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Evaluating international consumption risk sharing gains : an asset return view
Lewis, Karen K.; Liu, Edith X. - In: Journal of monetary economics 71 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011381612
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Essays on financial integration and risk sharing among EMU members
Balli, Faruk - 2007
Persistent link: https://www.econbiz.de/10009696669
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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 … conditional CAPM) has lower predictive power for emerging markets than for developed markets. Finally, following the financial … ; unconditional CAPM ; conditional APT ; returns …
Persistent link: https://www.econbiz.de/10009711626
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Time varying Asian stock market integration
Batten, Jonathan A.; Morgan, Peter J.; Szilágyi, Péter G. - In: The Singapore economic review : journal of the Economic … 60 (2015) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011386974
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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 unified framework. To this end, the theoretical...
Persistent link: https://www.econbiz.de/10011387161
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Should emerging market investors buy commodities?
Batten, Jonathan A.; Szilágyi, Péter G.; Wagner, Niklas F. - In: Applied economics 47 (2015) 37/39, pp. 4228-4246
Persistent link: https://www.econbiz.de/10011294620
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Can stock market investors hedge energy risk? : evidence from Asia
Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 66 (2017), pp. 559-570
Persistent link: https://www.econbiz.de/10011896571
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Revising arguments for the modern policy framework : an empirical study
Roestel, Jan - 2011
Persistent link: https://www.econbiz.de/10009512298
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International risk sharing and low cross-country consumption correlations : are they really inconsistent?
Pakko, Michael Robert - In: Review of international economics 5 (1997) 3, pp. 386-400
Persistent link: https://www.econbiz.de/10001241815
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Benefits and risks of financial integration
Calari, Cesare - In: Financial development, integration and stability : …, (pp. 9-15). 2006
Persistent link: https://www.econbiz.de/10003427778