined alongside the possibility of a debt crisis using stock data to analyze the GFF matrix (GFFM) from 2018 to 2022. The financial network is used to analyze the basic characteristics and risks in the debt market between China (CN) and the US. Finally, CN’s and the US’ debt securities (DS) market positions and mutual financing relationships are analyzed using financial network technology. It also statistically estimates the impact of debt risk transmission. The issues of China–US are also observed in external financial assets and liabilities by stock data. By compiling the GFFM and using the financial network, we measure the risk exposure changes between CN and US external assets and liabilities, centrality, asset influence and liability sensitivity, and debt risk.

Suggested Citation

  • Nan Zhang & Yiye Zhang, 2024. "A Global Flow of Funds Perspective on Debt, Assets, and Imbalances," Springer Books, in: Global Flow of Funds Analysis, chapter 0, pages 179-233, Springer.
    • Handle: RePEc:spr:sprchp:978-981-97-1029-4_4
    DOI: 10.1007/978-981-97-1029-4_4
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