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2 edition of On the measurement of the international propagation of shocks found in the catalog.

On the measurement of the international propagation of shocks

Roberto RigobГіn

On the measurement of the international propagation of shocks

by Roberto RigobГіn

  • 23 Want to read
  • 6 Currently reading

Published by National Bureau of Economic Research in Cambridge, MA .
Written in English

    Subjects:
  • Financial crises -- Measurement -- Mathematical models.,
  • Stock exchanges -- Mathematical models.,
  • Contagion (Social psychology) -- Economic aspects -- Mathematical models.,
  • Stock price forecasting -- Mathematical models.

  • Edition Notes

    Other titlesMeasurement of the international propagation of shocks, International propagation of shocks
    StatementRoberto Rigobon.
    SeriesNBER working paper series -- no. 7354, Working paper series (National Bureau of Economic Research) -- working paper no. 7354.
    ContributionsNational Bureau of Economic Research.
    Classifications
    LC ClassificationsHB1 .W654 no. 7354, HB3722 .W654 no. 7354
    The Physical Object
    Pagination40 p. :
    Number of Pages40
    ID Numbers
    Open LibraryOL22394137M

    contagion as the propagation of shocks across markets by means outside of fundamental transmission channels. Shift contagion, according to Rigobon, refers to a change in the strength of the propagation of shocks. Rigobon also presents a theoretical taxonomy to explain the various ways by which shocks are propagated across markets. Abstract. In blast waves experimental characterization, the electronic method is one of the most simple and reliable for pressure measure. Generally made by piezoelectric material, these compact and small electronic transducers are widely used to detect the shock wave arrival time and, if properly calibrated, the hydrostatic : Pietro Tadini, Kevin Gault, Isabelle Sochet.

    This proceedings book presents the results of the 31st International Symposium on Shock Waves (ISSW31), held in Nagoya, Japan in It covers among others blast waves, chemical reacting flows, chemical kinetics, detonation and combustion, flow visualization, and shock waves in . Measures of financial stability – a review Blaise Gadanecz and Kaushik Jayaram1 Introduction Unlike price stability, financial stability is not easy to define or measure given the interdependence and the complex interactions of different elements of the financial system among themselves and with the real economy.

    These proceedings collect the papers presented at the 30th International Symposium on Shock Waves (ISSW30), which was held in Tel-Aviv Israel from July 19 to J The Symposium was organized. Mergers have been a topic of considerable interest in the United States for at least a century. Following the first great merger wave that began at the end of the 19th century, several studies tried to explain its causes and effects. 3 An “impelling force” behind the mergers was “a wave of frenzied speculation in asset values” (Markham, ).Cited by:


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On the measurement of the international propagation of shocks by Roberto RigobГіn Download PDF EPUB FB2

Additional Physical Format: Online version: Rigobón, Roberto. On the measurement of the international propagation of shocks. Cambridge, MA.: National Bureau of.

Get this from a library. On the measurement of the international propagation of shocks. [Roberto Rigobón; National Bureau of Economic Research.] -- Abstract: In this paper I offer an alternative identification assumption that allows one to test for changing patterns regarding the international propagation of shocks when endogenous variables.

Downloadable. In this paper I offer an alternative identification assumption that allows one to test for changing patterns regarding the international propagation of shocks when endogenous variables, omitted variables, and heteroskedasticity are present in the data.

Using this methodology, I demonstrate that the propagation mechanisms of 36 stock markets remained. portance of common shocks among the G-7 countries.

Eickmeier () emphasizes that the impact of globalization on international propagation of macroeconomic shocks is unclear and needs to be studied further.

In this paper we contribute by using a new connectedness-measurement technology fun. On the measurement of the international propagation of shocks: Is the transmission stable.

Article in Journal of International Economics 61(2) December with ReadsAuthor: Roberto Rigobon. Financial Frictions, Financial Integration and the International Propagation of Shocks Article in Economic Policy 27(70) April with 70 Reads How we measure 'reads'.

