Investigations of the propagation and influence of global shocks among the economies of developed and developing countries. One lens through which to view globa

Machine generated contents note: -- Chapter 1 Moderation Before the Storm -- Chapter 2 When Finance and the Real Economy Collide -- Chapter 3 The Anatomy of Fin

Quantitative Global Bond Portfolio Management offers a comprehensive discussion of quantitative modelling approaches to managing global bond and currency portfo

Theoretical and empirical perspectives on the fragmentation of production processes across borders, shedding light on global sourcing decisions and their econom

This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian