The paper provides a new measure of the ethnic identity of immigrants and explores its evolution in the host country. The ethnosizer, a measure of the intensity of a person's ethnic identity, is constructed from information on the following elements: language, culture, societal interaction,...

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of returns in global (mature), regional, and local markets are estimated for 41...

The paper advocates for a new measure of the ethnic identity of migrants, models its determinants and explores its explanatory power for various types of their economic performance. The ethnosizer, a measure of the intensity of a person's ethnic identity, is constructed from information on the...

This chapter deals with the economic and ethnic diversity caused by international labor migration, and their economic integration possibilities. It brings together three strands of literature dealing with the neoclassical economic assimilation, ethnic identities and attitudes towards immigrants...

This paper examines global (mature market) and regional (emerging market) spillovers in local emerging stock markets. Tri-variate VAR GARCH(1,1)-in-mean models are estimated for 41 emerging market economies (EMEs) in Asia, Europe, Latin America, and the Middle East. The models capture a range of...

The paper explores the evolution of ethnic identities of two important and distinct immigrant religious groups. Using data from Germany, a large European country with many immigrants, we study the adaptation processes of Muslims and Christians. Individual data on language, culture, societal...