A workhorse two-country portfolio model that embeds net foreign asset (NFA) imbalances rationalizes the following observation: debtor countries have on average a less diversified international portfolio than creditor countries. Abstracting from NFA imbalances, the model would feature a...

We introduce shocks to the availability of US dollar funding for non-US financial intermediaries in a two-country New Keynesian model with financial frictions. Such dollar shortages lead to uncovered interest rate parity deviations and have a significant negative effects on the macroeconomy....

We provide evidence for a causal link between the US economy and the global financial cycle. Using a unique intraday dataset, we show that US macroeconomic news releases have large and significant effects on global risky asset prices. Stock price indexes of 27 countries, the VIX, and commodity...

Focus: the use of high-dimensional data. Advanced analytics techniques, such as the analysis of large and unstructured novel data sources, or the application of techniques derived from machine learning and artificial intelligence, offer new insights into problems in economics and finance. These...

We welcome conference papers from any social science field related to the European PDBs, including but not limited to critical engagement with the following topics: - The priorities and determinants of PDB lending policy and their field of operations; - PDB funding and borrowing policy (own...

The China International Conference in Finance (CICF) provides an open platform that brings worldwide scholars together to present current research and stimulate new development in finance. CICF presented its first conference in 2002. Over the years, CICF has grown to be one of the leading...

The LUSO-BRAZILIAN FINANCE NETWORK is an informal network of Finance researchers from Brazil and Portugal. The main goal of the Network is to reinforce the existing links between Finance researchers from Brazil and Portugal. Authors are invited to participate and to submit papers in all areas of...

We welcome papers on International Economic topics and Finance. We invite theoretical, conceptual and empirical proposals on all aspects of international trade and finance. We invite topics in trade, global value chains, growth, productivity, innovation, finance migration, cyber security...

Topics: - Global inflation and the natural rate of interest: understanding drivers, persistence, and longer-term outlook; - Global commodity cycle; - Global spillovers from unconventional monetary policies, tapering, and central bank communications; - International monetary policy interaction and...