Edith X. Liu
Personal Details
First Name: | Edith |
Middle Name: | X. |
Last Name: | Liu |
Suffix: | |
RePEc Short-ID: | pli469 |
[This author has chosen not to make the email address public] | |
21st and Constitution NW Washington DC 20551 | |
202-452-3713 | |
Terminal Degree: | 2010 (from RePEc Genealogy) |
Affiliation
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Washington, District of Columbia (United States)http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Lewis, Karen K. & Liu, Edith X., 2022.
"How Can Asset Prices Value Exchange Rate Wedges?,"
CEPR Discussion Papers
17596, C.E.P.R. Discussion Papers.
- Karen K. Lewis & Edith Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers 30422, National Bureau of Economic Research, Inc.
- Karen K. Lewis & Edith X. Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," Finance and Economics Discussion Series 2022-075, Board of Governors of the Federal Reserve System (U.S.).
- Shaghil Ahmed & Ricardo Correa & Daniel A. Dias & Nils M. Gornemann & Jasper Hoek & Anil K. Jain & Edith X. Liu & Anna Wong, 2019. "Global Spillovers of a China Hard Landing," International Finance Discussion Papers 1260, Board of Governors of the Federal Reserve System (U.S.).
- Edith X. Liu & Jonathan Pogach, 2017.
"The Effect of Foreign Lending on Domestic Loans : An Analysis of U.S. Global Banks,"
International Finance Discussion Papers
1198, Board of Governors of the Federal Reserve System (U.S.).
- Liu, Edith X. & Pogach, Jonathan, 2017. "The effect of foreign lending on domestic loans: An analysis of US global banks," Economics Letters, Elsevier, vol. 156(C), pages 151-154.
- Karen K. Lewis & Edith X. Liu, 2017.
"Disaster Risk and Asset Returns : An International Perspective,"
International Finance Discussion Papers
1199, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith X. Liu, 2016. "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Liu, Edith X., 2017. "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers 23065, National Bureau of Economic Research, Inc.
- 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.
- Edith Liu & Karen Lewis, 2012. "International Consumption Risk Is Shared After All: An Asset Return View," 2012 Meeting Papers 643, Society for Economic Dynamics.
- Liu, Edith X., 2010. "Diversifying Credit Risk with International Corporate Bonds," Working Papers 10-4, University of Pennsylvania, Wharton School, Weiss Center.
Articles
- Shaghil Ahmed & Ricardo Correa & Daniel A. Dias & Nils Gornemann & Jasper Hoek & Anil Jain & Edith Liu & Anna Wong, 2022. "Global Spillovers of a Chinese Growth Slowdown," JRFM, MDPI, vol. 15(12), pages 1-23, December.
- Liu, Edith X. & Pogach, Jonathan, 2017.
"The effect of foreign lending on domestic loans: An analysis of US global banks,"
Economics Letters, Elsevier, vol. 156(C), pages 151-154.
- Edith X. Liu & Jonathan Pogach, 2017. "The Effect of Foreign Lending on Domestic Loans : An Analysis of U.S. Global Banks," International Finance Discussion Papers 1198, Board of Governors of the Federal Reserve System (U.S.).
- Lewis, Karen K. & Liu, Edith X., 2017.
"Disaster risk and asset returns: An international perspective,"
Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
- Karen K. Lewis & Edith X. Liu, 2016. "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers 1199, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers 23065, National Bureau of Economic Research, Inc.
- Liu, Edith X., 2016. "Portfolio Diversification and International Corporate Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(3), pages 959-983, June.
- 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.
- Calum G. Turvey & Joshua Woodard & Edith Liu, 2014. "Financial engineering for the farm problem," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 74(2), pages 271-286, July.
Chapters
- Karen K. Lewis & Edith X. Liu, 2016.
"Disaster Risk and Asset Returns: An International Perspective,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2016,
National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Liu, Edith X., 2017. "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers 1199, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers 23065, National Bureau of Economic Research, Inc.
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
- Shaghil Ahmed & Ricardo Correa & Daniel A. Dias & Nils M. Gornemann & Jasper Hoek & Anil K. Jain & Edith X. Liu & Anna Wong, 2019.
