Volatility transmission in emerging European foreign exchange markets

V Bubák, E Kočenda, F Žikeš - Journal of Banking & Finance, 2011 - Elsevier
This paper studies the dynamics of volatility transmission between Central European (CE)
currencies and the EUR/USD foreign exchange using model-free estimates of daily …

[HTML][HTML] Macroeconomic effects of fiscal adjustment: A tale of two approaches

W Yang, J Fidrmuc, S Ghosh - Journal of International Money and Finance, 2015 - Elsevier
We investigate the short-term effects of fiscal adjustment on economic activity in 20 OECD
countries from 1970 to 2009. We compare two approaches: the traditional approach based …

Τhe effects of fiscal consolidation in OECD countries

G Georgantas, M Kasselaki, A Tagkalakis - Economic Modelling, 2023 - Elsevier
Fiscal consolidation is essential for safeguarding fiscal sustainability in many OECD
countries in the post COVID-19 era. Several empirical studies have presented evidence in …

Liquidity and macroeconomic management in emerging markets

A Chowdhury, M Uddin, K Anderson - Emerging Markets Review, 2018 - Elsevier
Emerging markets have received considerable attention for foreign investment and
international diversification due to the possibility of higher earnings and a low level of …

The effects of financial crisis on fiscal positions

A Tagkalakis - European Journal of Political Economy, 2013 - Elsevier
The recent financial crisis was characterized by the sizeable fiscal cost of banking sector bail
out operations and the significant automatic and discretionary fiscal policy response to …

How does fiscal policy react to wealth composition and asset prices?

L Agnello, V Castro, RM Sousa - Journal of Macroeconomics, 2012 - Elsevier
We assess the response of fiscal policy to developments in asset markets in the US. We
estimate fiscal policy rules augmented with aggregate wealth, wealth composition (ie …

[HTML][HTML] Political preferences and stock markets

PLT Nguyen, R Alsakka, N Mantovan - International Review of Financial …, 2023 - Elsevier
The aim of this paper is to investigate the sensitivity of stock markets to election uncertainty
and election shock. The analysis employs both fixed effect modelling approach and event …

The impact of government borrowing costs on fiscal discipline

O Tkačevs, K Vilerts - Kyklos, 2019 - Wiley Online Library
This paper studies the impact of government borrowing costs on fiscal discipline against the
background of unprecedentedly low interest rates in advanced economies brought about by …

[PDF][PDF] The dynamic effects of growth, financial development and trade openness on tax revenue in Malaysia

N Loganathan, N Ahmad, T Subramaniam… - International Journal of …, 2020 - ijbs.unimas.my
This study explores the effects of domestic financial development, growth and trade
openness on tax collection for Malaysia using the ARDL and bootstrap rolling window …

Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning

E Polyzos - The Journal of Economic Asymmetries, 2022 - Elsevier
The current paper examines the asymmetric effects of changes to monetary and fiscal
variables on different types of firms in the UAE. We compute impulse responses based on …