Trade-Finance Nexus: Was it Distorted in the Aftermath of the Global Financial Crisis?

Objective: The objective of this article is to examine whether the trade-finance nexus was distorted in the aftermath of the global financial crisis. Research Design & Methods: We estimated OLS regressions between trade and finance for 36 countries. The Quandt-Andrews breakpoint test and Bai-Per...

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Main Authors: Marta Wajda-Lichy, Paweł Kawa
Format: Article
Language:English
Published: Cracow University of Economics 2018-09-01
Series:Entrepreneurial Business and Economics Review
Subjects:
Online Access:https://eber.uek.krakow.pl/index.php/eber/article/view/382
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author Marta Wajda-Lichy
Paweł Kawa
author_facet Marta Wajda-Lichy
Paweł Kawa
author_sort Marta Wajda-Lichy
collection DOAJ
description Objective: The objective of this article is to examine whether the trade-finance nexus was distorted in the aftermath of the global financial crisis. Research Design & Methods: We estimated OLS regressions between trade and finance for 36 countries. The Quandt-Andrews breakpoint test and Bai-Perron multiple breaking point test were used to test for structural breaks in the trade-finance nexus. Findings: The results show that a structural break in the trade-finance relationship occurred in 2008 in the majority of the examined countries. The structural changes were relatively more often identified in middle-income countries than in high-income ones. This finding confirms our suppositions inferred from the stylized facts that reactions of international trade and financial development in the crisis era differed across the countries depending on their level of development. Implications & Recommendations: Our study partly fills the gap between theory-based approaches to the trade-finance nexus and empirical evidence. It also emphasizes the need of a revision of traditional theoretical arguments, including those referring to the linkages between the financial and the real sides of economy. Contribution & Value Added: Our article contributes to the theoretical discussion in three ways. Firstly, we examine a still bothering question on the relationship between the financial and the real sides of economy. Secondly, while the main strand in the literature deals with finance-growth and trade-growth interactions, we focus directly on the trade-finance linkages. Thirdly, our finding that a break in the trade-finance nexus was more pronounced for the middle-income countries may provide some insight into better understanding of the global financial crisis of 2008 and its consequences.
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spelling doaj-art-fe903a8e9a4e46beb82668754d3d59402025-08-20T03:51:56ZengCracow University of EconomicsEntrepreneurial Business and Economics Review2353-88212018-09-016310.15678/EBER.2018.060301382Trade-Finance Nexus: Was it Distorted in the Aftermath of the Global Financial Crisis?Marta Wajda-LichyPaweł Kawa0Cracow University of EconomicsObjective: The objective of this article is to examine whether the trade-finance nexus was distorted in the aftermath of the global financial crisis. Research Design & Methods: We estimated OLS regressions between trade and finance for 36 countries. The Quandt-Andrews breakpoint test and Bai-Perron multiple breaking point test were used to test for structural breaks in the trade-finance nexus. Findings: The results show that a structural break in the trade-finance relationship occurred in 2008 in the majority of the examined countries. The structural changes were relatively more often identified in middle-income countries than in high-income ones. This finding confirms our suppositions inferred from the stylized facts that reactions of international trade and financial development in the crisis era differed across the countries depending on their level of development. Implications & Recommendations: Our study partly fills the gap between theory-based approaches to the trade-finance nexus and empirical evidence. It also emphasizes the need of a revision of traditional theoretical arguments, including those referring to the linkages between the financial and the real sides of economy. Contribution & Value Added: Our article contributes to the theoretical discussion in three ways. Firstly, we examine a still bothering question on the relationship between the financial and the real sides of economy. Secondly, while the main strand in the literature deals with finance-growth and trade-growth interactions, we focus directly on the trade-finance linkages. Thirdly, our finding that a break in the trade-finance nexus was more pronounced for the middle-income countries may provide some insight into better understanding of the global financial crisis of 2008 and its consequences. https://eber.uek.krakow.pl/index.php/eber/article/view/382financial developmentinternational tradetrade-finance nexusfinancial crisis
spellingShingle Marta Wajda-Lichy
Paweł Kawa
Trade-Finance Nexus: Was it Distorted in the Aftermath of the Global Financial Crisis?
Entrepreneurial Business and Economics Review
financial development
international trade
trade-finance nexus
financial crisis
title Trade-Finance Nexus: Was it Distorted in the Aftermath of the Global Financial Crisis?
title_full Trade-Finance Nexus: Was it Distorted in the Aftermath of the Global Financial Crisis?
title_fullStr Trade-Finance Nexus: Was it Distorted in the Aftermath of the Global Financial Crisis?
title_full_unstemmed Trade-Finance Nexus: Was it Distorted in the Aftermath of the Global Financial Crisis?
title_short Trade-Finance Nexus: Was it Distorted in the Aftermath of the Global Financial Crisis?
title_sort trade finance nexus was it distorted in the aftermath of the global financial crisis
topic financial development
international trade
trade-finance nexus
financial crisis
url https://eber.uek.krakow.pl/index.php/eber/article/view/382
work_keys_str_mv AT martawajdalichy tradefinancenexuswasitdistortedintheaftermathoftheglobalfinancialcrisis
AT pawełkawa tradefinancenexuswasitdistortedintheaftermathoftheglobalfinancialcrisis