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Tomas Dvorak

Personal Details

First Name:Tomas
Middle Name:
Last Name:Dvorak
Suffix:
RePEc Short-ID:pdv2
http://lanfiles.williams.edu/~tdvorak
Department of Economics Williams College Williamstown, MA 01267
413 597 3143
Terminal Degree: Department of Economics; University of Maryland (from RePEc Genealogy)

Affiliation

(in no particular order)

Center for Development Economics
Williams College

Williamstown, Massachusetts (United States)
http://www.williams.edu/CDE/

413-597-2148
413-597-4076
Williamstown, MA 01267
RePEc:edi:cdwilus (more details at EDIRC)

Economics Department
Williams College

Williamstown, Massachusetts (United States)
http://econ.williams.edu/

413-597-2476
413-597-4045
24 Hopkins Hall Drive, Schapiro Building, Williamstown, MA 01267
RePEc:edi:edwilus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. External Returns Differential," NBER Working Papers 15077, National Bureau of Economic Research, Inc.
  2. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2008. "Cross-Border Returns Differentials," NBER Working Papers 13768, National Bureau of Economic Research, Inc.
  3. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2007. "The Stability of Large External Imbalances: The Role of Returns Differentials," NBER Working Papers 13074, National Bureau of Economic Research, Inc.
  4. Tomas Dvorak, 2001. "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics 168, Department of Economics, Williams College.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. External Returns Differential," NBER Working Papers 15077, National Bureau of Economic Research, Inc.

    Cited by:

    1. Matteo Maggiori, 2013. "The U.S. Dollar Safety Premium," 2013 Meeting Papers 75, Society for Economic Dynamics.
    2. Thomas A. Knetsch & Arne J. Nagengast, 2017. "Penny wise and pound foolish? On the income from Germany’s foreign investments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 753-778, November.
    3. Matteo Maggiori, 2012. "Financial Intermediation, International Risk Sharing, and Reserve Currencies," 2012 Meeting Papers 146, Society for Economic Dynamics.
    4. Bertaut, Carol C. & Tabova, Alexandra M. & Wong, Vivian, 2014. "The Replacement of Safe Assets: Evidence from the U.S. Bond Portfolio," International Finance Discussion Papers 1123, Board of Governors of the Federal Reserve System (U.S.).
    5. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers 16677, National Bureau of Economic Research, Inc.
    6. Mileva, Mariya, 2015. "Valuation effects and long-run real exchange rate dynamics," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 390-408.
    7. Anaya, Pablo & Hachula, Michael & Offermanns, Christian J., 2017. "Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 275-295.
    8. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2013. "On returns differentials," International Finance Discussion Papers 1077, Board of Governors of the Federal Reserve System (U.S.).
    9. Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers 23363, National Bureau of Economic Research, Inc.
    10. Linda S. Goldberg, 2011. "The international role of the dollar: Does it matter if this changes?," Staff Reports 522, Federal Reserve Bank of New York.
    11. Masahiro Endoh, 2012. "Return Differentials of Foreign Investment among OECD Countries," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-016, Keio/Kyoto Joint Global COE Program.

  2. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2008. "Cross-Border Returns Differentials," NBER Working Papers 13768, National Bureau of Economic Research, Inc.

    Cited by:

