Eric van Wincoop

University of Virginia - Department of Economics

Rouss Hall 114

P.O. Box 400182

Charlottesville, VA 22904-4182

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of Virginia - Department of Economics

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SCHOLARLY PAPERS

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Scholarly Papers (48)

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1.

International Capital Flows

Downloads 73 (94,039)
Citation 5

International Capital Flows

NBER Working Paper No. w12856
Number of pages: 52 Posted: 21 Feb 2007 Last Revised: 19 Aug 2022
Eric van Wincoop and Cédric Tille
University of Virginia - Department of Economics and Graduate Institute of International and Development Studies (HEI)
Downloads 73 (535,465)
Citation 1

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International Capital Flows

CEPR Discussion Paper No. DP6705
Number of pages: 55 Posted: 10 Jun 2008
Cédric Tille and Eric van Wincoop
Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
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home bias, international capital flows, portfolio allocation

2.

Trade Costs

NBER Working Paper No. w10480
Number of pages: 101 Posted: 24 May 2004 Last Revised: 20 Feb 2022
James E. Anderson and Eric van Wincoop
Boston College - Department of Economics and University of Virginia - Department of Economics
Downloads 461 (104,924)
Citation 162

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3.

Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

Downloads 456 (106,287)
Citation 147

Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

FAME Research Paper No. 155
Number of pages: 53 Posted: 20 Sep 2005
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 373 (132,960)
Citation 37

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Nominal Exchange Rates, Oder Flow, Higher Order Expectations

Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

NBER Working Paper No. w9498
Number of pages: 51 Posted: 18 Feb 2003 Last Revised: 16 Dec 2022
Eric van Wincoop and Philippe Bacchetta
University of Virginia - Department of Economics and University of Lausanne
Downloads 59 (600,318)
Citation 1

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Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

Number of pages: 53 Posted: 29 Apr 2003
Eric van Wincoop and Philippe Bacchetta
University of Virginia - Department of Economics and University of Lausanne
Downloads 24 (841,762)
Citation 31
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Information heterogeneity, exchange rate dynamics, higher order expectations, beauty contest

4.

Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

Downloads 80 (123,432)
Citation 2

Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

Swiss Finance Institute Research Paper No. 17-15
Number of pages: 51 Posted: 20 May 2017
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 52 (638,503)

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gradual portfolio adjustment, international portfolio allocation, predictable excess returns

Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

NBER Working Paper No. w23363
Number of pages: 49 Posted: 01 May 2017 Last Revised: 04 May 2023
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 28 (806,801)

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Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

CEPR Discussion Paper No. DP11983
Number of pages: 52 Posted: 25 Apr 2017
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
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Citation 3
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gradual portfolio adjustment, international portfolio allocation, predictable excess returns

5.

Predictability in Financial Markets: What do Survey Expectations Tell Us?

Downloads 35 (134,411)
Citation 106

Predictability in Financial Markets: What Do Survey Expectations Tell Us?

CEPR Discussion Paper No. 5770
Number of pages: 70 Posted: 20 Sep 2006
Philippe Bacchetta, Elmar Mertens and Eric van Wincoop
University of Lausanne, Deutsche Bundesbank and University of Virginia - Department of Economics
Downloads 35 (750,671)
Citation 59
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Excess returns, expectations survey, predictability

6.

Self-Fulfilling Risk Panics

Downloads 279 (152,076)
Citation 28

Self-Fulfilling Risk Panics

Swiss Finance Institute Research Paper No. 10-32
Number of pages: 50 Posted: 13 Jul 2010 Last Revised: 16 Jul 2010
Philippe Bacchetta, Cédric Tille and Eric van Wincoop
University of Lausanne, Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 235 (215,571)

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Financial Panics, Sunspot-Like Equilibria

Self-Fulfilling Risk Panics

NBER Working Paper No. w16159
Number of pages: 47 Posted: 12 Jul 2010 Last Revised: 26 Feb 2023
Philippe Bacchetta, Cédric Tille and Eric van Wincoop
University of Lausanne, Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 42 (700,556)

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Self-Fulfilling Risk Panics

CEPR Discussion Paper No. DP7920
Number of pages: 49 Posted: 19 Jul 2010
Philippe Bacchetta, Cédric Tille and Eric van Wincoop
University of Lausanne, Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 2 (1,055,007)
Citation 7
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Financial panic, Sunspot-like equilibria

7.

