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Massachusetts Institute of Technology (MIT) - Sloan School of Management
National Bureau of Economic Research (NBER)
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Systemic risk, principal components
International finance, asset pricing, exchange rate, terms of trade, international transmission
G12, G15, F31, F36
Monetary policy, stock market, identification, heteroskedasticity
Monetary policy, stock market, yield curve, identification, heteroskedasticity
International finance, asset pricing, terms of trade, portfolio constraints, contagion
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP6647.
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Asset pricing, contagion, International finance, portfolio constraints, terms of trade, wealth transfer
International finance, asset pricing, exchange rate, terms of trade, wealth transfer, portfolio constraints, contagion, international transmission
War Risk, Stock Markets, Monetary Policy, Identification, Heteroskedasticity
War, flight to quality, heteroskedasticity, identification
international financial markets, integration, transmission, financial market linkages, identification, heteroskedasticity, asset pricing, United States, euro area
Capital flows, emerging countries, volatility, crises, contagion, persistence
Identification, Heteroskedasticity, GARCH, Stock Market, Yield Curve
Current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances
Sovereign Risk, Contagion
Sovereign Risk, Contagion, Disintegration
current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances
Trade openness, economic growth, endogeneity, identification through heteroskedasticity
International Macroeconomics, Asset Pricing, International Macro-Finance, International Portfolios, Equity Prices
File name: DP8218.
asset pricing, equity prices, international macroeconomics, international portfolios
Censored Regressors, Expansion Bias
File name: SSRN-id629061.
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ecot.
Mutual Funds, Debt Markets, Emerging Markets, Rural Development Knowledge & Information Systems, Access to Finance
financial integration, globalization, mutual funds, risk diversification
Contagion, Financial Crises, Exchange Rate Crises, Conditional Heteroskedasticity, Simultaneous Equations, Omitted Variables.
identification, heteroskedasticity, contagion
spillovers, contagion, heteroskedasticity
File name: SSRN-id781304.
File name: iere.
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: imfer.
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
File name: ROIW.
consumer anger, natural disasters, online data, scraped data, sticky prices, supply shocks
Contagion, Correlations, Heteroscedasticity, Interdependence, Comovement, Currency Crises, Asian Crisis, Mexican Crisis
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