    1. Obstfeld, Maurice, 2012. "Does the Current Account Still Matter?," CEPR Discussion Papers 8888, C.E.P.R. Discussion Papers.
    2. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2008. "Current Account Sustainability and Relative Reliability," NBER Working Papers 14295, National Bureau of Economic Research, Inc.
    3. Agustin S. Bénétrix & Philip R. Lane & Jay C. Shambaugh, 2014. "International Currency Exposures, Valuation Effects, and the Global Financial Crisis," NBER Chapters,in: NBER International Seminar on Macroeconomics 2014, pages 98-109 National Bureau of Economic Research, Inc.
    4. Laura Alfaro & Sebnem Kalemli-Ozcan & Vadym Volosovych, 2011. "Sovereigns, Upstream Capital Flows and Global Imbalances," Tinbergen Institute Discussion Papers 11-126/2, Tinbergen Institute.
    5. Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E. & Wongswan, Jon, 2014. "Uncovered Equity Parity and Rebalancing in International Portfolios," International Finance Discussion Papers 1103, Board of Governors of the Federal Reserve System (U.S.).
    6. Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015. "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 86-114.
    7. Ellen R. McGrattan & Edward C. Prescott, 2007. "Technology capital and the U.S. current account," Working Papers 646, Federal Reserve Bank of Minneapolis.
    8. Matteo Maggiori, 2013. "The U.S. Dollar Safety Premium," 2013 Meeting Papers 75, Society for Economic Dynamics.
    9. Pierre-Olivier Gourinchas & Hélène Rey, 2013. "External Adjustment, Global Imbalances and Valuation Effects," NBER Working Papers 19240, National Bureau of Economic Research, Inc.
    10. Thomas A. Knetsch & Arne J. Nagengast, 2017. "Penny wise and pound foolish? On the income from Germany’s foreign investments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 753-778, November.
    11. Kenneth Rogoff & Takeshi Tashiro, "undated". "Japan's Exorbitant Privilege," Working Paper 188831, Harvard University OpenScholar.
    12. Marcel Fratzscher & Arnaud Mehl, 2014. "China's Dominance Hypothesis and the Emergence of a Tri‐polar Global Currency System," Economic Journal, Royal Economic Society, vol. 124(581), pages 1343-1370, December.
    13. Giancarlo Corsetti & Michael P. Devereux & Luigi Guiso & John Hassler & Gilles Saint-Paul & Hans-Werner Sinn & Jan-Egbert Sturm & Xavier Vives, 2010. "Chapter 4: US adjustment needs," EEAG Report on the European Economy, CESifo Group Munich, vol. 0, pages 101-110, February.
    14. Gourinchas, Pierre-Olivier & Rey, Hélène, 2014. "External Adjustment, Global Imbalances, Valuation Effects," Handbook of International Economics, Elsevier.
    15. Cédric Tille & Eric Van Wincoop, 2007. "International capital flows," Staff Reports 280, Federal Reserve Bank of New York.
    16. Milesi-Ferretti, Gian Maria, 2008. "Fundamentals at Odds? The US Current Account Deficit and The Dollar," CEPR Discussion Papers 7046, C.E.P.R. Discussion Papers.
    17. Matteo Maggiori, 2012. "Financial Intermediation, International Risk Sharing, and Reserve Currencies," 2012 Meeting Papers 146, Society for Economic Dynamics.
    18. Gourinchas, Pierre-Olivier & Rey, Hélène & Truempler, Kai Alexander, 2011. "The Financial Crisis and the Geography of Wealth Transfers," CEPR Discussion Papers 8567, C.E.P.R. Discussion Papers.
    19. Stephanie E. Curcuru & Charles P. Thomas, 2014. "The Return on U.S. Direct Investment at Home and Abroad," NBER Chapters,in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, pages 205-230 National Bureau of Economic Research, Inc.
    20. Jochem Axel, 2010. "International Financial Competitiveness and Incentives to Foreign Direct Investment," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(1), pages 42-58, February.
    21. Christopher A. Gohrband & Kristy L. Howell, 2013. "U.S. International Financial Flows and the U.S. Net Investment Position: New Perspectives Arising from New International Standards," NBER Chapters,in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, pages 231-270 National Bureau of Economic Research, Inc.
    22. Evans, Martin, 2014. "External Balances, Trade Flows and Financial Conditions," MPRA Paper 55644, University Library of Munich, Germany.
    23. Martin D D Evans, 2015. "External Balances, Trade and Financial Conditions," Working Papers gueconwpa~15-15-08, Georgetown University, Department of Economics.
    24. Bertaut, Carol C. & Tabova, Alexandra M. & Wong, Vivian, 2014. "The Replacement of Safe Assets: Evidence from the U.S. Bond Portfolio," International Finance Discussion Papers 1123, Board of Governors of the Federal Reserve System (U.S.).
    25. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers 16677, National Bureau of Economic Research, Inc.
    26. Tommaso Trani, 2012. "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers 02-2012, Economics Section, The Graduate Institute of International Studies, revised 12 Feb 2012.
    27. Canzoneri, Matthew & Cumby, Robert & Diba, Behzad & López-Salido, David, 2013. "Key currency status: An exorbitant privilege and an extraordinary risk," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 371-393.
    28. Joshua Aizenman & Yothin Jinjarak, 2008. "The US as the "Demander of Last Resort" and its Implications on China's Current Account," NBER Working Papers 14453, National Bureau of Economic Research, Inc.
    29. Kanda Naknoi & YiLi Chien, 2013. "The Risk Premium and Long-Run Global Imbalances," 2013 Meeting Papers 55, Society for Economic Dynamics.
    30. V. Vicard, 2015. "Profit shifting through transfer pricing: evidence from French firm level trade data," Working papers 555, Banque de France.