Macro Markets and Financial Security

Economic Policy Review, Vol. 5, No. 1, April 1999
Number of pages: 19 Posted: 02 Aug 2007
Stefano Athanasoulis, Robert J. Shiller and Eric van Wincoop
University of Notre Dame - Department of Finance, Yale University - Cowles Foundation and University of Virginia - Department of Economics
Downloads 329 (153,500)
Citation 4

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macro markets

8.

Rational Inattention: A Solution to the Forward Discount Puzzle

Downloads 249 (204,550)
Citation 6

Rational Inattention: A Solution to the Forward Discount Puzzle

FAME Research Paper No. 156
Number of pages: 43 Posted: 20 Sep 2005
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 178 (279,030)

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Forward discount puzzle, excess return predictability, rational inattention

Rational Inattention: A Solution to the Forward Discount Puzzle

NBER Working Paper No. w11633
Number of pages: 40 Posted: 22 Nov 2005 Last Revised: 16 Oct 2022
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 54 (627,245)

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Rational Inattention: A Solution to the Forward Discount Puzzle

CEPR Discussion Paper No. 5261
Number of pages: 42 Posted: 03 Nov 2005
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 17 (909,034)
Citation 1
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Excess return predictability, forward discount puzzle, rational inattention

9.

Gravity with Gravitas: A Solution to the Border Puzzle

NBER Working Paper No. w8079
Number of pages: 37 Posted: 13 Jan 2001 Last Revised: 31 Jul 2022
James E. Anderson and Eric van Wincoop
Boston College - Department of Economics and University of Virginia - Department of Economics
Downloads 236 (215,451)
Citation 366

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10.

A Theory of the Currency Denomination of International Trade

Downloads 230 (220,913)
Citation 82

A Theory of the Currency Denomination of International Trade

Number of pages: 51 Posted: 17 May 2003
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 182 (273,564)

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Exchange rate pass-through, currency invoicing, new open economy, macroeconomics

A Theory of the Currency Denomination of International Trade

NBER Working Paper No. w9039
Number of pages: 43 Posted: 08 Jul 2002 Last Revised: 14 Sep 2022
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 48 (662,269)
Citation 15

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11.

Borders and Business Cycles

FRB of Kansas City Working Paper No. 99-07, FRB of New York Staff Report No. 91
Number of pages: 39 Posted: 27 Nov 1999
Todd E. Clark and Eric van Wincoop
Federal Reserve Bank of Cleveland and University of Virginia - Department of Economics
Downloads 230 (220,913)
Citation 69

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12.

Is Home Bias in Assets Related to Home Bias in Goods?

Downloads 210 (240,567)
Citation 17

Is Home Bias in Assets Related to Home Bias in Goods?

Number of pages: 21 Posted: 22 Nov 2006
Eric van Wincoop and Francis E. Warnock
University of Virginia - Department of Economics and University of Virginia - Darden Business School
Downloads 153 (317,880)

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home bias, portfolio choice, trade costs

Is Home Bias in Assets Related to Home Bias in Goods?

NBER Working Paper No. w12728
Number of pages: 21 Posted: 06 Dec 2006 Last Revised: 13 Oct 2022
Eric van Wincoop and Francis E. Warnock
University of Virginia - Department of Economics and University of Virginia - Darden Business School
Downloads 57 (610,878)
Citation 1

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13.