"Global Spillovers of a China Hard Landing,"
International Finance Discussion Papers
1260, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- M.Ayhan Kose & Peter S. O. Nagle & Franziska L. Ohnsorge & Naotaka Sugawara, 2020.
"Can this time be different? Policy options in times of rising debt,"
CAMA Working Papers
2020-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ohnsorge, Franziska & Kose, M. Ayhan & Nagle, Peter & Sugawara, Naotaka, 2020. "Can This Time Be Different? Policy Options in Times of Rising Debt," CEPR Discussion Papers 14528, C.E.P.R. Discussion Papers.
- Kose,Ayhan & Nagle,Peter Stephen Oliver & Ohnsorge,Franziska Lieselotte & Sugawara,Naotaka, 2020. "Can This Time Be Different ? Policy Options in Times of Rising Debt," Policy Research Working Paper Series 9178, The World Bank.
- M. Ayhan Kose & Peter S. O. Nagle & Franziska Ohnsorge & Naotaka Sugawara, 2020. "Can This Time Be Different? Policy Options in Times of Rising Debt," Koç University-TUSIAD Economic Research Forum Working Papers 2008, Koc University-TUSIAD Economic Research Forum.
- Keddad, Benjamin, 2024. "Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
- Bazán-Palomino, Walter, 2023. "The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1080-1095.
- Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021.
"Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index,"
Questioni di Economia e Finanza (Occasional Papers)
657, Bank of Italy, Economic Research and International Relations Area.
- Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022. "Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index," Economics Letters, Elsevier, vol. 216(C).
- M.Ayhan Kose & Peter S. O. Nagle & Franziska L. Ohnsorge & Naotaka Sugawara, 2020.
"Can this time be different? Policy options in times of rising debt,"
CAMA Working Papers
2020-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edith X. Liu & Jonathan Pogach, 2017.
"The Effect of Foreign Lending on Domestic Loans : An Analysis of U.S. Global Banks,"
International Finance Discussion Papers
1198, Board of Governors of the Federal Reserve System (U.S.).
- Liu, Edith X. & Pogach, Jonathan, 2017. "The effect of foreign lending on domestic loans: An analysis of US global banks," Economics Letters, Elsevier, vol. 156(C), pages 151-154.
Cited by:
- Kurz, Michael & Kleimeier, Stefanie, 2019. "Credit Supply: Are there negative spillovers from banks’ proprietary trading? (RM/19/005-revised-)," Research Memorandum 026, Maastricht University, Graduate School of Business and Economics (GSBE).
- Konstantinos Drakos & Ioannis Malandrakis, 2021. "Global Versus Non-Global Banks: A Capital Ratios-Based Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 5-22.
- Vo, Xuan Vinh, 2018. "Bank lending behavior in emerging markets," Finance Research Letters, Elsevier, vol. 27(C), pages 129-134.
- D'Avino, Carmela, 2018. "Quantitative easing, global banks and the international bank lending channel," Economic Modelling, Elsevier, vol. 71(C), pages 234-246.
- Karen K. Lewis & Edith X. Liu, 2017.
"Disaster Risk and Asset Returns : An International Perspective,"
International Finance Discussion Papers
1199, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith X. Liu, 2016. "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Liu, Edith X., 2017. "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers 23065, National Bureau of Economic Research, Inc.
Cited by:
- Karen K. Lewis & Edith X. Liu, 2022.
"How Can Asset Prices Value Exchange Rate Wedges?,"
Finance and Economics Discussion Series
2022-075, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers 30422, National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Liu, Edith X., 2022. "How Can Asset Prices Value Exchange Rate Wedges?," CEPR Discussion Papers 17596, C.E.P.R. Discussion Papers.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019.
"The role of time‐varying rare disaster risks in predicting bond returns and volatility,"
Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 327-340, July.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.
- Roberto Marfe & Julien Penasse, 2024.
"Measuring Macroeconomic Tail Risk,"
Carlo Alberto Notebooks
715 JEL Classification: E, Collegio Carlo Alberto.
- Marfè, Roberto & Pénasse, Julien, 2024. "Measuring macroeconomic tail risk," Journal of Financial Economics, Elsevier, vol. 156(C).
