Narrow search
Showing 1 - 10 of 3,912
Cover Image
Explaining foreign holdings of Asia's debt securities : the Feldstein-Horioka paradox revisited
Horioka, Charles; Terada Hagiwara, Akiko; Nomoto, Takaaki - 2015
In this paper, we find that home bias is still present in all economies and regions, especially in the case of short-term debt securities, but that there are substantial variations among economies and regions in the strength of home bias, with the Eurozone economies, the US, and developing Asia...
Persistent link: https://www.econbiz.de/10011379708
Cover Image
Explaining foreign holdings of Asia’s debt securities
Horioka, Charles; Nomoto, Takaaki; Terada Hagiwara, Akiko - 2014
securities appears to be driven by relatively stable exchange rates and the higher risk-adjusted returns on the debt securities …
Persistent link: https://www.econbiz.de/10010336962
Cover Image
Explaining foreign holdings of Asia's debt securities : the Feldstein-Horioka paradox revisited
Horioka, Charles; Terada Hagiwara, Akiko; Nomoto, Takaaki - 2015
Persistent link: https://www.econbiz.de/10011420463
Cover Image
US equity tail risk and currency risk premia
Fan, Zhenzhen; Londono, Juan M.; Xiao, Xiao - 2019 - This version: July 2019
Persistent link: https://www.econbiz.de/10012065069
Cover Image
The effects of war risk on US financial markets
Rigobón, Roberto; Sack, Brian - 2003
Persistent link: https://www.econbiz.de/10001749859
Cover Image
The effects of war risk on US financial markets
Rigobón, Roberto; Sack, Brian - 2003
a heteroskedasticity-based estimation technique. The results indicate that increases in what we call the "war risk …
Persistent link: https://www.econbiz.de/10001759421
Cover Image
Predictable risk and returns in emerging markets
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000881185
Cover Image
International tail risk and world fear
Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, … - 2017
We examine the pricing of tail risk in international stock markets. We find that the tail risk of different countries … mainly driven by global tail risk rather than local tail risk. World fear is also priced in the crosssection of stock returns …
Persistent link: https://www.econbiz.de/10011751251
Cover Image
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert; Sercu, Piet; Wu, Jianbin - 2016
Persistent link: https://www.econbiz.de/10011707065
Cover Image
Global macro risks in currency excess returns
Berg, Kimberly A.; Mark, Nelson C. - 2016
fundamental macroeconomic risk. The cross-country high-minuslow (HML) conditional skewness of the unemployment gap - our measure …
Persistent link: https://www.econbiz.de/10011517046