The Great Recession: A Self-Fulfilling Global Panic

Downloads 163 (258,539)
Citation 8

The Great Recession: A Self-Fulfilling Global Panic

Swiss Finance Institute Research Paper No. 13-28
Number of pages: 32 Posted: 15 May 2013 Last Revised: 25 Jul 2016
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 141 (339,724)

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Great Recession, International co-movements, Contagion

The Great Recession: A Self-Fulfilling Global Panic

NBER Working Paper No. w19062
Number of pages: 59 Posted: 24 May 2013 Last Revised: 01 Feb 2023
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 20 (879,370)
Citation 3

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The Great Recession: A Self-Fulfilling Global Panic

CEPR Discussion Paper No. DP9487
Number of pages: 61 Posted: 30 May 2013
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
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Citation 2
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Contagion, Great Recession, International co-movements

14.

Regulating Asset Price Risk

Swiss Finance Institute Research Paper No. 11-04
Number of pages: 11 Posted: 17 Feb 2011 Last Revised: 23 Feb 2011
Philippe Bacchetta, Cédric Tille and Eric van Wincoop
University of Lausanne, Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 166 (296,329)

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Asset Pricing, Risk Management, Leverage

15.

Incomplete Information Processing: A Solution to the Forward Discount Puzzle

Federal Reserve Bank of San Francisco Working Paper No. 2006-35
Number of pages: 53 Posted: 06 Aug 2007
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 162 (302,493)
Citation 12

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16.

Asia Crisis Postmortem: Where Did the Money Go and Did the United States Benefit?

Economic Policy Review, Vol. 6, No. 3, September 2000
Number of pages: 20 Posted: 07 Mar 2006
Eric van Wincoop and Kei-Mu Yi
University of Virginia - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 154 (315,765)

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Asia Crisis, U.S. economy, capital outflows

17.

Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

Downloads 142 (337,162)
Citation 13

Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

Swiss Finance Institute Research Paper No. 19-35, July 2019
Number of pages: 49 Posted: 08 Jul 2019
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 132 (357,827)

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Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

NBER Working Paper No. w26259
Number of pages: 47 Posted: 18 Sep 2019 Last Revised: 02 Apr 2023
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 10 (981,617)

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Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

CEPR Discussion Paper No. DP13839
Number of pages: 50 Posted: 30 Jul 2019
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
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Citation 15
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18.

Infrequent Random Portfolio Decisions in an Open Economy Model

Swiss Finance Institute Research Paper No. 22-10
Number of pages: 45 Posted: 21 Jan 2022
Philippe Bacchetta, Eric van Wincoop and Eric R. Young
University of Lausanne, University of Virginia - Department of Economics and University of Virginia
Downloads 113 (400,178)

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portfolio frictions, infrequent portfolio decisions, international portfolio allocation, excess return predictability, financial shocks.

19.

International Portfolio Choice with Frictions: Evidence from Mutual Funds

Downloads 109 (410,723)
Citation 2

International Portfolio Choice with Frictions: Evidence from Mutual Funds

Swiss Finance Institute Research Paper No. 20-46
Number of pages: 49 Posted: 19 Jun 2020 Last Revised: 03 Nov 2021
Philippe Bacchetta, Simon Tièche and Eric van Wincoop
University of Lausanne, University of Lausanne and University of Virginia - Department of Economics
Downloads 107 (418,621)

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International Portfolio Choice with Frictions: Evidence from Mutual Funds

CEPR Discussion Paper No. DP14898
Number of pages: 50 Posted: 29 Jun 2020 Last Revised: 09 Nov 2021
Philippe Bacchetta, Simon Tièche and Eric van Wincoop
University of Lausanne, University of Lausanne and University of Virginia - Department of Economics
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20.

Borders, Trade and Welfare

NBER Working Paper No. w8515
Number of pages: 37 Posted: 04 Oct 2001 Last Revised: 09 Oct 2022
James E. Anderson and Eric van Wincoop
Boston College - Department of Economics and University of Virginia - Department of Economics
Downloads 106 (418,894)

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21.