- Roberto Marfè & Julien Pénasse, 2020. "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks 621, Collegio Carlo Alberto.
- Ashley Lim & Yihui Lan & Sirimon Treepongkaruna, 2020. "Asset pricing and energy consumption risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3813-3850, December.
- Qunzi Zhang, 2021. "One hundred years of rare disaster concerns and commodity prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 1891-1915, December.
- Galina Hale, 2024. "Climate Disasters and Exchange Rates: Are Beliefs Keeping up with Climate Change?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 253-291, March.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022.
"Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models,"
Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Linhai Zhao & Ehsan Rasoulinezhad & Tapan Sarker & Farhad Taghizadeh-Hesary, 2023. "Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 35(1), pages 148-166, February.
- Jian Chen & Jiaquan Yao & Qunzi Zhang & Xiaoneng Zhu, 2023. "Global Disaster Risk Matters," Management Science, INFORMS, vol. 69(1), pages 576-597, January.
- Hale, Galina, 2024. "Climate Disasters and Exchange Rates: Are Beliefs Keeping up with Climate Change?," Santa Cruz Department of Economics, Working Paper Series qt7cz1p5k7, Department of Economics, UC Santa Cruz.
- Lanfear, Matthew G. & Lioui, Abraham & Siebert, Mark G., 2019. "Market anomalies and disaster risk: Evidence from extreme weather events," Journal of Financial Markets, Elsevier, vol. 46(C).
- 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.
- Edith Liu & Karen Lewis, 2012. "International Consumption Risk Is Shared After All: An Asset Return View," 2012 Meeting Papers 643, Society for Economic Dynamics.
Cited by:
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2019.
"A Model of Fickle Capital Flows and Retrenchment,"
CEPR Discussion Papers
13819, C.E.P.R. Discussion Papers.
- 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.
- Robert Kollmann, 2014.
"Exchange rates dynamics with long-run risk and recursive preferences,"
Globalization Institute Working Papers
212, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2015. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," Open Economies Review, Springer, vol. 26(2), pages 175-196, April.
- Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CAMA Working Papers 2014-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," Working Papers ECARES ECARES 2014-49, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CEPR Discussion Papers 10232, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2015. "Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite," 2015 Meeting Papers 1397, Society for Economic Dynamics.
- 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.
- 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.
- 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," SciencePo Working papers Main hal-03799686, HAL.
- 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," Post-Print hal-03799686, HAL.
- 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.
- 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.
- Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing international efficiency," Staff Report 480, Federal Reserve Bank of Minneapolis.
- Heathcote, Jonathan & Perri, Fabrizio, 2013. "Assessing International Efficiency," CEPR Discussion Papers 9424, C.E.P.R. Discussion Papers.
- Ina Simonovska & Espen Henriksen & Joel David, 2016.
"The Risky Capital of Emerging Markets,"
2016 Meeting Papers
125, Society for Economic Dynamics.
- Felix Gerding & Espen Henriksen & Ina Simonovska, 2014. "The Risky Capital of Emerging Markets," NBER Working Papers 20769, National Bureau of Economic Research, Inc.
- Liu, Edith X., 2010.
"Diversifying Credit Risk with International Corporate Bonds,"
Working Papers
10-4, University of Pennsylvania, Wharton School, Weiss Center.
Cited by:
- Karen K. Lewis, 2011.
"Global Asset Pricing,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December.
- Karen K. Lewis, 2011. "Global asset pricing," Globalization Institute Working Papers 88, Federal Reserve Bank of Dallas.
- Karen K. Lewis, 2011. "Global Asset Pricing," NBER Working Papers 17261, National Bureau of Economic Research, Inc.
- Chua, Choong Tze & Lai, Sandy & Lewis, Karen K., 2010.
"Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks,"
Working Papers
10-1, University of Pennsylvania, Wharton School, Weiss Center.
- Karen K. Lewis & Sandy Lai, 2012. "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks," NBER Working Papers 18627, National Bureau of Economic Research, Inc.
- Karen K. Lewis, 2011.
