Name: Global Flow of Funds Analysis: Data, Models, and Applications (en Inglés)
Price: 188590.00 CLP
Availability: InStock
Author: Zhang, Nan ; Zhang, Yiye
ISBN: 9789819710287

portada Global Flow of Funds Analysis: Data, Models, and Applications (en Inglés)

Formato

Libro Físico

Autor

Nan Zhang

Yiye Zhang

Editorial

Springer

Idioma

Inglés

N° páginas

297

Encuadernación

Tapa Dura

Dimensiones

23.4 x 15.6 x 1.9 cm

Peso

0.62 kg.

ISBN13

9789819710287

Categorías

Teoría de la información
Econometría
Probabilidad y estadística
Arquitectura de la información

Global Flow of Funds Analysis: Data, Models, and Applications (en Inglés)

Nan Zhang (Autor) · Yiye Zhang (Autor) · Springer · Tapa Dura

Libro Físico

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$ 314.310

Ahorras: $ 125.720

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Origen: Estados Unidos (Costos de importación incluídos en el precio)

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Reseña del libro "Global Flow of Funds Analysis: Data, Models, and Applications (en Inglés)"

This book is the first to focus on the global flow of funds (GFF), providing an introduction to its fundamental concepts and establishing a theoretical framework for analysis. It connects the flow of funds within domestic economies to that of the rest of the world, offering a comprehensive analysis of GFF dynamics. This study enhances GFF statistics, enabling the assessment of global financial stability from both national and cross-border sectoral perspectives. The GFF data provide valuable insights into analyzing interconnectivity across borders and an understanding of global financial interdependencies. By examining the data sources and reconstructing the statistical framework to establish the GFF statistical matrix, this book conducts a case study to evaluate financial risks and influences in G20 countries. Subsequently, it connects the GFF matrix with sectoral account data and the flow of funds to establish the sectoral from-whom-to-whom financial stock matrix (SFSM). The SFSM aims to establish a new framework for conducting multi-country, multi-sector analysis within the G20, with a special emphasis on examining the national and cross-border exposures of sectors in China, Japan, and the USA. This involves constructing country-specific financial networks and connecting them based on cross-border exposures. The systematic analysis results effectively showcase the financial interconnections among G20 countries within the GFF and shed light on the attributes of external shocks and internal influences. The focus is particularly on the changes in risk exposure between China and the USA concerning their external assets and liabilities and the implications of economic decoupling of these dynamics.