Downloadable. The extraordinary events surrounding the Great Recession have cast a considerable doubt on the traditional sources of macroeconomic instability.

In their place, economists have singled out financial and uncertainty shocks as potentially important drivers of economic fluctuations.

Empirically distinguishing between these two types of shocks, however, Cited by:   We show that input specificity is a key driver of the propagation of firm-level shocks. To do so, we construct three measures of suppliers’ specificity. The first one borrows from the Rauch ()classification of goods traded on international markets.

Second, we use suppliers’ R&D expenses to capture the importance of relationship-specific Cited by: Engineering Acoustics is a featured book on Wikibooks because it contains substantial content, it is well-formatted, and the Wikibooks community has decided to feature it on the main page or in other places.

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Krugman, and Anthony J. Venables (Eds.). As Table 1, the standard Christiano et al. () SVAR, the Faust et al. () HFI, Uhlig's () and Amir Ahmadi and Uhlig's () sign restrictions, Smets and Wouters’ () estimated DSGE model, and Bernanke et al.’s () FAVAR all produce rather small effects of monetary policy shocks.

Also, most are plagued by the price puzzle to greater or lesser by:   Loan syndication increases bank interconnectedness through co-lending relationships.

We study the financial stability implications of such dependency on syndicate partners in the presence of shocks to banks’ capital. Model simulations in a network setting show that such shocks can produce rare events in this market when banks have shared loan Cited by: 4.

Calculation of wave propagation is critical to assessing the response of solid bodies to transient loading. The measurement of the wave propagation features of a solid can reveal many aspects of the material EOS, failure characteristics and deformation properties of a solid.

Sonic wave propagation. High power laser irradiation of solids results in a strong shock wave propagation, driving very high amplitude pressure loadings with very short durations.

These particular characteristics offer the possibility to study the behaviour of matter under extreme dynamic conditions in continuity with what is possible with the conventional generators. Loan syndication increases bank interconnectedness through co-lending relationships.

(RCAP)--Analysis of risk-weighted assets for credit risk in the banking book. Basel Committee on Banking Supervision,Bank for International Settlements.

The role of portfolio constraints in the international propagation of shocks. Review of Cited by: 4. Shock measurement. Shock measurement is of interest in several fields such as Propagation of heel shock through a runner's body; Measure the magnitude of a shock need to cause damage to an item: fragility.

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On the Measurement of the International Propagation of Shocks: Are they Stable?, Journal of International Economics, VolThe Curse of Non-investment Grade Countries, Journal of Development Economics, Vol Issue 2. Leonnig and Rucker, with deep and unmatched sources throughout Washington, D.C., tell of rages and frenzies but also moments of courage and perseverance.

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international propagation and transmission of business cycles. Morgenstern's () book is a classic reference on this subject, but discussions of the link between financial markets and business cycles can be found in the earlier writings of Mitchell. Basel Committee on Banking Supervision Working Paper no.

25, Bank for International Settlements. Google Scholar; BCBS (b). Regulatory consistency assessment programme (RCAP)--Analysis of risk-weighted assets for credit risk in the banking book.

Basel Committee on Banking Supervision,Bank for International Settlements. Google Scholar. This textbook treats the broad range of modern acoustics from the basics of wave propagation in solids and fluids to applications such as noise control and cancellation, under-water acoustics, music and music synthesis, sonoluminescence, and medical diagnostics with ultrasound.

The discussion begins with a historical overview. It then turns to a derivation of the. Abstract. This paper considers the implications of habit formation and financial frictions for the propagation of macroeconomic shocks. In a model that is capable of matching asset pricing moments, a short-lived shock that destroys a small fraction of the economy’s stock of pledgeable collateral generates a persistent recession, a stock market crash, and a flight-to Cited by: 3.These proceedings collect the papers presented at the 30th International Symposium on Shock Waves (ISSW30), which was held in Tel-Aviv Israel from July 19 to J The Symposium was organized by Ortra Ltd.

The ISSW30 focused on the state of knowledge of the following areas: Nozzle Flow.