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Australia-China relations, and especially Chinese influence in Australia, have been the subject of heated debate in Australia since 2016. The central issue is, how to balance concerns over Chinese influence in Australia with the economic benefits of Chinese trade and investment? This study-arguably the first of its kind-answers this question using rigorous empirical modelling. First, it uses Google Trends search results to measure Chinese influence in Australia. Second, it connects Chinese influence, as reflected in Google Trends search results, to financial markets, including stock markets, government bond markets and foreign exchange markets. Weekly data for January 2016-December 2019 are entered into an exponential generalised autoregressive conditional heteroskedastic model. The study finds that the effects of concerns over Chinese influence relate mainly to increased volatility of stock market indices and government bond yields, and downward pressure on the share prices of individual firms that are heavily exposed to Chinese markets. However, the overall effects appear to be minor or insignificant. The implications of these results are that China's economic coercion (if any) may not be effective, and Australia's responses to Chinese influence and interference (if any) may generate insignificant costs. Finally, this study makes original and significant academic contributions to academia by providing a novel framework for exploring international relations., Author(s): Kerry Liu [sup.1] Author Affiliations: (1) grid.1013.3, 0000 0004 1936 834X, China Studies Centre, University of Sydney, , Sydney, Australia Introduction Australia-China relations began to sour in early 2020. [...]

In the early 1970s, an enduring economic crisis led to the breakdown of the institutional arrangements of the Bretton Woods system. These arrangements came to be replaced by the 'Dollar-Wall Street Regime'. This international monetary system, based around a US dollar standard and the centrality of international private financial markets, affords the US virtual monocratic power in international monetary affairs. New Zealand was integrated into the Dollar-Wall Street Regime through the radical programme of financial liberalisation implemented by the Fourth Labour Government from 1984 onwards. This article investigates the political implications of New Zealand's continued integration into the Dollar-Wall Street Regime during the period from 1999 to 2008. It does so by developing a sophisticated neo-pluralist analysis of the influence of international private financial markets over the formulation of macroeconomic policy in New Zealand.

The current account deficit of the US is a result of increasing globalization of financial markets and demographic changes. Efforts to reduce this deficit could result in a financial crisis and an economic downturn.

The results of the introduction of the Euro as the currency of Europe are discussed, along with the impact of monetary policy of the European Central Bank on the global financial markets.

Standard theoretical arguments tell us that countries with relatively little capital benefit from financial integration as foreign capital flows in and speeds up the process of convergence. We show in a calibrated neoclassical model that conventionally measured welfare gains from this type of convergence appear relatively limited for the typical emerging market country. The welfare gain from switching from financial autarky to perfect capital mobility is roughly equivalent to a 1% permanent increase in domestic consumption for the typical non-OECD country. This is negligible relative to the welfare gain from a take-off in domestic productivity of the magnitude observed in some of these countries.

A model, in which financial globalization occurs endogenously in response to less correlated real shocks is presented. The findings reveal that both less correlated shocks and the endogenous change in international financial markets are needed to quantitatively account for the observed changes in the international business cycle.

Social theorists' recent interest in global capitalism is partially driven by their sense of 'being behind' in a changed and changing world. It is also part of their larger efforts to critique the present. In this article, I seek to find analogues of this sense of temporal incongruity between knowledge and its objects in the Tokyo financial markets. My focus is on the anxieties and hopes animating some Japanese securities traders' life choices. I argue that these traders' differing anxieties and hopes resulted from their divergent senses of the temporal incongruity among trading strategies, workplaces, and Japan's national location vis-a-vis the United States. Drawing on a parallel between social theorists' and traders' efforts to generate prospective momentum in their work, I propose that anthropologists investigate the work of temporal incongruity in knowledge formation more generally. [Keywords: time, utopian vision, knowledge formation, financial markets, Japan]

The current structure and integration of the euro-area financial systems and related policy initiatives are studied in comparison with United States and Japan. The recent policy initiatives aims towards integration of the major euro-area financial segment, namely money markets, bond markets, equity markets and banking for improving European financial integration.

The issue concerning volatility of GDP, being a worldwide problem is highlighted, for which outcomes of the promotion of international risk sharing markets is evaluated, to share the risk in GDP among nations, through the trading of GDP growth rate-related bonds. It is found that the widely used risk assessment technique, Value at Risk (VaR) is a measure of GDP risk, to obtain a mutually preferable allocation of aggregate income.

The hypothesis that high volatility of real and nominal exchange rates might be because local currency pricing eliminated the pass-through from changes in exchange rates to consumer prices is explored. The study showed that a combination of local currency pricing, heterogeneity in international price-setting and good distribution, and expectational biases in international markets might produce high exchange rate volatility without any effect for the volatility of other macroeconomic aggregates.

I am delighted to be here this afternoon to speak to you about strengthening financial systems in Asia. You have been discussing various aspects of this issue for the last [...]

United States economic conditions such as the subprime mortgage crisis resulted in the weakening of the dollar, which in turn has influenced Arab nations and Asian countries to exchange their dollars with euro. It is also expected that in 2050, three of the biggest economies in the world will come from Asia. Forecasts and trends in international financial markets are also presented.

A study presents the complexities of global financial markets and how the risk involved can be managed in a complicated world.

The effect of the interest-targeted monetary policy of the Federal Reserve Board, on the Euro dollar exchange rate in the targeted financial markets is described.