Handbook of financial integration - Caporale, Guglielmo M. (Edward Elgar Publishing, 2024)
Contents:; PART I INTRODUCTION; 1 Introduction to the Handbook of Financial Integration: new research; developments 2; Guglielmo Maria Caporale; PART II MEASURING FINANCIAL INTEGRATION; 2 Measuring financial integration: more data, more countries, more expectations 11; Menzie D. Chinn and Hiro Ito; 3 Investor attention to news on financial integration and currency returns 57; Ilias Filippou, My T. Nguyen and Mark P. Taylor; 4 Contingent linear financial networks 74; Bomin Jiang, Roberto Rigobon and Munther A. Dahleh; PART III FINANCIAL INTEGRATION OF STOCKS, BONDS AND; OTHER ASSETS; 5 Shocks and global asset market connectedness 108; Marcello Pericoli and Kamil Yilmaz; 6 Global financial stress and financial transmission channels 134; Sandra Eickmeier, Norbert Metiu, Josefine Quast and Sabine Tanneberger; 7 The evolving landscape of energy finance: challenges and opportunities; during global uncertainty 172; John W.
- Goodell and Shaen Corbet; 8 US municipal green bonds and financial integration 192; Guglielmo Maria Caporale and Nicola Spagnolo; 9 Investing through Fed regime changes in the post-crisis period 206; Haroldo Daltin and Michael Melvin; 10 The impact of trading fragmentation in securities markets 224; Giovanni Cespa; PART IV FINANCIAL INTEGRATION AND THE FOREIGN EXCHANGE; MARKET; 11 Changes in economic and financial structure and the international integration; of capital markets over the past century and a half 240; James R.
- Lothian; 12 Financial integration, institutional quality, and real exchange rates: evidence; from emerging markets 255; Zunaira Aman, Sushanta Mallick and Ilayda Nemlioglu; 13 Measuring currency dominance 292; Joscha Beckmann; 14 Financial integration and exchange market pressure 312; Kate Phylaktis and Muhammad Aftab; 15 Firms, currency hedging, and financial derivatives 340; Laura Alfaro, Mauricio Calani and Liliana Varela; PART V FINANCIAL INTEGRATION AND THE BANKING SECTOR; 16 The financial integration of banks: a survey 372; Destan Kirimhan and James E.
- Payne; 17 Transatlantic differences in bank resilience 388; Thomas Gehrig, Maria Chiara Iannino and Stephan Unger; 18 Proactive risk-taking and loan performance: evidence from bank holding; companies 417; Iftekhar Hasan, Mingsheng Li, Liuling Liu and Yun Zhu; PART VI EUROPEAN FINANCIAL INTEGRATION; 19 Integration or fragmentation? A closer look at euro area financial markets 443; Martin Feldkircher and Karin Klieber; 20 European 'fear' indices 470; Wolfgang Aussenegg, Lukas Goetz and Ranko Jelic; 21 Financial integration and European tourism stocks 495; Guglielmo Maria Caporale, Stavroula Yfanti, Menelaos Karanasos and; Jiaying Wu; 22 The European Banking Union: integrating supervisory approaches 539; Franco Fiordelisi and Giulia Scardozzi; 23 Financial integration and economic growth in Europe 550; Guglielmo Maria Caporale,
- Anamaria Diana Sova and Robert Sova; PART VII FINANCIAL INTEGRATION AND POLICY ISSUES; 24 The integration of the financial system in macroeconometric models for; policy simulation 565; Riccardo Barbieri Hermitte, Carlo A. Favero, Valeria Macauda, Mara Meacci,; Francesco Nucci and Cristian Tegami; 25 Cross-border banking, spillovers, and international macroprudential policy; coordination 584; Pierre-Richard Agenor; 26 The central bank digital currency dimension in global financial integration 606; Georgios Chortareas, Eleftheria Kostika and Theodore Pelagidis; Index 643