"Global Asset Pricing,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December.
Articles
- Liu, Edith X. & Pogach, Jonathan, 2017.
"The effect of foreign lending on domestic loans: An analysis of US global banks,"
Economics Letters, Elsevier, vol. 156(C), pages 151-154.
See citations under working paper version above.
- Edith X. Liu & Jonathan Pogach, 2017. "The Effect of Foreign Lending on Domestic Loans : An Analysis of U.S. Global Banks," International Finance Discussion Papers 1198, Board of Governors of the Federal Reserve System (U.S.).
- Lewis, Karen K. & Liu, Edith X., 2017.
"Disaster risk and asset returns: An international perspective,"
Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
- Karen K. Lewis & Edith X. Liu, 2016. "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers 1199, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers 23065, National Bureau of Economic Research, Inc.
- Liu, Edith X., 2016.
"Portfolio Diversification and International Corporate Bonds,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(3), pages 959-983, June.
Cited by:
- Stig Helberg & Snorre Lindset, 2020. "Collateral affects return risk: evidence from the euro bond market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 99-128, March.
- Bekaert, Geert & De Santis, Roberto A., 2021.
"Risk and return in international corporate bond markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Bekaert, Geert & De Santis, Roberto A., 2020. "Risk and return in international corporate bond markets," Working Paper Series 2452, European Central Bank.
- Jonathan Fletcher, 2022. "Exploring the diversification benefits of US international equity closed-end funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 297-320, September.
- Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019. "Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe," Review of Derivatives Research, Springer, vol. 22(2), pages 203-259, July.
- Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Fletcher, Jonathan, 2018. "Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 114-129.
- Azra Zaimovic & Adna Omanovic & Almira Arnaut-Berilo, 2021. "How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature," JRFM, MDPI, vol. 14(11), pages 1-30, November.
- Fletcher, Jonathan, 2018. "An empirical examination of the diversification benefits of U.K. international equity closed-end funds," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 23-34.
- Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2021. "How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period," Technological Forecasting and Social Change, Elsevier, vol. 171(C).
- Marie Briere & Ariane Szafarz, 2021.
"When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times,"
Working Papers CEB
21-002, ULB -- Universite Libre de Bruxelles.
- Marie Brière & Ariane Szafarz, 2021. "When it rains, it pours: Multifactor asset management in good and bad times," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 641-669, September.
- Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2024. "Diversification with globally integrated US stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
- Jiawen Xu & Yixuan Li & Kai Liu & Tao Chen, 2023. "Portfolio selection: from under-diversification to concentration," Empirical Economics, Springer, vol. 64(4), pages 1539-1557, April.
- Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020.
"Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,"
Working Papers
2020-009, Department of Research, Ipag Business School.
- Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper 103870, University Library of Munich, Germany.
- Jonathan Fletcher & Elizabeth Littlejohn & Andrew Marshall, 2023. "Exploring the performance of US international bond mutual funds," The Financial Review, Eastern Finance Association, vol. 58(4), pages 765-782, November.
- Fletcher, Jonathan, 2021. "International equity U.S. mutual funds and diversification benefits," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 246-257.
- 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.
Cited by:
- Chaban, Maxym, 2024. "Exchange rate dynamics and consumption of traded goods," Journal of Macroeconomics, Elsevier, vol. 80(C).
- Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2018.
"Uncertainty and Economic Activity: A Multi-Country Perspective,"
NBER Working Papers
24325, National Bureau of Economic Research, Inc.
- Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci, 2018. "Uncertainty and Economic Activity: A Multi-Country Perspective," CESifo Working Paper Series 6910, CESifo.
- Cesa-Bianchi, Ambrogio & Pesaran, M Hashem & Rebucci, Alessandro, 2018. "Uncertainty and economic activity: a multi-country perspective," Bank of England working papers 730, Bank of England.
- Ambrogio Cesa-Bianchi & M Hashem Pesaran & Alessandro Rebucci & Stijn Van Nieuwerburgh, 2020. "Uncertainty and Economic Activity: A Multicountry Perspective," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3393-3445.
