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Recent French Export Performance
Kabundi, Alain N. - 2009
Recently, the export performance of France relative to its own past and relative to a major trading partner, Germany …
Persistent link: https://www.econbiz.de/10012677699
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High Performance Export Portfolio: Design Growth-Enhancing Export Structure with Machine Learning
Che, Natasha - 2022
This paper studies the relationship between export structure and growth performance. We design an export recommendation … produce export portfolio recommendations covering over 190 economies and over 30 years. We find that economies with their … export structure more aligned with the recommended export structure achieve better growth performance, in terms of both …
Persistent link: https://www.econbiz.de/10015060463
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Japan out of the lost decade : divine wind or firms’ effort?
Ogawa, Kazuo; Saito, Mika; Tokutsu, Ichiro - 2012
panel data of Japanese exporting firms, we examine the sources of the export surge during this period. One view argues that …. Estimating the firm-level export function allows us to assess the relative importance of these demand and supply fact …
Persistent link: https://www.econbiz.de/10009620269
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Specialization, Market Access and Real Income
Bartelme, Dominick - 2024
increased openness, and that (small) export subsidies to these sectors are welfare-improving. Finally, a calibrated multisector …
Persistent link: https://www.econbiz.de/10015058607
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U.S. Dollar Risk Premiums and Capital Flows.
Balakrishnan, Ravi - 2006
Intro -- Contents -- I. INTRODUCTION AND SUMMARY -- II. WHAT ARE RISK PREMIUMS ON THE DOLLAR AND HOW CAN WE MEASURE THEM? -- III. CAPITAL FLOWS AND RISK PREMIUMS -- IV. EXPLAINING RISK PREMIUM MOVEMENTS -- V. CONCLUSIONS AND POLICY IMPLICATIONS -- DATA AND REGRESSION METHODOLOGY -- References.
Persistent link: https://www.econbiz.de/10012691012
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Currency Risk Premia in Global Stock Markets.
Roache, Shaun K - 2006
Intro -- Contents -- I. INTRODUCTION -- II. PREVIOUS LITERATURE -- III. MODEL SPECIFICATION -- IV. ESTIMATION -- V. DATA AND PRELIMINARY STATISTICS -- VI. MAIN RESULTS -- VII. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691179
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Commodities and the Market Price of Risk
Roache, Shaun K. - 2008
Commodities are back following a stellar run of price performance, attracting financial investor attention. What are the fundamental reasons to hold commodities? One reason is the exposure offered to underlying risk factors. In this paper, I assess the macro risk exposure offered by commodity...
Persistent link: https://www.econbiz.de/10012677466
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Global Liquidity, Risk Premiums and Growth Opportunities
De Nicoló, Gianni - 2009
This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging market countries, documents their evolution and comovements, and assesses the extent to which such measures are determinants of selected spreads and proxy measures of countries'...
Persistent link: https://www.econbiz.de/10012677727
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The Use (and Abuse) of CDS Spreads During Distress
Spackman, Carolyne - 2009
Credit Default Swap spreads have been used as a leading indicator of distress. Default probabilities can be extracted from CDS spreads, but during distress it is important to take account of the stochastic nature of recovery value. The recent episodes of Landbanski, WAMU and Lehman illustrate...
Persistent link: https://www.econbiz.de/10012677752
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The Market Price of Risk and Macro-Financial Dynamics
Adrian, Tobias - 2023
We propose the conditional volatility of GDP spanned by financial factors as a "Volatility Financial Conditions Index" (VFCI) and show it is closely tied to the market price of risk. The VFCI exhibits superior explanatory power for stock and bond risk premia compared to other FCIs. We use a...
Persistent link: https://www.econbiz.de/10015059062