Global Drivers of Gross and Net Capital Flows

Downloads 47 (421,731)
Citation 11

Global Drivers of Gross and Net Capital Flows

Globalization and Monetary Policy Institute Working Paper No. 357
Number of pages: 50 Posted: 22 Apr 2019 Last Revised: 29 Apr 2020
Scott Davis, Giorgio Valente and Eric van Wincoop
Federal Reserve Banks - Federal Reserve Bank of Dallas, Hong Kong Institute for Monetary and Financial Research (HKIMR) and University of Virginia - Department of Economics
Downloads 47 (668,387)
Citation 2

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capital inflows and outflows, gross and net capital flows, financial globalization, global financial cycle, global capital flows cycle

22.

On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals

Downloads 60 (424,624)
Citation 33

On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals

NBER Working Paper No. w15008
Number of pages: 56 Posted: 01 Jun 2009 Last Revised: 06 Jul 2023
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 55 (621,671)

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On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals

CEPR Discussion Paper No. DP7309
Number of pages: 58 Posted: 15 Jul 2009
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 5 (1,029,413)
Citation 10
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Exchange rate, Time-varying coefficients

23.

Can Sticky Portfolios Explain International Capital Flows and Asset Prices?

Downloads 83 (490,971)
Citation 4

Can Sticky Portfolios Explain International Capital Flows and Asset Prices?

Swiss Finance Institute Research Paper No. 21-80
Number of pages: 54 Posted: 03 Dec 2021 Last Revised: 15 Dec 2021
Philippe Bacchetta, Margaret Davenport and Eric van Wincoop
University of Lausanne, University of Lausanne and University of Virginia - Department of Economics
Downloads 83 (495,858)
Citation 3

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Can Sticky Portfolios Explain International Capital Flows and Asset Prices?

CEPR Discussion Paper No. DP16772
Number of pages: 55 Posted: 04 Feb 2022
Philippe Bacchetta, Margaret Davenport and Eric van Wincoop
University of Lausanne, University of Lausanne and University of Virginia - Department of Economics
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24.

Why Do Consumer Prices React Less than Import Prices to Exchange Rates?

Downloads 83 (490,971)
Citation 31

Why Do Consumer Prices React Less than Import Prices to Exchange Rates?

NBER Working Paper No. w9352
Number of pages: 28 Posted: 21 Nov 2002 Last Revised: 23 Jul 2022
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 64 (576,009)

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Why Do Consumer Prices React Less than Import Prices to Exchange Rates?

Number of pages: 30 Posted: 05 Feb 2003
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 19 (889,105)
Citation 9
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Exchange rate pass-through, currency trading

25.

Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility

Downloads 83 (490,971)

Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility

NBER Working Paper No. w6530
Number of pages: 46 Posted: 20 Jul 2000 Last Revised: 06 Nov 2022
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 83 (495,858)

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Capital Flows to Emerging Markets: Liberalization, Overshooting and Volatility

CEPR Discussion Paper No. 1889
Posted: 20 Sep 1998
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics

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26.

A Scapegoat Model of Exchange Rate Fluctuations

Downloads 81 (498,136)
Citation 29

A Scapegoat Model of Exchange Rate Fluctuations

NBER Working Paper No. w10245
Number of pages: 19 Posted: 31 Jan 2004 Last Revised: 31 Dec 2022
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 66 (566,496)
Citation 1

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A Scapegoat Model of Exchange Rate Fluctuations

Number of pages: 21 Posted: 29 Mar 2004
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 15 (929,432)
Citation 2
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Heterogenous information, model uncertainty

27.

Does Exchange Rate Stability Increase Trade and Capital Flows?

NBER Working Paper No. w6704
Number of pages: 42 Posted: 12 Nov 1998 Last Revised: 29 Oct 2022
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 72 (532,838)
Citation 18

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28.

Sudden Spikes in Global Risk

Downloads 3 (541,094)
Citation 14

Sudden Spikes in Global Risk

CEPR Discussion Paper No. DP8853
Number of pages: 38 Posted: 01 Mar 2012
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 3 (1,046,372)
Citation 3
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contagion, international finance

29.