- Rebucci, Alessandro & Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem, 2018. "Uncertainty and Economic Activity: A Multi-Country Perspective," CEPR Discussion Papers 12713, C.E.P.R. Discussion Papers.
- Lewis, Karen K. & Liu, Edith X., 2017.
"Disaster risk and asset returns: An international perspective,"
Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
- Karen K. Lewis & Edith X. Liu, 2016. "Disaster Risk and Asset Returns: An International Perspective," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers 1199, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers 23065, National Bureau of Economic Research, Inc.
- Daragh Clancy & Lorenzo Ricci, 2019. "Loss aversion, economic sentiments and international consumption smoothing," Working Papers 35, European Stability Mechanism.
- Evgenia Passari & Hélène Rey, 2015.
"Financial Flows and the International Monetary System,"
NBER Working Papers
21172, National Bureau of Economic Research, Inc.
- Evgenia Passari & Hélène Rey, 2015. "Financial Flows and the International Monetary System," Post-Print hal-01453254, HAL.
- Evgenia Passari & Hélène Rey, 2015. "Financial Flows and the International Monetary System," Economic Journal, Royal Economic Society, vol. 0(584), pages 675-698, May.
- Rey, Hélène & Passari, Evgenia, 2015. "Financial Flows and the International Monetary System," CEPR Discussion Papers 10592, C.E.P.R. Discussion Papers.
- Hakon Tretvoll, 2018.
"Real Exchange Variability in a Two-Country Business Cycle Model,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January.
- Hakon Tretvoll, 2017. "Code and data files for "Real Exchange Variability in a Two-Country Business Cycle Model"," Computer Codes 13-34, Review of Economic Dynamics.
- Kollmann, Robert, 2015.
"Risk Sharing in a World Economy with Uncertainty Shocks,"
CEPR Discussion Papers
10940, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," CAMA Working Papers 2015-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," Globalization Institute Working Papers 258, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2015. "Risk Sharing in a World Economy with Uncertainty Shocks," Working Papers ECARES ECARES 2015-43, ULB -- Universite Libre de Bruxelles.
- Rebucci, Alessandro & Acalin, Julien, 2020.
"Global Business and Financial Cycles: A Tale of Two Capital Account Regimes,"
CEPR Discussion Papers
15190, C.E.P.R. Discussion Papers.
- Julien Acalin & Alessandro Rebucci, 2020. "Global Business and Financial Cycles: A Tale of Two Capital Account Regimes," NBER Working Papers 27739, National Bureau of Economic Research, Inc.
- Kollmann, Robert, 2017.
"Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel,"
CEPR Discussion Papers
11911, C.E.P.R. Discussion Papers.
- Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," Globalization Institute Working Papers 307, Federal Reserve Bank of Dallas.
- Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," Working Papers ECARES ECARES 2017-08, ULB -- Universite Libre de Bruxelles.
- Kollmann, Robert, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," MPRA Paper 77558, University Library of Munich, Germany.
- Robert Kollmann, 2017. "Explaining international business cycle synchronization: Recursive preferences and the terms of trade channel," CAMA Working Papers 2017-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Kollmann, 2019. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," Open Economies Review, Springer, vol. 30(1), pages 65-85, February.
- Gurdip Bakshi & Xiaohui Gao & George Panayotov, 2021. "A Theory of Dissimilarity Between Stochastic Discount Factors," Management Science, INFORMS, vol. 67(7), pages 4602-4622, July.
- Imbs, Jean & Mauro, Paolo, 2007.
"Pooling Risk Among Countries,"
CEPR Discussion Papers
6461, C.E.P.R. Discussion Papers.
- Michael Callen & Jean Imbs & Paolo Mauro, 2015. "Pooling risk among countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01301583, HAL.
- Michael Callen & Jean Imbs & Paolo Mauro, 2015. "Pooling risk among countries," Post-Print hal-01301583, HAL.
- Mr. Jean Imbs & Mr. Paolo Mauro, 2007. "Pooling Risk Among Countries," IMF Working Papers 2007/132, International Monetary Fund.
- Callen, Michael & Imbs, Jean & Mauro, Paolo, 2015. "Pooling risk among countries," Journal of International Economics, Elsevier, vol. 96(1), pages 88-99.
