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ArticleStock market liberalization and international risk sharing

Shigeru Iwata2008

Article2008

Stock market liberalization and international risk sharing

Shigeru Iwata · Shu Wu

28 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

2015Globalization and Its Discontents 1986Economic Forces and the Stock Market 1979Martingales and arbitrage in multiperiod securities markets 1998Monetary Policy Shocks: What Have We Learned and to What End?2000Foreign Speculators and Emerging Equity Markets 1991The Variation of Economic Risk Premiums 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?

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2008Stock market liberalization, structural breaks and dynamic changes in emerging market volatility

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Year2008

Typearticle

Published2008-05-29

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations28

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.intfin.2008.05.003

openalex_workW1965401121

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