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Determinants of International Buyout Investments

Aldatmaz, Serdar - 2020

Using a comprehensive and proprietary data set on international private equity activity, this paper studies the … of international buyout capital flows. The paper shows that countries with low unemployment, more active stock and credit …

Persistent link: https://www.econbiz.de/10012838894

Co-Movement of Major Commodity Price Returns : Time-Series Assessment

de Nicola, Francesca - 2017

This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural and food commodities based on monthly data between 1970 and 2013. A uniform-spacings testing approach, a multivariate dynamic conditional correlation model...

Persistent link: https://www.econbiz.de/10012973288

What Explains Stock Markets'Vulnerability to the 2007-2008 Crisis?

Didier, Tatiana - 2017

This paper examines the determinants of stock markets' vulnerability to the 2007-2008 crisis. Given that the United States (US) was the crisis epicenter, the authors analyze the factors driving the co-movement between US returns and stock returns in 83 countries. The analysis distinguishes...

Persistent link: https://www.econbiz.de/10012976664

Emerging Markets Instability : Do Sovereign Ratings Affect Country Risk and Stock Returns?

Kaminsky, Graciela - 2017

Financial market instability has been the focus of attention of both academic and policy circles. Rating agencies have been under particular scrutiny lately as promoters of financial excesses, upgrading countries in good times and downgrading them in bad times. Using a panel of emerging...

Persistent link: https://www.econbiz.de/10012946750

Cross-Border Mergers and Acquisitions in Services : The Role of Policy and Industrial Structure

Barattieri, Alessandro - 2017

This paper presents evidence on the determinants of cross-border mergers and acquisitions in services sectors. It develops a stylized model of mergers and acquisitions that predicts that the incidence of merger and acquisition deals depends, inter alia, on the target economy's size, industrial...

Persistent link: https://www.econbiz.de/10012973145

Reducing Distortions in International Commodity Markets : An Agenda for Multilateral Cooperation

Hoekman, Bernard - 2017

as a result affect world prices for the specific products concerned. Market failures and market structures (market power … along the value chain) also affect supply. This paper briefly reviews a number of factors that may distort international … absence of policy -- generate international spillovers that call for the negotiation of international policy disciplines …

Persistent link: https://www.econbiz.de/10012975528

Mutual Fund Investment in Emerging Markets - an Overview

Kaminsky, Graciela - 2017

International mutual funds are one of the main channels for capital flows to emerging economies. Although mutual funds … strategies. The authors provide an overview of mutual fund activity in emerging markets. First, they describe international … than domestic U.S. funds and world funds. When investigating abroad, U.S. mutual funds invest more in equity than in bonds …

Persistent link: https://www.econbiz.de/10012946753

Enrichment with Growth

Klein, Michael U. - 2017

This essay first sets out the "business model" problems entailed by corruption and their effects as well as implications for economic growth. Key issues are the need for secrecy and co-operation with partners in crime. Dealing with these leads to behavior which is ostensibly bizarre and...

Persistent link: https://www.econbiz.de/10012975682

Assessing the Returns on Investment in Data Openness and Transparency

Zeufack, Albert - 2020

This paper investigates the potential benefits for a country from investing in data transparency. The paper shows that increased data transparency can bring substantive returns in lower costs of external borrowing. This result is obtained by estimating the impact of public data transparency on...

Persistent link: https://www.econbiz.de/10012842575

Estimation of the Ex Ante Distribution of Returns for a Portfolio of U.S. Treasury Securities Via Deep Learning

Foresti, Andrea - 2019

This paper presents different deep neural network architectures designed to forecast the distribution of returns on a portfolio of U.S. Treasury securities. A long short-term memory model and a convolutional neural network are tested as the main building blocks of each architecture. The models...

Persistent link: https://www.econbiz.de/10012889888

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