- Michael Callen & Jean Imbs & Paolo Mauro, 2015. "Pooling risk among countries," PSE-Ecole d'économie de Paris (Postprint) hal-01301583, HAL.
- Callen, Mike & Imbs, Jean & Mauro, Paolo, 2015. "Pooling risk among countries," LSE Research Online Documents on Economics 102909, London School of Economics and Political Science, LSE Library.
- Cociuba, Simona E. & Ramanarayanan, Ananth, 2019.
"International risk sharing with endogenously segmented asset markets,"
Journal of International Economics, Elsevier, vol. 117(C), pages 61-78.
- Simona E. Cociuba & Ananth Ramanarayanan, 2017. "International Risk Sharing with Endogenously Segmented Asset Markets," University of Western Ontario, Departmental Research Report Series 20171, University of Western Ontario, Department of Economics.
- Simona E. Cociuba & Ananth Ramanarayanan, 2011. "International Risk Sharing with Endogenously Segmented Asset Markets," 2011 Meeting Papers 853, Society for Economic Dynamics.
- Clancy, Daragh & Ricci, Lorenzo, 2022.
"Economic sentiments and international risk sharing,"
International Economics, Elsevier, vol. 169(C), pages 208-229.
- Daragh Clancy & Lorenzo Ricci, 2022. "Economic sentiments and international risk sharing," International Economics, CEPII research center, issue 169, pages 208-229.
- António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022.
"Financial, Institutional and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows,"
Working Papers REM
2022/0235, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022. "Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows," CESifo Working Paper Series 9872, CESifo.
- Karen K. Lewis & Edith X. Liu, 2022.
"How Can Asset Prices Value Exchange Rate Wedges?,"
Finance and Economics Discussion Series
2022-075, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith Liu, 2022. "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers 30422, National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Liu, Edith X., 2022. "How Can Asset Prices Value Exchange Rate Wedges?," CEPR Discussion Papers 17596, C.E.P.R. Discussion Papers.
- Pierre‐Richard Agénor & Timothy Jackson & Enisse Kharroubi & Leonardo Gambacorta & Giovanni Lombardo & Luiz A. Pereira Da Silva, 2021. "Assessing the Gains from International Macroprudential Policy Cooperation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1819-1866, October.
- Giancarlo Corsetti & Anna Lipinska & Giovanni Lombardo, 2021. "Sharing Asymmetric Tail Risk: Smoothing, Asset Prices and Terms of Trade," International Finance Discussion Papers 1324, Board of Governors of the Federal Reserve System (U.S.).
- Martinez, Joseba & Philippon, Thomas & Sihvonen, Markus, 2022.
"Does a currency union need a capital market union?,"
Journal of International Economics, Elsevier, vol. 139(C).
- Thomas Philippon & Joseba Martinez, 2015. "Does a Currency Union Need a Capital Market Union?," 2015 Meeting Papers 501, Society for Economic Dynamics.
- Joseba Martinez & Markus Sihvonen & Thomas Philippon, 2019. "Does a Currency Union Need a Capital market Union?," 2019 Meeting Papers 822, Society for Economic Dynamics.
- 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.
- Kollmann, Robert, 2016.
"International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences,"
MPRA Paper
70183, University Library of Munich, Germany.
- Kollmann, Robert, 2016. "International business cycles and risk sharing with uncertainty shocks and recursive preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 115-124.
- Robert Kollmann, 2016. "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," Working Papers ECARES ECARES 2016-13, ULB -- Universite Libre de Bruxelles.
- Robert Kollmann, 2016. "Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks," 2016 Meeting Papers 721, 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.
- 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," SciencePo Working papers Main hal-03799686, HAL.
- 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," Post-Print hal-03799686, HAL.
- Giancarlo Corsetti & Anna Lipínska & Giovanni Lombardo, 2021.
"Sharing asymmetric tail risk smoothing, asset pricing and terms of trade,"
BIS Working Papers
958, Bank for International Settlements.
