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How does financial globalization affect risk sharing? : Patterns and channels

Kose, M. Ayhan (contributor); Prasad, Eswar S. (contributor) - 2007

In theory, one of the main benefits of financial globalization is that it should allow for more efficient international … risk sharing. In this paper, we provide a comprehensive empirical evaluation of the patterns of risk sharing among … different groups of countries and examine how international financial integration has affected the evolution of risk sharing …

Persistent link: https://www.econbiz.de/10003586563

On the exchange rate and economic policy uncertainty nexus: a panel VAR approach for emerging markets

Abid, Abir; Rault, Christophe - 2020

We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR perspective used for the first time in this context. Focusing on Emerging Market Economies (EME), our noteworthy findings postulate that (a) both home and foreign EPU shocks...

Persistent link: https://www.econbiz.de/10012239005

How ETFs amplify the global financial cycle in emerging markets

Converse, Nathan; Levy Yeyati, Eduardo; Williams, Tomas - In: The review of financial studies 36 (2023) 9, pp. 3423-3462

Persistent link: https://www.econbiz.de/10014331547

Excess comovement in international equity markets : evidence from cross-border mergers

Brealey, Richard A.; Cooper, Ian; Kaplanis, Evi C. - In: The review of financial studies 23 (2010) 4, pp. 1718-1740

Persistent link: https://www.econbiz.de/10003959950

Stock market risk and return : an equilibrium approach

Whitelaw, Robert F. - In: The review of financial studies 13 (2000) 3, pp. 521-547

Persistent link: https://www.econbiz.de/10001499742

How does the economic uncertainty affect asset prices under normal and financial distress times?

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2022

By using a nonlinear VAR model, we investigate whether the response of the US stock and housing markets to uncertainty shocks depends on financial conditions. Our model allows us to change the response of the US financial markets to volatility shocks in periods of normal and financial distress....

Persistent link: https://www.econbiz.de/10013198932