What Can We Learn from Euro-Dollar Tweets?

NBER Working Paper No. w23293
Number of pages: 62 Posted: 05 Apr 2017 Last Revised: 23 Feb 2023
Vahid Gholampour and Eric van Wincoop
Bucknell University and University of Virginia - Department of Economics
Downloads 62 (576,208)

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30.

Growth Uncertainty and Risksharing

Downloads 56 (605,294)

Growth Uncertainty and Risksharing

FRB of New York Staff Report No. 30
Number of pages: 34 Posted: 11 Nov 2006
Stefano Athanasoulis and Eric van Wincoop
University of Notre Dame - Department of Finance and University of Virginia - Department of Economics
Downloads 56 (616,257)
Citation 12

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Growth Uncertainty and Risksharing

Federal Reserve Bank of New York Staff Reports Number 30
Posted: 26 Jan 1998
Stefano Athanasoulis and Eric van Wincoop
University of Notre Dame - Department of Finance and University of Virginia - Department of Economics

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31.

A Theory of Gross and Net Capital Flows Over the Global Financial Cycle

Globalization Institute Working Paper No. 410
Number of pages: 69 Posted: 13 Sep 2021 Last Revised: 23 Mar 2023
Scott Davis and Eric van Wincoop
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Virginia - Department of Economics
Downloads 54 (615,559)

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Global Financial Cycle, Capital Flows, Current Account, Portfolio Heterogeneity

32.

Random Walk Expectations and the Forward Discount Puzzle

Downloads 50 (636,972)
Citation 11

Random Walk Expectations and the Forward Discount Puzzle

NBER Working Paper No. w13205
Number of pages: 16 Posted: 03 Jul 2007 Last Revised: 01 Aug 2022
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 46 (674,599)

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Random Walk Expectations and the Forward Discount Puzzle

CEPR Discussion Paper No. DP6122
Number of pages: 17 Posted: 16 May 2008
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 4 (1,038,063)
Citation 4
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Excess return, incomplete information, predictability

33.

How Big are Potential Welfare Gains from International Sharing?

FRB of New York Staff Report No. 37
Number of pages: 33 Posted: 28 Oct 2006
Eric van Wincoop
University of Virginia - Department of Economics
Downloads 50 (636,972)
Citation 39

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international risksharing, welfare gains

34.

Do Nontraded Goods Explain the Home Bias Puzzle?

NBER Working Paper No. w5784
Number of pages: 35 Posted: 27 Feb 1997 Last Revised: 26 Oct 2022
Paolo A. Pesenti and Eric van Wincoop
Federal Reserve Bank of New York and University of Virginia - Department of Economics
Downloads 49 (642,630)
Citation 1

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35.

International Capital Flows Under Dispersed Information: Theory and Evidence

Downloads 41 (690,287)
Citation 105

International Capital Flows Under Dispersed Information: Theory and Evidence

NBER Working Paper No. w14390
Number of pages: 60 Posted: 10 Oct 2008 Last Revised: 29 Oct 2022
Cédric Tille and Eric van Wincoop
Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 36 (743,179)
Citation 2

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International Capital Flows under Dispersed Information: Theory and Evidence

CEPR Discussion Paper No. DP6989
Number of pages: 62 Posted: 02 Dec 2008
Cédric Tille and Eric van Wincoop
Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 5 (1,029,413)
Citation 18
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information dispersion, international capital flows

36.

International Contagion Through Leveraged Financial Institutions

NBER Working Paper No. w17686
Number of pages: 46 Posted: 25 Dec 2011 Last Revised: 30 Apr 2023
Eric van Wincoop
University of Virginia - Department of Economics
Downloads 39 (703,294)
Citation 1

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37.

Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?

Downloads 36 (723,719)
Citation 9

Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?

