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Financial Integration, Macroeconomic Volatility, and Welfare
10 references·4 citing·51 second hop
Financial Integration, Macroeconomic Volatility, and Welfare (2007)Financial Integration, Macroeconomic Vola…International Capital Flows, Returns and World Financial Integration (2005)International Capital Flows, …International Capital Flows, Returns and World Financial Integration (2005)International Capital Flows, …Spurious welfare reversals in international business cycle models (2003)Spurious welfare reversals in…Financial Integration and Macroeconomic Volatility (2003)Financial Integration and Mac…Financial autarky and international business cycles (2002)Financial autarky and interna…Nontraded goods, nontraded factors, and international non-diversification (1998)Nontraded goods, nontraded fa…Financial Market Integration and Macroeconomic Volatility (1996)Financial Market Integration …Business Cycles and the Asset Structure of Foreign Trade (1995)Business Cycles and the Asset…Business Cycles and the Asset Structure of Foreign Trade (1994)Business Cycles and the Asset…International risk-sharing and non-traded goods (1993)International risk-sharing an…Financial integration and banking stability: A post-global crisis assessment (2024)Financial integration and ban…Financial (Dis)Integration (2010)Financial (Dis)IntegrationDomestic Savings and Foreign Capital: The Complementarity Channel (2010)Domestic Savings and Foreign …International Capital Flows (2007)International Capital FlowsExpectations and Exchange Rate Dynamics (1976)The Current Account and Macroeconomic Adjustment in the 1970s (1981)Exchange Rate Dynamics Redux (1995)Financial Openness and Business Cycle Volatility (2002)Financial openness and business cycle volatility (2005)Big data analytics for financial Market volatility forecast based on support vector machine (2019)Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Frontiers of Business Cycle Research (1995)Asset Pricing with Heterogeneous Consumers (1996)Understanding the Evolution of World Business Cycles (2005)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)International Risk Sharing and the Transmission of Productivity Shocks (2008)Domestic Saving and International Capital Flows (1980)The equity premium: A puzzle (1985)Investor Diversification and International Equity Markets (1991)How big are potential welfare gains from international risksharing? (1999)Country Size, Currency Unions, and International Asset Returns (2009)Trade Network Centrality and Currency Risk Premia (2019)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Foundations of International Macroeconomics (1997)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Valuation Effects and the Dynamics of Net External Assets (2009)Gross Capital Flows: Dynamics and Crises (2011)Capital Controls: A Normative Analysis (2013)Theory of Value (1959)The Role of Securities in the Optimal Allocation of Risk-bearing (1964)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)Portfolio Choice in a Monetary Open-Economy DSGE Model (2005)Global Asset Pricing (2011)When bonds matter: Home bias in goods and assets (2016)Time to Build and Aggregate Fluctuations (1982)Production, growth and business cycles (1988)Optimal monetary policy with staggered wage and price contracts (2000)Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function (2001)Linear-quadratic approximation of optimal policy problems (2011)Solution and Estimation Methods for DSGE Models (2016)PORTFOLIO SELECTION* (1952)A Portfolio Theory of International Capital Flows (2006)Country Portfolio Dynamics (2007)Solving for Country Portfolios in Open Economy Macro Models (2007)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Real Business Cycles in a Small Open Economy (1991)International Real Business Cycles (1992)Trying to Explain Home Bias in Equities and Consumption (1999)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Economic growth in the 1990s: learning from a decade of reform (2005)An Anatomy Of Credit Booms: Evidence From Macro Aggregates And Micro Data (2008)International risk sharing and European monetary unification (1998)Oil prices and the terms of trade (2000)Price Stability with Imperfect Financial Integration (2009)
this work references cited by second hop

References

  • 2002Financial autarky and international business cycles672 cited
  • 2003Financial Integration and Macroeconomic Volatility567 cited
  • 1994Business Cycles and the Asset Structure of Foreign Trade561 cited
  • 1995Business Cycles and the Asset Structure of Foreign Trade512 cited
  • 2003Spurious welfare reversals in international business cycle models311 cited
  • 1993International risk-sharing and non-traded goods210 cited
  • 1996Financial Market Integration and Macroeconomic Volatility171 cited
  • 1998Nontraded goods, nontraded factors, and international non-diversification133 cited
  • 2005International Capital Flows, Returns and World Financial Integration70 cited
  • 2005International Capital Flows, Returns and World Financial Integration48 cited

Cited by

  • 2010Financial (Dis)Integration39 cited
  • 2007International Capital Flows28 cited
  • 2024Financial integration and banking stability: A post-global crisis assessment26 cited
  • 2010Domestic Savings and Foreign Capital: The Complementarity Channel24 cited

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