Similar Search Results

International Capital Flows, Returns and World Financial Integration

Evans, Martin D.D; Hnatkovska, Viktoria V. - 2012

in equity and debt markets. Such developments are often attributed to the increased integration of world financial … markets. We present a model that allows us to examine how greater integration in world financial markets affects the behavior … concentrated in bonds. As integration progresses and households gain access to world equity markets, the size and volatility of …

Persistent link: https://www.econbiz.de/10014062072

International Financial Integration

Lane, Philip R. - 2003

In recent decades, the foreign assets and liabilities of advanced economies have grown rapidly relative to GDP, with the increase in gross cross-holdings far exceeding changes in the size of net positions. Moreover, the portfolio equity and FDI categories have grown in importance relative to...

Persistent link: https://www.econbiz.de/10014403839

Global portfolio reblancing under the microscope

Hau, Harald; Rey, Hélène - 2008

Persistent link: https://www.econbiz.de/10003739215

Global portfolio rebalancing under the microscope

Hau, Harald; Rey, Hélène - 2008

theory of international investment. Evidence on the validity of this theory has always been scarce and inconclusive. The …

Persistent link: https://www.econbiz.de/10003740950

The CFS international capital flow database : a user's guide

Offermanns, Christian J. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003562217

Understanding the dynamics of the US external position

Evans, Martin D. D.; Fuertes, Alberto - 2011

Persistent link: https://www.econbiz.de/10009010008

External capital structures and oil price volatility

Burger, John D.; Rebucci, Alessandro; Warnock, Francis E.; … - 2010

This paper assesses the extent to which a country s external capital structure can aid in mitigating the macroeconomic impact of oil price shocks. Two Caribbean economies highly vulnerable to oil price shocks are considered: an oil importer (Jamaica) and an oil exporter (Trinidad and Tobago)....

Persistent link: https://www.econbiz.de/10010247919

International capital flows, external assets and output volatility : conference paper

Hoffmann, Mathias; Krause, Michael; Tillmann, Peter - 2014 - Preliminary version: March 1, 2014

This paper proposes a new perspective on international capital flows and countries' long-run external asset position. Cross-sectional evidence for 84 developing countries shows that over the last three decades countries that have had on average higher volatility of output growth: (1) accumulated...

Persistent link: https://www.econbiz.de/10010487744

What determines maturity? : an analysis for foreign assets of German commercial banks

Buch, Claudia M. - 2000

Surges and reversals of short-term foreign liabilities are often held responsible for instabilities in international financial markets. Yet, empirical evidence on the factors determining the maturity of capital flows is scant. This paper analyzes the determinants of foreign assets of German...

Persistent link: https://www.econbiz.de/10011476909

What determines maturity? : An analysis of German commercial banks' foreign assets

Buch, C. M. - In: Applied financial economics 13 (2003) 5, pp. 337-351

Persistent link: https://www.econbiz.de/10001760611