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Volatility risk pass-through

Colacito, R.; Croce, Mariano M.; Liu, Yang; … - 2015 - This draft : December 3, 2015

Persistent link: https://www.econbiz.de/10011522124

Volatility risk pass-through

Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; … - 2018

Persistent link: https://www.econbiz.de/10011979158

Volatility risk pass-through

Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; … - 2018

Persistent link: https://www.econbiz.de/10012060363

Currency risk factors in a recursive multi-country economy

Colacito, Ricardo; Croce, Mariano M.; Gavazzoni, Federico; … - 2015

Persistent link: https://www.econbiz.de/10011283100

Currency risk factors in a recursive multicountry economy

Colacito, Riccardo; Croce, Mariano M.; Gavazzoni, Federico - 2018

Persistent link: https://www.econbiz.de/10011860719

Uncertainty-induced reallocations and growth

Bansal, Ravi; Croce, Mariano M.; Liao, Wenxi; Rosen, Samuel - 2019

Persistent link: https://www.econbiz.de/10012194093

Volatility risk pass-through

Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; … - In: The review of financial studies 35 (2022) 5, pp. 2345-2385

Persistent link: https://www.econbiz.de/10013188964

SONOMA : a small open economy for macrofinance

Croce, Mariano M. - 2022

Persistent link: https://www.econbiz.de/10013203311

SONOMA: a Small Open ecoNOmy for MAcrofinance

Croce, Mariano M.; Jahan-Parvar, Mohammad R.; Rosen, Samuel - 2022

Persistent link: https://www.econbiz.de/10013375225

Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects

Grammig, Joachim; Melvin, Michael; Schlag, Christian - 2001

We analyze exchange rates along with equity quotes for 3 German firms from New York (NYSE) and Frankfurt (XETRA) during overlapping trading hours to see where price discovery occurs and how stock prices adjust to an exchange rate shock. Findings include: (a) the exchange rate is exogenous with...

Persistent link: https://www.econbiz.de/10010316285