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- Publisher Website: 10.1016/j.jimonfin.2020.102219
- Scopus: eid_2-s2.0-85087405811
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Article: On the (Changing) Asymmetry of Global Spillovers: Emerging Markets vs. Advanced Economies
Title | On the (Changing) Asymmetry of Global Spillovers: Emerging Markets vs. Advanced Economies |
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Authors | |
Keywords | growth spillovers emerging markets advanced economies interdependencies |
Issue Date | 2020 |
Publisher | Pergamon. The Journal's web site is located at http://www.elsevier.com/locate/jimf |
Citation | Journal of International Money and Finance, 2020, Epub 2020-05-22 How to Cite? |
Abstract | This paper examines growth spillovers between emerging markets (EMs) and advanced economies (AEs). Our empirical results based on a two-block set-up and covering the period 1991 to 2015 are twofold. First, we show that the size of the spillovers running from EMs to AEs is about a fifth of these running from AEs to EMs. Second, results point to spillovers from EMs to AEs having increased over the second half of the sample period. We present suggestive evidence that the (evolving) structure of interdependencies play an important role in explaining the existence of “asymmetrical spillovers” between these similar sized blocks. |
Persistent Identifier | http://hdl.handle.net/10722/282840 |
ISSN | 2023 Impact Factor: 2.8 2023 SCImago Journal Rankings: 1.351 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Arezki, R | - |
dc.contributor.author | Liu, Y | - |
dc.date.accessioned | 2020-06-05T06:22:12Z | - |
dc.date.available | 2020-06-05T06:22:12Z | - |
dc.date.issued | 2020 | - |
dc.identifier.citation | Journal of International Money and Finance, 2020, Epub 2020-05-22 | - |
dc.identifier.issn | 0261-5606 | - |
dc.identifier.uri | http://hdl.handle.net/10722/282840 | - |
dc.description.abstract | This paper examines growth spillovers between emerging markets (EMs) and advanced economies (AEs). Our empirical results based on a two-block set-up and covering the period 1991 to 2015 are twofold. First, we show that the size of the spillovers running from EMs to AEs is about a fifth of these running from AEs to EMs. Second, results point to spillovers from EMs to AEs having increased over the second half of the sample period. We present suggestive evidence that the (evolving) structure of interdependencies play an important role in explaining the existence of “asymmetrical spillovers” between these similar sized blocks. | - |
dc.language | eng | - |
dc.publisher | Pergamon. The Journal's web site is located at http://www.elsevier.com/locate/jimf | - |
dc.relation.ispartof | Journal of International Money and Finance | - |
dc.subject | growth spillovers | - |
dc.subject | emerging markets | - |
dc.subject | advanced economies | - |
dc.subject | interdependencies | - |
dc.title | On the (Changing) Asymmetry of Global Spillovers: Emerging Markets vs. Advanced Economies | - |
dc.type | Article | - |
dc.identifier.email | Liu, Y: yangliu5@hku.hk | - |
dc.identifier.authority | Liu, Y=rp02326 | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1016/j.jimonfin.2020.102219 | - |
dc.identifier.scopus | eid_2-s2.0-85087405811 | - |
dc.identifier.hkuros | 310229 | - |
dc.identifier.volume | Epub 2020-05-22 | - |
dc.identifier.isi | WOS:000557908500002 | - |
dc.publisher.place | United Kingdom | - |
dc.identifier.issnl | 0261-5606 | - |