    31. Aizenman, Joshua & Jinjarak, Yothin, 2008. "The US as the “demander of last resort†and its implications on China’s current account," Santa Cruz Department of Economics, Working Paper Series qt986646mz, Department of Economics, UC Santa Cruz.
    32. Salim B. Furth, 2010. "Terms of Trade Volatility and Precautionary Savings in Developing Economies," DEGIT Conference Papers c015_013, DEGIT, Dynamics, Economic Growth, and International Trade.
    33. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. External Returns Differential," NBER Working Papers 15077, National Bureau of Economic Research, Inc.
    34. Nguyen, Ha, 2011. "Valuation effects with transitory and trend productivity shocks," Journal of International Economics, Elsevier, vol. 85(2), pages 245-255.
    35. Bridgman, Benjamin, 2014. "Do intangible assets explain high U.S. foreign direct investment returns?," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 159-171.
    36. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2013. "On returns differentials," International Finance Discussion Papers 1077, Board of Governors of the Federal Reserve System (U.S.).
    37. Faruk Balli & Sebnem Kalemli-Ozcan & Bent Sorensen, 2011. "Risk Sharing through Capital Gains," NBER Working Papers 17612, National Bureau of Economic Research, Inc.
    38. Wenxin Du & Joanne Im & Jesse Schreger, 2017. "The U.S. Treasury Premium," NBER Working Papers 23759, National Bureau of Economic Research, Inc.
    39. E Curcuru & Charles P Thomas & Francis E Warnock, 2015. "Cross-border portfolios: assets, liabilities, and non-flow adjustments," BIS Papers chapters,in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 7-24 Bank for International Settlements.
    40. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. international equity investment and past prospective returns," International Finance Discussion Papers 1016, Board of Governors of the Federal Reserve System (U.S.).
    41. Bichler, Shimshon & Nitzan, Jonathan, 2012. "The Asymptotes of Power," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 18-53.
    42. Iscan, Talan B., 2011. "Productivity growth and the U.S. saving rate," Economic Modelling, Elsevier, vol. 28(1-2), pages 501-514, January.
    43. Michael B. Devereux & Alan Sutherland, 2009. "Valuation Effects and the Dynamics of Net External Assets," NBER Working Papers 14794, National Bureau of Economic Research, Inc.
    44. Charles Engel, 2010. "Exchange rate policies," BIS Papers chapters,in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 229-250 Bank for International Settlements.
    45. Martin Evans, 2012. "International Capital Flows and Debt Dynamics," Working Papers gueconwpa~12-12-04, Georgetown University, Department of Economics.
    46. Durdu, C. Bora & Mendoza, Enrique G. & Terrones, Marco E., 2013. "On the solvency of nations: Cross-country evidence on the dynamics of external adjustment," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 762-780.
    47. Enrique G. Mendoza & Marco Terrones & Ceyhun Bora Durdu, 2010. "On the Solvency of Nations; Are Global Imbalances Consistent with Intertemporal Budget Constraints?," IMF Working Papers 10/50, International Monetary Fund.
    48. Chia, W.M. & Jinjarak, Y. & Rana, P. & Xie, T., 2014. "Net foreign assets and macroeconomic volatility," Journal of Asian Economics, Elsevier, vol. 34(C), pages 42-53.
    49. Michael Bleaney & Mo Tian, "undated". "Net Foreign Assets, Real Exchange Rates and Net Exports Revisited," Discussion Papers 13/04, University of Nottingham, CREDIT.
    50. Thimann, Christian, 2009. "Global roles of currencies," Working Paper Series 1031, European Central Bank.
    51. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017. "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers 23474, National Bureau of Economic Research, Inc.
    52. Wynne, Mark A., 2008. "First steps: developing a research agenda on globalization and monetary policy," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute, pages 4-13.
    53. John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," NBER Working Papers 16052, National Bureau of Economic Research, Inc.
    54. Martin Evans and Alberto Fuertes, 2010. "Understanding the Dynamics of the US External Position," Working Papers gueconwpa~10-10-05, Georgetown University, Department of Economics.
    55. Andrea Civelli, 2016. "Excess Returns, Average Returns and the Adjustment Mechanism of the External Position of a Country," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 226-252, May.
    56. Numan Ülkü & Petar Petrov, 2015. "How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market," International Review of Finance, International Review of Finance Ltd., vol. 15(4), pages 521-553, December.
    57. McCauley, Robert N., 2015. "Does the US dollar confer an exorbitant privilege?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 1-14.
    58. Zorell, Nico, 2017. "Large net foreign liabilities of euro area countries," Occasional Paper Series 198, European Central Bank.
    59. Habib, Maurizio Michael, 2010. "Excess returns on net foreign assets: the exorbitant privilege from a global perspective," Working Paper Series 1158, European Central Bank.
    60. Pierre-Olivier Gourinchas & Helene Rey & Nicolas Govillot, 2010. "Exorbitant Privilege and Exorbitant Duty," IMES Discussion Paper Series 10-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
    61. Michael P. Dooley, 2009. "Comment on "Current Account Sustainability and the Relative Reliability"," NBER Chapters,in: NBER International Seminar on Macroeconomics 2008, pages 110-112 National Bureau of Economic Research, Inc.

