International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?
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Abstract
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DOI: 10.17016/IFDP.2015.1135
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- Ahmed, Shaghil & Coulibaly, Brahima & Zlate, Andrei, 2017. "International financial spillovers to emerging market economies: How important are economic fundamentals?," Journal of International Money and Finance, Elsevier, vol. 76(C), pages 133-152.
- Shaghil Ahmed & Brahima Coulibaly & Andrei Zlate, 2017. "International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?," Supervisory Research and Analysis Working Papers RPA 17-2, Federal Reserve Bank of Boston.
References listed on IDEAS
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Cited by:
- Scott Davis, 2016. "Economic fundamentals and monetary policy autonomy," Globalization Institute Working Papers 267, Federal Reserve Bank of Dallas.
- Yildirim, Zekeriya, 2016. "Global financial conditions and asset markets: Evidence from fragile emerging economies," Economic Modelling, Elsevier, vol. 57(C), pages 208-220.
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- Zelal Aktas & Neslihan Kaya Eksi, 2020. "What Drives Portfolio Flows to Turkey? The Dynamics and a Historical Accounting of the Flows," CBT Research Notes in Economics 2010, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Geun-Young Kim & Hail Park & Peter Tillmann, 2016. "The Spillover Effects of U.S. Monetary Policy on Emerging Market Economies: Breaks, Asymmetries and Fundamentals," Working Papers 2016-1, Economic Research Institute, Bank of Korea.
- Agur, Itai & Chan, Melissa & Goswami, Mangal & Sharma, Sunil, 2019.
"On international integration of emerging sovereign bond markets,"
Emerging Markets Review, Elsevier, vol. 38(C), pages 347-363.
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"Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals,"
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"Boom-and-bust cycles in emerging markets: How important is the exchange rate?,"
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- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," Globalization Institute Working Papers 255, Federal Reserve Bank of Dallas, revised 01 Nov 2015.
- Konopczak, Karolina & Konopczak, Michał, 2017. "Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect," Finance Research Letters, Elsevier, vol. 23(C), pages 239-245.
- Galloppo, Giuseppe & Paimanova, Viktoriia, 2017. "The impact of monetary policy on BRIC markets asset prices during global financial crises," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 21-49.
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More about this item
Keywords
Emerging market economies; financial spillovers; economic fundamentals; vulnerability; depreciation pressure; taper tantrum; financial stress;JEL classification:
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- F30 - International Economics - - International Finance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2015-05-30 (International Finance)
- NEP-MAC-2015-05-30 (Macroeconomics)
- NEP-OPM-2015-05-30 (Open Economy Macroeconomics)
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