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Risk versus ambiguity and international security design

Hill, Brian; Michalski, Tomasz - In: Journal of international economics 113 (2018), pp. 74-105

Persistent link: https://www.econbiz.de/10012037931

International financial market’s integration and modelling returns of risky assets

Hassene, Ben Mbarek - 2011

The aim of this paper is to test the ability of conditional and unconditional CAPM models to explain emerging markets returns in terms of their integration into the international market. We use data on 5 developed countries and 5 emerging countries as well as data on the Tunis Stock Exchange...

Persistent link: https://www.econbiz.de/10009711626

International financial integration and risk sharing among countries : a production-based approach

Kim, H. Youn - In: Journal of the Japanese and international economies : … 31 (2014), pp. 16-35

Persistent link: https://www.econbiz.de/10010341428

International consumption risk sharing with incomplete goods and asset markets

Blank, Sven - 2009

Perfect consumption risk sharing requires both, frictionless goods as well as frictionless financial market integration …. This project aims at analyzing the consequences of both type of frictions for the allocation of risk across countries in a … consumption risk sharing depending on the nature of the underlying shock. …

Persistent link: https://www.econbiz.de/10011387161