The Short and Long Run Benefits of Financial Integration
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Note: DOI: 10.1257/aer.100.2.527
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Cited by:
- Karen K. Lewis, 2011.
"Global Asset Pricing,"
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- Karen K. Lewis, 2011. "Global Asset Pricing," NBER Working Papers 17261, National Bureau of Economic Research, Inc.
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"International Capital Markets Structure, Preferences and Puzzles: The US-China Case,"
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- Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani, 2014. "International Capital Markets Structure, Preferences and Puzzles: The US-China Case," CESifo Working Paper Series 4669, CESifo.
- Harjoat S. Bhamra & Raman Uppal, 2019.
"Does Household Finance Matter? Small Financial Errors with Large Social Costs,"
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- Uppal, Raman & Bhamra, Harjoat Singh, 2017. "Does Household Finance Matter? Small Financial Errors with Large Social Costs," CEPR Discussion Papers 12414, C.E.P.R. Discussion Papers.
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- Michael Siemer & Adrien Verdelhan & Francois Gourio, 2015. "Uncertainty and International Capital Flows," 2015 Meeting Papers 880, Society for Economic Dynamics.
- ap Gwilym, Rhys & Ebrahim, M. Shahid, 2013. "Can position limits restrain ‘rogue’ trading?," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 824-836.
- Ravi Bansal & Ivan Shaliastovich, 2013.
"A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(1), pages 1-33.
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- Ivan Shaliastovich & Ravi Bansal, 2012. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," 2012 Meeting Papers 778, Society for Economic Dynamics.
- Coeurdacier, Nicolas & Rey, Hélène & Winant, Pablo, 2020.
"Financial integration and growth in a risky world,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 1-21.
- Rey, Hélène & Coeurdacier, Nicolas & Winant, Pablo, 2015. "Financial Integration and Growth in a Risky World," CEPR Discussion Papers 11009, C.E.P.R. Discussion Papers.
- Nicolas Coeurdacier & Hélène Rey & Pablo Winant, 2020. "Financial Integration and Growth in a Risky World," SciencePo Working papers Main hal-03799686, HAL.
- Nicolas Coeurdacier & Hélène Rey & Pablo Winant, 2015. "Financial Integration and Growth in a Risky World," NBER Working Papers 21817, National Bureau of Economic Research, Inc.
- Nicolas Coeurdacier & Hélène Rey & Pablo Winant, 2020. "Financial Integration and Growth in a Risky World," Post-Print hal-03799686, HAL.
- Monica Billio & Michael Donadelli & Antonio Paradiso & Max Riedel, 2015. "Measuring Financial Integration: Lessons from the Correlation," Working Papers 2015:23, Department of Economics, University of Venice "Ca' Foscari".
- Heathcote, Jonathan & Perri, Fabrizio, 2014.
"Assessing International Efficiency,"
Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 523-584,
Elsevier.
- Heathcote, Jonathan & Perri, Fabrizio, 2013. "Assessing International Efficiency," CEPR Discussion Papers 9424, C.E.P.R. Discussion Papers.
- Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing International Efficiency," NBER Working Papers 18956, National Bureau of Economic Research, Inc.
- Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing International Efficiency," Working Papers 476, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing international efficiency," Staff Report 480, Federal Reserve Bank of Minneapolis.
- Juan M. Londono & Nancy R. Xu, 2021. "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers 1318, Board of Governors of the Federal Reserve System (U.S.).
- Ricardo J. Caballero & Alp Simsek, 2020.
"A Model of Fickle Capital Flows and Retrenchment,"
Journal of Political Economy, University of Chicago Press, vol. 128(6), pages 2288-2328.
- Ricardo J. Caballero & Alp Simsek, 2016. "A Model of Fickle Capital Flows and Retrenchment," NBER Working Papers 22751, National Bureau of Economic Research, Inc.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2019. "A Model of Fickle Capital Flows and Retrenchment," CEPR Discussion Papers 13819, C.E.P.R. Discussion Papers.
- Shaojun Zhang, 2021.
"Limited Risk Sharing and International Equity Returns,"
Journal of Finance, American Finance Association, vol. 76(2), pages 893-933, April.
- Zhang, Shaojun, 2016. "Limited Risk Sharing and International Equity Returns," Working Paper Series 2016-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Michael Donadelli, 2013. "Global integration and emerging stock market excess returns," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 244-279, September.
- Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M., 2017.
"Which market integration measure?,"
Journal of Banking & Finance, Elsevier, vol. 76(C), pages 150-174.
- Billio, Monica & Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016. "Which market integration measure?," SAFE Working Paper Series 159, Leibniz Institute for Financial Research SAFE.
- Donadelli, Michael & Paradiso, Antonio, 2014. "Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 206-220.
- Nikolaos Stoupos & Apostolos Kiohos, 2022. "Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets," Journal of Common Market Studies, Wiley Blackwell, vol. 60(4), pages 1019-1046, July.
- Edith Liu & Karen Lewis, 2012.
"International Consumption Risk Is Shared After All: An Asset Return View,"
2012 Meeting Papers
643, Society for Economic Dynamics.
- Karen K. Lewis & Edith X. Liu, 2012. "International Consumption Risk Is Shared After All: An Asset Return View," NBER Working Papers 17872, National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Liu, Edith X., 2015. "Evaluating international consumption risk sharing gains: An asset return view," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 84-98.
- Rosenkranz, Peter & Melchor, Monica, 2022. "Asia’s financial interconnectedness: Evolution, implications, and insights from past crises," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 685-707.
- Guven, Cahit, 2016. "Financial integration: The role of tradable and non-tradable goods," Economic Modelling, Elsevier, vol. 53(C), pages 345-353.
- Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2022. "Measuring market integration during crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Thien Nguyen & Lukas Schmid & Mariano Croce, 2014. "Global Entropy," 2014 Meeting Papers 1345, Society for Economic Dynamics.
- Caporale, Guglielmo Maria & Donadelli, Michael & Varani, Alessia, 2015. "International capital markets structure, preferences and puzzles: A “US–China World”," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 85-99.
- Gomes, Pedro & Taamouti, Abderrahim, 2016. "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 103-117.
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More about this item
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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