Search Results - "Journal of international money and finance"

Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China by Allen, Franklin, Gu, Xian, Jagtiani, Julapa

“…Fintech and decentralized finance have penetrated all areas of the financial system and have improved financial inclusion in the last decade. In this paper, we…”
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Riding the FinTech innovation wave: FinTech, patents and bank performance by Zhao, Jinsong, Li, Xinghao, Yu, Chin-Hsien, Chen, Shi, Lee, Chi-Chuan

“…•Assess the impact of Fintech innovation on Chinese banks’ performance.•Fintech innovation is measured by both patent data and a development index.•Fintech…”
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Modeling fluctuations in the global demand for commodities by Kilian, Lutz, Zhou, Xiaoqing

“…•There are many alternative indicators of global real economic activity.•New evidence and new insights help understand the differences.•Indices derived from…”
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Asymmetric volatility connectedness on the forex market by Baruník, Jozef, Kočenda, Evžen, Vácha, Lukáš

“…•The forex market exhibits asymmetric volatility connectedness.•We use high-frequency data of the most actively traded currencies over 2007–2015.•We document…”
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Forecasting oil price realized volatility using information channels from other asset classes by Degiannakis, Stavros, Filis, George

“…•We forecast oil price realized volatility for 1-day to 66-days ahead.•Different asset classes’ volatilities are considered as information channels.•The use of…”
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Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises by Cortes, Gustavo S., Gao, George P., Silva, Felipe B.G., Song, Zhaogang

“…•We compare the Federal Reserve's responses to the subprime and COVID–19 crises.•Interventions in response to both crises reduced tail risks in US equity…”
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Determinants of global spillovers from US monetary policy by Georgiadis, Georgios

“…•The paper studies global output spillovers from conventional US monetary policy.•The paper employs a mixed cross-section global VAR model with sign…”
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The impact of uncertainty shocks on the volatility of commodity prices by Bakas, Dimitrios, Triantafyllou, Athanasios

“…•We examine the impact of uncertainty shocks on the volatility of commodity prices.•Latent uncertainty has more significant impact compared to the observable…”
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Oil prices and inflation dynamics: Evidence from advanced and developing economies by Choi, Sangyup, Furceri, Davide, Loungani, Prakash, Mishra, Saurabh, Poplawski-Ribeiro, Marcos

“…•We study the impact of global oil price shocks on domestic inflation.•A 10% increase in global oil inflation increases domestic inflation by 0.4 percentage…”
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The impact of oil-market shocks on stock returns in major oil-exporting countries by Basher, Syed Abul, Haug, Alfred A., Sadorsky, Perry

“…•Analysis of effects of oil price shocks on stock markets in oil exporting countries.•Use of a structural VAR for the oil market.•Oil price shocks are relevant…”
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Financial crisis, US unconventional monetary policy and international spillovers by Chen, Qianying, Filardo, Andrew, He, Dong, Zhu, Feng

“…We study the impact of US quantitative easing (QE) on both the emerging and advanced economies, estimating a global vector error-correction model (GVECM). We…”
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Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss by Gkillas, Konstantinos, Gupta, Rangan, Pierdzioch, Christian

“…•We analyze the role of financial stress in forecasting oil-price volatility.•We use various variants of the Heterogenous Autoregressive model of realized…”
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Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations by Kang, Wensheng, Perez de Gracia, Fernando, Ratti, Ronald A.

“…•Oil demand-side shock has a positive effect on the return of oil and gas companies.•Shocks to policy uncertainty have a negative effect on the return.•Effects…”
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Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions by Aizenman, Joshua, Chinn, Menzie D., Ito, Hiro

“…We investigate why and how the financial conditions of developing and emerging market countries (peripheral countries) can be affected by the movements in the…”
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Speculators, commodities and cross-market linkages by Büyükşahin, Bahattin, Robe, Michel A.

“…We use a unique, non-public dataset of trader positions in 17 U.S. commodity futures markets to provide novel evidence on those markets' financialization in…”
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Black swan events and safe havens: The role of gold in globally integrated emerging markets by Bekiros, Stelios, Boubaker, Sabri, Nguyen, Duc Khuong, Uddin, Gazi Salah

“…•We examine hedging and diversification roles of gold for the BRICS markets.•We use wavelet and GARCH-based copula methodologies.•There is evidence of…”
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Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply by Gronwald, Marc

“…•Discussion of how similar Bitcoin is to a commodity.•Detailed empirical comparison with crude oil and gold market.•Introduction of terms such as “demand…”
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Economic uncertainty and the influence of monetary policy by Aastveit, Knut Are, Natvik, Gisle James, Sola, Sergio

“…•High uncertainty is shown to dampen the effects of monetary policy shocks.•The effects are most pronounced for aggregate investment.•Aggregate consumption and…”
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Macro-prudential policies to mitigate financial system vulnerabilities by Claessens, Stijn, Ghosh, Swati R., Mihet, Roxana

“…Macro-prudential policies aimed at mitigating systemic financial risks have become part of the policy toolkit in many emerging markets and some advanced…”
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Financial development and innovation-led growth: Is too much finance better? by Zhu, Xiaoyang, Asimakopoulos, Stylianos, Kim, Jaebeom

“…•Expansion in financial sector would hurt innovation and innovation-led growth.•Countries with higher level of financial development has a lower rate of…”
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