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020 _a9789819710294
_9978-981-97-1029-4
024 7 _a10.1007/978-981-97-1029-4
_2doi
050 4 _aQA276-280
072 7 _aPBT
_2bicssc
072 7 _aK
_2bicssc
072 7 _aBUS061000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aK
_2thema
100 1 _aZhang, Nan.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_973238
245 1 0 _aGlobal Flow of Funds Analysis
_h[electronic resource] :
_bData, Models, and Applications /
_cby Nan Zhang, Yiye Zhang.
250 _a1st ed. 2024.
264 1 _aSingapore :
_bSpringer Nature Singapore :
_bImprint: Springer,
_c2024.
300 _aXVIII, 297 p. 63 illus., 55 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aMeasuring Global Flow of Funds: Data Sources, Statistical Framework, and Approaches -- Global Flow of Funds as a Network: The Case Study of the G20 -- Structural Changes in China-US External Flow of Funds: Estimates Based on VEC Model -- A Network Analysis of Sectoral FFSM: Identifying Interlinkages in China, Japan, and the U.S. -- Strategic Challenges of Decoupling for China and the United States: focus on the Global Flow of Funds.
520 _aThis 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.
650 0 _aStatistics .
_965982
650 0 _aStatistics.
_965982
650 0 _aArtificial intelligence
_xData processing.
650 0 _aCapital market.
_959069
650 0 _aInternational finance.
_957834
650 0 _aFinancial risk management.
_959046
650 1 4 _aStatistics in Business, Management, Economics, Finance, Insurance.
_969738
650 2 4 _aStatistical Theory and Methods.
650 2 4 _aData Science.
650 2 4 _aCapital Markets.
_970943
650 2 4 _aInternational Finance.
_957834
650 2 4 _aRisk Management.
_959047
700 1 _aZhang, Yiye.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_973239
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9789819710287
776 0 8 _iPrinted edition:
_z9789819710300
776 0 8 _iPrinted edition:
_z9789819710317
856 4 0 _uhttps://doi.org/10.1007/978-981-97-1029-4
912 _aZDB-2-SMA
912 _aZDB-2-SXMS
999 _c58406
_d58406