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Private information, human capital, and optimal “home bias” in financial markets
Ehrlich, Isaac; Shin, Jong Kook; Yin, Yong - 2011
By allowing for imperfectly informed markets and the role of private information, we offer new insights about observed deviations of portfolio concentrations in domestic relative to foreign risky assets, or "home bias", from what standard finance models predict. Our model ascribes the "bias" to...
Persistent link: https://www.econbiz.de/10009516904
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The KOF Globalisation Index : revisited
Gygli, Savina; Haelg, Florian; Potrafke, Niklas; Sturm, … - 2018
country in the world along the economic, social and political dimension. The original index was introduced by Dreher (2006 …
Persistent link: https://www.econbiz.de/10011954444
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The KOF Globalisation Index - revisited
Gygli, Savina; Haelg, Florian; Sturm, Jan-Egbert - 2018
globalisation for every country in the world along the economic, social and political dimension. The original index was introduced …
Persistent link: https://www.econbiz.de/10011847841
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Short-term indicators : using qualitative indicators to update production indices
Schreyer, Paul; Emery, Corinne - 1996
Persistent link: https://www.econbiz.de/10000930434
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Measuring globalization
Andersen, Torben M. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001806115
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Sustainability indicators for open-cycle thorium-fuelled nuclear energy
Ashley, S. F.; Fenner, R. A.; Nuttall, W. J.; Parks, G. T. - 2012
Persistent link: https://www.econbiz.de/10009579892
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Measuring global financial market stresses
Groen, Jan J. J.; Nattinger, Michael B.; Noble, Adam I. - 2020
We propose measures of financial market stress for forty-six countries and regions across the world. Our measures … wake of the COVID-19 pandemic. However, hardly anywhere in the world did these March peaks in financial stresses reach those … for the near-term economic outlook across most parts of the world, with the exception of China. A structural Bayesian VAR …
Persistent link: https://www.econbiz.de/10012268021
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Dating systemic financial stress episodes in the EU countries
Duprey, Thibaut; Klaus, Benjamin; Peltonen, Tuomo - 2016
This paper introduces a new methodology to date systemic financial stress events in a transparent, objective and reproducible way. The financial cycle is captured by a monthly country-specific financial stress index. Based on a Markov-switching model, high financial stress regimes are...
Persistent link: https://www.econbiz.de/10011441674
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How to measure globalisation? : a New Globalisation Index (NGI)
Vujakovic, Petra - 2010
In this article, a new composite globalisation index will be presented. With its 21 variables, it accounts for the multidimensionality of this phenomenon instead of relying purely on economic indicators. As compared to other existing globalisation indices, three major innovations are introduced...
Persistent link: https://www.econbiz.de/10011373499
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
We analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, we analyze the dynamics of co-movement at different levels of aggregation and...
Persistent link: https://www.econbiz.de/10011987786