effect of shocks using generalised spatio-temporal impulse responses. These highlight the diffusion of shocks both over time …

This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to … Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return …

world have altered the transmission mechanism of international business cycles to Latin America. Evidence based on a Global … world shows that the long-term impact of a China GDP shock on the typical Latin American economy has increased by three … times since mid-1990s. At the same time, the long-term impact of a US GDP shock has halved, while the transmission of shocks …

exploit a dataset combining Gallup World Polls and Global Findex surveys for some 250,000 individuals in 140 countries … in full-time employment have the greatest tendency to shift to online/mobile transactions in response to epidemics …