Zuerich, 8006
Switzerland
Poschinger Str. 5
Munich, DE-81679
Germany
University of Zurich - Department of Economics
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Financial globalization, international risk sharing, home bias, securitization, mortgage markets, asset prices, international business cycles
financial globalization, international risk sharing, home bias, securitization, mortgage markets, asset prices, international business cycles
Real Exchange Rates, Real Interest Rates, Cointegration
mixed spectrum, autoregressive methods, eigenvalue methods, dynamic harmonic regression, data snooping: multiple forecast comparisons
Consumption Risk Sharing, International Business Cycles, Great Moderation, Financial Integration and Capital Flows, Home Bias
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Consumption risk sharing, capital flows, home bias, international and regional business cycles
Interstate risk sharing, regional business cycle, proprietary income, small businesses, state banking deregulation
house prices, global imbalances, interstate banking deregulation
house prices, savings glut, global imbalances, credit constraints, state banking deregulation
House prices, savings glut, global imbalances, credit constraints, state banking deregulation
Foreign exchange, uncovered interest parity, carry trade returns, consumption risk, asset pricing, habit model
foreign exchange, carry trade returns, consumption risk, asset pricing
consumption risk sharing, home bias, international business cycles, panel vector
Real Exchange Rates, Real Interest Rates, Present Value Model
wealth effect on consumption, business cycles, monetary policy transmission, financial systems, asset price predictability, permanent income hypothesis
Consumption Risk Sharing, International and regional business cycles, Capital flows, Home Bias, Non-stationary panel data
Consumption risk sharing, international and regional business cycles, home bias, non-stationary panel data
non-insurable background risk, entrepreneurial income, equity risk premium, long-horizon predictability
China, Chinese Provinces, Capital Flows, Current Account, Global Imbalances, External Adjustment, Present-Value Models, Regional Business Cycles
China, Chinese provinces, Capital flows, Current account, Global imbalances, External adjustment, Present-value models, Regional business cycles
consumption CAPM, idiosyncratic risk, consumption dispersion
consumption risk sharing, regional home bias, survey of household income and wealth, labor income risk, portfolio choice, stock market participation
financial development, financial integration, Japan, Great Recession, Lost Decade, banking integration, regional business cycles, transmission of financial shocks, misallocation of credit, trade credit, export finance, silk industry
consumption risk sharing, international and regional business cycles, Asian financial crisis, financial globalization, emerging markets
Capital flows, Consumption Risk Sharing, EMU, Financial integration, Home Bias
autoregressive methods, data snooping, dynamic harmonic regression, eigenvalue methods, mixed spectrum, multiple forecast comparisons