  3. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2007. "The Stability of Large External Imbalances: The Role of Returns Differentials," NBER Working Papers 13074, National Bureau of Economic Research, Inc.

    Cited by:

    1. Eduardo Cavallo & Barry Eichengreen & Ugo Panizza, 2018. "Can countries rely on foreign saving for investment and economic development?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(2), pages 277-306, May.
    2. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2008. "Cross-Border Returns Differentials," The Quarterly Journal of Economics, Oxford University Press, vol. 123(4), pages 1495-1530.
    3. Kristin J. Forbes, 2008. "Why do foreigners invest in the United States?," Working Paper Series 2008-27, Federal Reserve Bank of San Francisco.
    4. Tarek Alexander Hassan, 2012. "Country Size, Currency Unions, and International Asset Returns," NBER Working Papers 18057, National Bureau of Economic Research, Inc.
    5. Cédric Tille & Eric Van Wincoop, 2007. "International capital flows," Staff Reports 280, Federal Reserve Bank of New York.
    6. Jochem Axel, 2010. "International Financial Competitiveness and Incentives to Foreign Direct Investment," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(1), pages 42-58, February.
    7. Tarek Alexander Hassan, 2010. "Country Size, Currency Areas, and International Asset Returns," 2010 Meeting Papers 365, Society for Economic Dynamics.
    8. Robert Guttmann & Dominique Plihon, 2010. "Consumer debt and financial fragility," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(3), pages 269-283.
    9. Kanda Naknoi & Sirsha Chatterjee, 2008. "The Marginal Product of Capital, Capital Flows and Convergence," 2008 Meeting Papers 57, Society for Economic Dynamics.
    10. Gian M Milesi-Ferretti & Philip R. Lane, 2008. "Where Did All the Borrowing Go? A Forensic Analysis of the U.S. External Position," IMF Working Papers 08/28, International Monetary Fund.
    11. Bracke, Thierry & Schmitz, Martin, 2008. "Channels of international risk-sharing: capital gains versus income flows," Working Paper Series 938, European Central Bank.
    12. Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2016. "Current account deficits during heightened risk: menacing or mitigating?," Discussion Papers 46, Monetary Policy Committee Unit, Bank of England.
    13. Carol C. Bertaut & Steven B. Kamin & Charles P. Thomas, 2008. "How long can the unsustainable U.S. current account deficit be sustained?," International Finance Discussion Papers 935, Board of Governors of the Federal Reserve System (U.S.).
    14. Barry Bosworth & Susan Collins & Gabriel Chodorow-Reich, "undated". "Returns on FDI. Does the U.S. Really Do Better?," Working Paper 90801, Harvard University OpenScholar.
    15. Holinski Nils & Kool Clemens & Muysken Joan, 2009. "International Portfolio Balance – Modeling the External Adjustment Process," Research Memorandum 033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    16. Philip R. Lane, 2011. "The Dynamics of Ireland?s Net External Position," The Institute for International Integration Studies Discussion Paper Series iiisdp388, IIIS.

