Showing 1 - 10 of 19
, capital gains, and portfolio adjustment for consumption risk sharing when financial markets are incomplete, showing how these … shocks and to keeping it constant in subsequent periods. -- current account ; equity ; net foreign assets ; risk sharing …
Persistent link: https://www.econbiz.de/10003914093
, capital gains, and portfolio adjustment for consumption risk sharing when financial markets are incomplete, showing how these …
Persistent link: https://www.econbiz.de/10014197553
We study the evolution of offshore renminbi trading between 2016 and 2019. The diffusion behaviour of offshore renminbi trading during this period is different from the one between 2013 and 2016. The geographical diffusion process displayed in the 2016-2019 period, in addition to the previously...
Persistent link: https://www.econbiz.de/10012232928
We study the evolution of offshore renminbi trading between 2016 and 2019. The diffusion behaviour of offshore renminbi trading during this period is different from the one between 2013 and 2016. The geographical diffusion process displayed in the 2016-2019 period, in addition to the previously...
Persistent link: https://www.econbiz.de/10012234514
for by the real common factor, which is proportional to world growth in our empirical model and linked to the risk …
Persistent link: https://www.econbiz.de/10011800098
for by the real common factor, which is proportional to world growth in our empirical model and linked to the risk …
Persistent link: https://www.econbiz.de/10012920871
for by the real common factor, which is proportional to world growth in our empirical model and linked to the risk …
Persistent link: https://www.econbiz.de/10012927877
Using a new equity price-based measure of the global financial cycle, this paper evaluates the relative importance of global financial shocks for quarterly equity returns and output growths in a large sample of advanced and emerging economies, as well as in South Korea and China–two countries...
Persistent link: https://www.econbiz.de/10012824098
Using a new equity price-based measure of the global financial cycle, this paper evaluates the relative importance of global financial shocks for quarterly equity returns and output growths in a large sample of advanced and emerging economies, as well as in South Korea and China — two...
Persistent link: https://www.econbiz.de/10012826290
factor, which is extracted from world growth in our empirical model and linked to the risk-free rate in the theoretical model …
Persistent link: https://www.econbiz.de/10012917504