NBER Working Paper No. w21158
Number of pages: 45 Posted: 11 May 2015 Last Revised: 24 Apr 2023
Philippe Bacchetta, Elena Perazzi and Eric van Wincoop
University of Lausanne, Ecole Polytechnique Fédérale de Lausanne and University of Virginia - Department of Economics
Downloads 36 (743,179)

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Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?

CEPR Discussion Paper No. DP10609
Number of pages: 46 Posted: 27 May 2015
Philippe Bacchetta, Elena Perazzi and Eric van Wincoop
University of Lausanne, Ecole Polytechnique Fédérale de Lausanne and University of Virginia - Department of Economics
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Citation 9
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long-term debt, Monetary policy, Sovereign debt crises

38.

Global Capital Flows Cycle: Impact on Gross and Net Flows

NBER Working Paper No. w25721
Number of pages: 50 Posted: 08 Apr 2019 Last Revised: 13 Apr 2023
Scott Davis, Giorgio Valente and Eric van Wincoop
Federal Reserve Banks - Federal Reserve Bank of Dallas, Hong Kong Institute for Monetary and Financial Research (HKIMR) and University of Virginia - Department of Economics
Downloads 32 (752,421)

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39.

Globalization and the Increasing Correlation between Capital Inflows and Outflows

NBER Working Paper No. w23671
Number of pages: 35 Posted: 17 Aug 2017 Last Revised: 06 Mar 2023
Scott Davis and Eric van Wincoop
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Virginia - Department of Economics
Downloads 28 (783,176)
Citation 6

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40.

Globalization and the Increasing Correlation between Capital Inflows and Outflows

Globalization and Monetary Policy Institute Working Paper No. 323
Number of pages: 34 Posted: 07 Sep 2017
J. L. R. Davis and Eric van Wincoop
ANU College of Law and University of Virginia - Department of Economics
Downloads 22 (833,348)

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41.

A Theory of Currency Denomination of International Trade

Number of pages: 45 Posted: 22 Jan 2002
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 18 (869,830)
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Currency invoicing, new open economy macroeconomics

42.

A Theory of Net Capital Flows Over the Global Financial Cycle

Globalization Institute Working Paper No. 420
Number of pages: 52 Posted: 15 May 2023
Scott Davis and Eric van Wincoop
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Virginia - Department of Economics
Downloads 8 (965,523)

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global financial cycle, capital flows, current account, Portfolio Heterogeneity

43.

A Theory of Capital Flow Retrenchment

Globalization Institute Working Paper No. 422
Number of pages: 23 Posted: 30 Aug 2023
Scott Davis and Eric van Wincoop
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Virginia - Department of Economics
Downloads 7 (974,375)

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capital flows, retrenchment, Portfolio Heterogeneity

44.

A Theory of Gross and Net Capital Flows Over the Global Financial Cycle

NBER Working Paper No. w30738
Number of pages: 68 Posted: 12 Dec 2022 Last Revised: 28 Jun 2023
Scott Davis and Eric van Wincoop
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Virginia - Department of Economics
Downloads 5 (990,713)
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45.

Higher Order Expectations in Asset Pricing

CEPR Discussion Paper No. DP6648
Number of pages: 40 Posted: 05 Jun 2008
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 5 (990,713)
Citation 5
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Asset pricing, Beauty contest, Higher order beliefs

46.

Can Parameter Instability Explain the Meese-Rogoff Puzzle?

CEPR Discussion Paper No. DP7383
Number of pages: 56 Posted: 26 Aug 2009
Philippe Bacchetta, Toni Beutler and Eric van Wincoop
University of Lausanne, Study Center Gerzensee and University of Virginia - Department of Economics
Downloads 2 (1,013,248)
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Abstract:

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Exchange rate forecasting, exchange rate models

47.

Public and Private Saving and Investment

Posted: 29 Apr 1998
Jane Marrinan and Eric van Wincoop
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and University of Virginia - Department of Economics

Abstract:

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48.

Trade in Nominal Assets and Net International Capital Flows

CEPR Discussion Paper Series No. 1569
Posted: 27 Mar 1997
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics

Abstract:

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