  4. Tomas Dvorak, 2001. "Do Domestic Investors Have an Information Advantage? Evidence from Indonesia," Center for Development Economics 168, Department of Economics, Williams College.

    Cited by:

    1. Diego A. Agudelo, 2007. "Do Local or Foreign traders know more in an emerging market? A possible solution of the puzzle," DOCUMENTOS DE TRABAJO CIEF 011117, UNIVERSIDAD EAFIT.
    2. Jeon, Jin Q. & Lee, Cheolwoo & Moffett, Clay M., 2011. "Effects of foreign ownership on payout policy: Evidence from the Korean market," Journal of Financial Markets, Elsevier, vol. 14(2), pages 344-375, May.
    3. Hyuk Choe & Bong-Chan Kho & René M. Stulz, 2005. "Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea," Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 795-829.
    4. Andres Almazan & Adolfo de Motta & Sheridan Titman & Vahap Uysal, 2007. "Financial Structure, Liquidity, and Firm Locations," NBER Working Papers 13660, National Bureau of Economic Research, Inc.
    5. Emine Boz, 2006. "Can Miracles Lead to Crises? An Informational Frictions Explanation of Emerging Markets Crises," Computing in Economics and Finance 2006 19, Society for Computational Economics.
    6. Uysal, Vahap B. & Kedia, Simi & Panchapagesan, Venkatesh, 2008. "Geography and acquirer returns," Journal of Financial Intermediation, Elsevier, vol. 17(2), pages 256-275, April.
    7. Elisa Cavezzali & Jacopo Crepaldi & Ugo Rigoni, 2014. "Proximity to hubs of expertise and financial analyst forecast accuracy," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 157-179, December.
    8. Stolowy, Hervé & Jeanjean, Thomas & Erkens, Michael, 2011. "The economic consequences of increasing the international visibility of financial reports," Les Cahiers de Recherche 957, HEC Paris.
    9. Hali J. Edison & Francis E. Warnock, 2006. "Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets," NBER Working Papers 12589, National Bureau of Economic Research, Inc.
    10. Sumit Agarwal & I‐Ming Chiu & Chunlin Liu & S. Ghon Rhee, 2011. "The Brokerage Firm Effect In Herding: Evidence From Indonesia," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(3), pages 461-479, September.
    11. Chien, Cheng-Yi & Lee, Hsiu-Chuan & Tai, Shih-Wen & Liao, Tzu-Hsiang, 2013. "Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange," Journal of Multinational Financial Management, Elsevier, vol. 23(5), pages 394-414.
    12. Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Working Papers hal-01069440, HAL.
    13. Chan, Kalok & Covrig, Vicentiu, 2012. "What determines mutual fund trading in foreign stocks?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 793-817.
    14. Kim, Jaemin & Yoo, Sean Sehyun, 2009. "Market liberalization and foreign equity portfolio selection in Korea," Journal of Multinational Financial Management, Elsevier, vol. 19(3), pages 206-220, July.
    15. Pirtea Marilen & Barna Flavia & Nachescu Miruna Lucia, 2013. "The Institutional Investors’ Behaviour Under The Impact Of The Global Financial Crisis," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 285-292, February.
    16. Kapteyn, Arie & Teppa, Federica, 2011. "Subjective measures of risk aversion, fixed costs, and portfolio choice," Journal of Economic Psychology, Elsevier, vol. 32(4), pages 564-580, August.
    17. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2007. "The Stability of Large External Imbalances: The Role of Returns Differentials," NBER Working Papers 13074, National Bureau of Economic Research, Inc.
    18. Andrade, Sandro C. & Kohlscheen, Emanuel, 2010. "Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002," The Warwick Economics Research Paper Series (TWERPS) 926, University of Warwick, Department of Economics.
    19. Sebastián Nieto Parra & Javier Santiso, 2007. "The Usual Suspects: A Primer on Investment Banks' Recommendations and Emerging Markets," OECD Development Centre Working Papers 258, OECD Publishing.
    20. Anchor Y. Lin & Lin-Shang Huang & Mei-Yuan Chen, 2007. "Price Comovement and Institutional Performance Following Large Market Movements," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(5), pages 37-61, October.
