Concepedia

Cross-border Spillover Analysis

Cross-Border Spillover Analysis is a macroprudential assessment framework that identifies, measures, and evaluates the transmission of financial stability risks and regulatory impacts across national borders, distinguishing itself by its focus on inter-jurisdictional feedback loops and systemic externalities in global financial systems.

268

Publications

13.8K

Citations

630

Authors

401

Institutions

Publications per year

2017–2026

166

Parents

Publications

268

Hourly volatility spillovers between international equity markets

Raúl Susmel, Robert F. Engle · Journal of International Money and Finance · 1994 · 398 citations

, , +14

Output Spillovers from Fiscal Policy

Alan J. Auerbach, Yuriy Gorodnichenko · American Economic Review · 2013 · 377 citations

, , +14

Stocks, bonds, money markets and exchange rates: measuring international financial transmission

Michael Ehrmann, Marcel Fratzscher, Roberto Rigobón · Journal of Applied Econometrics · 2010 · 376 citations

, , +17

On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach

David Gabauer, Rangan Gupta · Economics Letters · 2018 · 364 citations

, , +11

International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration

Chihwa Kao, Min-Hsien Chiang, Bangtian Chen · Oxford Bulletin of Economics and Statistics · 1999 · 314 citations

, , +13

1–5 of 268

Authors

630

  1. SH
    Sang Hoon Kang

    Pusan National University, South Korea

    8 publications · 714 citations

    8

    h-index

  2. WM
    Walid Mensi

    Sultan Qaboos University, Oman

    5 publications · 431 citations

    5

    h-index

  3. MA
    Muhammad Abubakr Naeem

    United Arab Emirates University, United Arab Emirates

    4 publications · 305 citations

    4

    h-index

  4. JB
    John Beirne

    European Central Bank, Germany

    4 publications · 254 citations

    4

    h-index

  5. EB
    Elie Bouri

    Lebanese American University, Lebanon

    4 publications · 428 citations

    4

    h-index

1–5 of 630

Institutions

401

  1. International Monetary Fund

    Washington D.C., United States

    17 h-index

    42 publications

    1.6K citations

  2. European Central Bank

    Frankfurt am Main, Germany

    10 h-index

    13 publications

    1.5K citations

  3. Lebanese American University

    Beirut, Lebanon

    8 h-index

    8 publications

    649 citations

  4. Pusan National University

    Busan, South Korea

    8 h-index

    12 publications

    1K citations

  5. University of Economics Ho Chi Minh City

    Ho Chi Minh City, Vietnam

    7 h-index

    14 publications

    1.1K citations

  6. Trinity College Dublin

    Dublin, Ireland

    6 h-index

    9 publications

    664 citations

  7. National Bureau of Economic Research

    Cambridge, United States

    6 h-index

    10 publications

    1.3K citations

  8. Federal Reserve Board of Governors

    Washington D.C., United States

    6 h-index

    20 publications

    742 citations

1–8 of 401

Venues

  1. SSRN Electronic Journal

    Repository · 35 publications · 1.2K citations

    19

    h-index

  2. International Review of Economics & Finance

    12 publications · 421 citations

    12

    h-index

  3. Finance research letters

    10 publications · 285 citations

    10

    h-index

  4. 10

    h-index

  5. International Review of Financial Analysis

    IRFA · 9 publications · 576 citations

    9

    h-index

1–5