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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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The fundamentals of safe assets
Habib, Maurizio Michael; Stracca, Livio; Venditti, Fabrizio - 2020
changes in global risk (VIX). We find that inertia (whether the bond behaved as a safe asset in the past) and good … on whether the change in global risk is driven by financial shocks rather than by US monetary policy. …
Persistent link: https://www.econbiz.de/10012138612
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The fundamentals of safe assets
Habib, Maurizio Michael; Stracca, Livio; Venditti, Fabrizio - In: Journal of international money and finance 102 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012392313
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Assessing vulnerabilities to financial shocks in some key global economies
Fisher, Jack; Rachel, Lukasz - In: Journal of risk management in financial institutions 10 (2016/2017) 1, pp. 12-35
Persistent link: https://www.econbiz.de/10011670637
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Uncertainty shocks, capital flows, and international risk spillovers
Akinci, Ozge; Kalemli-Ozcan, Sebnem; Queralto, Albert - 2022
Persistent link: https://www.econbiz.de/10013281396
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Discussion of "Microeconomic uncertainty, international trade, and aggregate fluctuations"
Lustig, Hanno - In: Journal of monetary economics 69 (2015), pp. 39-41
Persistent link: https://www.econbiz.de/10011326721
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On the role of safe asset shortages in secular stagnation
Caballero, Ricardo J.; Farhi, Emmanuel - In: Secular stagnation : facts, causes and cures, (pp. 111-122). 2014
Persistent link: https://www.econbiz.de/10011511083
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Global Long-run Risk and International Business Cycles : A Factor-Stochastic Volatility Approach
Figueiredo, Calebe - 2018
and that countries share global long-run risk and propose a theoretical framework that rationalizes the dynamics of …
Persistent link: https://www.econbiz.de/10012908986
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Domestic and global uncertainty : a survey and some new results
Castelnuovo, Efrem - 2019
Persistent link: https://www.econbiz.de/10012224541
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Geopolitical oil price risk and economic fluctuations
Kilian, Lutz; Plante, Michael; Richter, Alexander W. - 2024
Persistent link: https://www.econbiz.de/10015051492