    21. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers 16677, National Bureau of Economic Research, Inc.
    22. G. Geoffrey Booth & Juha-Pekka Kallunki & Petri Sahlström & Jaakko Tyynelä, 2011. "Foreign vs domestic investors and the post-announcement drift," International Journal of Managerial Finance, Emerald Group Publishing, vol. 7(3), pages 220-237, June.
    23. R. G Gelos, 2011. "International Mutual Funds, Capital Flow Volatility, and Contagion – A Survey," IMF Working Papers 11/92, International Monetary Fund.
    24. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Forecasting ECB monetary policy: accuracy is (still) a matter of geography," Working Paper Series 578, European Central Bank.
    25. Emine Boz, 2005. "Do Miracles Lead to Crises?: An Informational Frictions Explanation to Emerging Market Financial Crises," 2005 Meeting Papers 496, Society for Economic Dynamics.
    26. Laura Veldkamp & Stijn Van Nieuwerburgh, 2005. "Information Immobility and the Home Bias Puzzle," 2005 Meeting Papers 78, Society for Economic Dynamics.
    27. Daude, Christian & Fratzscher, Marcel, 2008. "The pecking order of cross-border investment," Journal of International Economics, Elsevier, vol. 74(1), pages 94-119, January.
    28. G. Andrew Karolyi & David T. Ng & Eswar S. Prasad, 2015. "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," NBER Working Papers 21661, National Bureau of Economic Research, Inc.
    29. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2007. "The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market," Journal of Financial Markets, Elsevier, vol. 10(4), pages 391-415, November.
    30. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2011. "Geography, skills or both: What explains Fed watchers' forecast accuracy of US monetary policy?," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 420-437, September.
    31. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. External Returns Differential," NBER Working Papers 15077, National Bureau of Economic Research, Inc.
    32. Jangkoo Kang & Doojin Ryu, 2010. "Which Trades Move Asset Prices? An Analysis of Futures Trading Data," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(0), pages 7-22, May.
    33. Eun Jung Lee, 2015. "High Frequency Trading in the Korean Index Futures Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(1), pages 31-51, January.
    34. Hali J Edison & Francis E. Warnock, 2003. "Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets," IMF Working Papers 03/236, International Monetary Fund.
    35. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2008. "Geography or skills: what explains Fed Wachters' forecast accuracy of US monetary policy?," Discussion Papers 2008/11, Free University Berlin, School of Business & Economics.
    36. Cashman, George D. & Deli, Daniel N., 2009. "Locating decision rights: Evidence from the mutual fund industry," Journal of Financial Markets, Elsevier, vol. 12(4), pages 645-671, November.
    37. Bae, Kee-Hong & Stulz, Rene M. & Tan, Hongping, 2006. "Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts," Working Paper Series 2005-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    38. Chen, Li-Wen & Johnson, Shane A. & Lin, Ji-Chai & Liu, Yu-Jane, 2009. "Information, sophistication, and foreign versus domestic investors' performance," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1636-1651, September.
    39. Hali J. Edison & Francis E. Warnock, 2003. "Cross-board listings, capital controls, and equity flows to emerging markets," International Finance Discussion Papers 770, Board of Governors of the Federal Reserve System (U.S.).
    40. Lin, Anchor Y. & Swanson, Peggy E., 2008. "Foreigners' perceptions of U.S. markets: Do foreigners exhibit herding tendencies?," Journal of Economics and Business, Elsevier, vol. 60(3), pages 179-203.
    41. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. international equity investment and past prospective returns," International Finance Discussion Papers 1016, Board of Governors of the Federal Reserve System (U.S.).
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (2) 2007-05-12 2008-02-09

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