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On the empirics of international smoothing

Asdrubali, Pierfederico; Kim, So-yŏng - In: Journal of banking & finance 32 (2008) 3, pp. 374-381

Persistent link: https://www.econbiz.de/10003707742

The evolution of regional and global risk-sharing in East Asian economies

Asdrubali, Pierfederico; Kim, So-yŏng - In: The dynamics of Asian financial integration : facts and …, (pp. 77-92). 2011

Persistent link: https://www.econbiz.de/10008992167

Incomplete intertemporal consumption smoothing and incomplete risk sharing

Asdrubali, Pierfederico; Kim, So-yŏng - In: Journal of money, credit and banking : JMCB 40 (2008) 7, pp. 1521-1531

Persistent link: https://www.econbiz.de/10003761425

New risk sharing channels in OECD countries : a heterogeneous panel VAR

Asdrubali, Pierfederico; Kim, So-yŏng; Pericoli, Filippo; … - 2018

We aim to improve upon the existing empirical literature on international risk sharing under three dimensions. First, we generalize dynamic multi-equation approaches to the estimation of risk sharing channels, by adopting a Heterogeneous Panel VAR model. Within this framework, the coefficients...