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Global Bonding: Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

Author/Editor: Tamim Bayoumi, Trung Bui.

Release Date:December, 2012

This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. more...



Price: $18.00
Apocalypse then : The Evolution of the North Atlantic Economy and the Global Crisis

Author/Editor: Trung Bui, Tamim Bayoumi.

Release Date:September, 2011

The financial crisis, originated from the collapse of US housing markets in 2008, reverberates around the world. Its destructive force was felt nowhere more keenly than Western Europe. Indeed, it more...



Price: $18.00
Unforeseen Events Wait Lurking : Estimating Policy Spillovers From U.S. to Foreign Asset Prices

Author/Editor: Tamim Bayoumi, Trung Bui.

Release Date:August, 2011

Event studies are used to analyze the impact of U.S. financial, fiscal, and monetary policies from US to foreign asset prices across a range of G20 countries and Switzerland. The initial announcement more...



Price: $18.00