Search results for "International finance"

showing 6 items of 6 documents

Is the Border Effect an Artefact of Geographical Aggregation?

2011

The existence of a large border effect is considered as one of the main puzzles of international macroeconomics. We show that the border effect is, to a large extent, an artefact of geographic concentration. In order to do so we combine international flows with intra-national flows data characterised by a high geographic grid. At this fine grid, intra-national flows are highly localised and dropping sharply with distance. The use of a small geographical unit of reference to measure intra-national bilateral trade flows allows to estimating correctly the negative impact of distance on shipments. When we use sector disaggregated export flows of 50 Spanish provinces in years 2000 and 2005 split…

Border effectEconomics and EconometricsBilateral tradeGeographyOrder (exchange)AccountingPolitical Science and International RelationsEconometricsInternational economicsGridFinanceInternational financeUnit (housing)The World Economy
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Barry Eichengreen: Elusive stability. Essays in the history of international finance, 1919–1939, Cambridge, Cambridge University Press, 1990, 335 pág…

1991

Economics and EconometricsHistoryPolitical scienceEconomic historyInternational financeRevista de Historia Económica / Journal of Iberian and Latin American Economic History
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Volatility transmission patterns and terrorist attacks

2009

The objective of this study is to analyze volatility transmission between the US and Eurozone stock markets considering the effects of the September 11, March 11 and July 7 financial crises. In order to do this, we use a multivariate GARCH model and take into account the asymmetric volatility phenomenon, the non-synchronous trading problem and the crises themselves. Moreover, a graphical analysis of the Asymmetric Volatility Impulse-Response Functions (AVIRF) is introduced, which takes into consideration the crisis effect. Results suggest that there is bidirectional and asymmetric volatility transmission and show the different impact that terrorist attacks had on both markets. El objetivo d…

Estadística matemàticaTheorieanwendungtransmissions de volatilitatFinancial economicsEconomicsAutoregressive conditional heteroskedasticitymercados financieros internacionalesMercados financieros internacionales; Crisis financieras; GARCH multivariante; Transmisión de volatilidad. International financial markets; Stock market crisis; Multivariate GARCH; Volatility spillovers.theory applicationMultivariate garch modelOrder (exchange)Volatility swapFinances internacionalsEconomicsEconometricsddc:330multivariate GARCHcrisis del mercado de valorescrisi del mercat de valorsRisk managementInternational financeStock (geology)Economic Statistics Econometrics Business InformaticsMercat Investigacióvolatility spilloversmercats financers internacionalsbusiness.industryinternational financial marketsFinancial marketWirtschaftstock market crisisjel:C32jel:F30Political EconomyMathematical statisticsjel:G15Estadística matemáticaVolatility Modelling Multivariate Volatility GARCH models International Finance International Asset Pricing Risk ManagementVolkswirtschaftslehreTerrorismWirtschaftsstatistik Ökonometrie WirtschaftsinformatikGraphical analysisVolatility (finance)businessVolatility transmissionGeneral Economics Econometrics and FinanceFinancederrames de volatilidad
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Future directions in international financial integration research - A crowdsourced perspective

2018

This paper is the result of a crowdsourced effort to surface perspectives on the present and future direction of international finance. The authors are researchers in financial economics who attended the INFINITI 2017 conference in the University of Valencia in June 2017 and who participated in the crowdsourcing via the Overleaf platform. This paper highlights the actual state of scientific knowledge in a multitude of fields in finance and proposes different directions for future research.

Financial economicsEconomics and EconometricsSociology of scientific knowledgeHFCredit default swapemsFinancial researchCrowdsourcingHGComputerApplications_MISCELLANEOUSPolitical science0502 economics and business050207 economicsEmerging marketsta512International financeLiterature review050208 financebusiness.industry05 social sciencesPerspective (graphical)MultitudeFinancial integrationPublic relationsFinancial economics Crowdsourcing Literature review Financial researchCrowdsourcingbusinessFinanceInternational Review of Financial Analysis
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The Impact of Globalization on International Finance and Accounting

2018

GlobalizationEconomicsInternational economicsInternational finance
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What Can International Finance Add to International Strategy?

2011

This chapter focuses on the role of corporate financial strategies to improve firms’ market valuations, and thus lower their cost of capital. The identification of successful strategies is accomplished within an overall strategic framework and related to how the firm perceives the degree of international financial integration. Five strategies for how to break out of a segmented, thin domestic capital market are highlighted together with historical success cases. The chapter illustrates the linkages between business strategy, firm motivation, and various financial strategies. JEL: F21, F23, F36, G32, G34.

Multinationales UnternehmenEconomic capitalFinancial ratiojel:F21International businessStrategisches ManagementInternationale Finanzierungjel:F23Corporate financeFinancial capitalddc:330G32G34Industrial organizationInternational financeFinanceFinancial strategyF36business.industryGlobal competitivenessFinancial integrationKapitalkostenCost of capitaljel:G34Financial strategyjel:F36jel:G32Identification (information)Cost of capitalFinancial strategy; Corporate strategy; Global competitiveness; Cost of capitalF21Financial modelingCorporate strategyInternationaler WettbewerbStrategic managementF23BusinessCapital market
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