- Corsetti, Giancarlo & Lipinska, Anna & Lombardo, Giovanni, 2021. "Sharing Asymmetric Tail Risk: Smoothing, Asset Pricing and Terms of Trade," CEPR Discussion Papers 16443, C.E.P.R. Discussion Papers.
- Corsetti, G. & Lipińska, A. & Lombardo, G., 2021. "Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade," Cambridge Working Papers in Economics 2153, Faculty of Economics, University of Cambridge.
- Ina Simonovska & Espen Henriksen & Joel David, 2016.
"The Risky Capital of Emerging Markets,"
2016 Meeting Papers
125, Society for Economic Dynamics.
- Felix Gerding & Espen Henriksen & Ina Simonovska, 2014. "The Risky Capital of Emerging Markets," NBER Working Papers 20769, National Bureau of Economic Research, Inc.
- Gurdip Bakshi & Mario Cerrato & John Crosby, 2016. "Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies," Working Papers 2017_01, Business School - Economics, University of Glasgow.
- Lewis, Karen K., 2017. "Changing risk exposures of cross-listed firms and market integration," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 378-405.
- Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization," 2017 Meeting Papers 1489, Society for Economic Dynamics.
- Gerard Hoberg & S. Katie Moon, 2019. "The Offshoring Return Premium," Management Science, INFORMS, vol. 67(6), pages 2876-2899, June.
- Giancarlo Corsetti & Anna Lipinska & Giovanni Lombardo, 2019. "Asset Prices and Risk Sharing. The Valuation Effects of Capital Market Integration," 2019 Meeting Papers 679, Society for Economic Dynamics.
- Beck, Krzysztof & Yersh, Valeryia, 2024. "Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 784-803.
- Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan, 2019. "The Term Structure of Currency Carry Trade Risk Premia," American Economic Review, American Economic Association, vol. 109(12), pages 4142-4177, December.
- Calum G. Turvey & Joshua Woodard & Edith Liu, 2014.
"Financial engineering for the farm problem,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 74(2), pages 271-286, July.
Cited by:
- Soliwoda, Michał, 2016. "How to Improve a Farm Financial Management? The Lesson from Poland," Rural Areas and Development, European Rural Development Network (ERDN), vol. 13, pages 1-12.
- Ho, Shuay-Tsyr & Ifft, Jennifer E. & Rickard, Bradley J. & Turvey, Calum G., 2016.
"Alternative Strategies to Manage Weather Risk in Perennial Fruit Crop Production,"
Working Papers
250036, Cornell University, Department of Applied Economics and Management.
- Ho, Shuay-Tsyr & Ifft, Jennifer E. & Rickard, Bradley J. & Turvey, Calum G., 2018. "Alternative Strategies to Manage Weather Risk in Perennial Fruit Crop Production," Agricultural and Resource Economics Review, Cambridge University Press, vol. 47(3), pages 452-476, December.
- Joshua D. Woodard & Leslie Verteramo Chiu & Gabriel Power & Dmitry Vedenov & Steven Klose, 2017. "Factors Affecting Changes in Managerial Decisions," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 443-465, June.
Chapters
- Karen K. Lewis & Edith X. Liu, 2016.
"Disaster Risk and Asset Returns: An International Perspective,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2016,
National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Liu, Edith X., 2017. "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, vol. 108(S1), pages 42-58.
See citations under working paper version above.Sorry, no citations of chapters recorded.- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers 1199, Board of Governors of the Federal Reserve System (U.S.).
- Karen K. Lewis & Edith X. Liu, 2017. "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers 23065, National Bureau of Economic Research, Inc.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 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.- NEP-OPM: Open Economy Macroeconomics (5) 2012-03-08 2013-05-11 2019-11-11 2022-10-10 2022-12-05. Author is listed
- NEP-IFN: International Finance (4) 2017-02-05 2017-03-05 2022-10-10 2022-12-05
- NEP-BAN: Banking (1) 2017-03-05
- NEP-CNA: China (1) 2019-11-11
- NEP-FDG: Financial Development and Growth (1) 2019-11-11
- NEP-FMK: Financial Markets (1) 2022-10-10
- NEP-MAC: Macroeconomics (1) 2019-11-11
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