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International trade and the risk in bilateral exchange rates
16 references·1 citing·33 second hop
International trade and the risk in bilateral exchange rates (2023)International trade and the risk in bilat…Gravity Equations: Workhorse,Toolkit, and Cookbook (2014)Gravity Equations: Workhorse,…New Trade Models, Same Old Gains? (2012)New Trade Models, Same Old Ga…The Granular Origins of Aggregate Fluctuations (2011)The Granular Origins of Aggre…Common Risk Factors in Currency Markets (2011)Common Risk Factors in Curren…Accounting for intermediates: Production sharing and trade in value added (2011)Accounting for intermediates:…Distorted Gravity: The Intensive and Extensive Margins of International Trade (2008)Distorted Gravity: The Intens…Do free trade agreements actually increase members' international trade? (2006)Do free trade agreements actu…Trade Costs (2004)Trade CostsThe Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity (2003)The Impact of Trade on Intra-…Gravity with Gravitas: A Solution to the Border Puzzle (2003)Gravity with Gravitas: A Solu…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…International Real Business Cycles (1992)International Real Business C…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…A Theoretical Foundation for the Gravity Equation. (1979)A Theoretical Foundation for …The capital asset pricing model: Some empirical tests (1972)The capital asset pricing mod…A Theory of Demand for Products Distinguished by Place of Production (Une theorie de la demande de produits differencies d'apres leur origine) (Una teoria de la demanda de productos distinguiendolos segun el lugar de produccion) (1969)A Theory of Demand for Produc…Origins of international factor structures (2022)Origins of international fact…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Intertemporal Capital Asset Pricing Model (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Technology, Geography, and Trade (2002)Railroads of the Raj: Estimating the Impact of Transportation Infrastructure (2018)Econometric Analysis of Cross Section and Panel Data (2001)Railroads and American Economic Growth: A “Market Access” Approach * (2016)Robots and Jobs: Evidence from US Labor Markets (2017)The Return to Protectionism* (2019)Limited-dependent and qualitative variables in econometrics (1983)The erosion of colonial trade linkages after independence (2010)Estimates of the Trade and Welfare Effects of NAFTA (2014)Increasing returns, monopolistic competition, and international trade (1979)Is Learning by Exporting Important? Micro-Dynamic Evidence from Colombia, Mexico, and Morocco (1998)Exceptional exporter performance: cause, effect, or both? (1999)Export Versus FDI with Heterogeneous Firms (2004)What Determines Productivity? (2011)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)The Gravity Equation in International Trade: Some Microeconomic Foundations and Empirical Evidence (1985)The nature and growth of vertical specialization in world trade (2001)Estimating Trade Flows: Trading Partners and Trading Volumes * (2008)The Growth of Low-Skill Service Jobs and the Polarization of the US Labor Market (2013)Robots and Jobs: Evidence from US Labor Markets (2019)The Log of Gravity (2006)
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References

  • 2003The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity12,290 cited
  • 2003Gravity with Gravitas: A Solution to the Border Puzzle7,559 cited
  • 1969A Theory of Demand for Products Distinguished by Place of Production (Une theorie de la demande de produits differencies d'apres leur origine) (Una teoria de la demanda de productos distinguiendolos segun el lugar de produccion)4,275 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1979A Theoretical Foundation for the Gravity Equation.3,614 cited
  • 1972The capital asset pricing model: Some empirical tests2,705 cited
  • 2006Do free trade agreements actually increase members' international trade?2,688 cited
  • 2004Trade Costs2,522 cited
  • 2014Gravity Equations: Workhorse,Toolkit, and Cookbook2,406 cited
  • 2008Distorted Gravity: The Intensive and Extensive Margins of International Trade2,186 cited
  • 1992International Real Business Cycles1,842 cited
  • 2011Accounting for intermediates: Production sharing and trade in value added1,780 cited
  • 2012New Trade Models, Same Old Gains?1,704 cited
  • 2011The Granular Origins of Aggregate Fluctuations1,373 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?

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1,182 cited
  • 2011Common Risk Factors in Currency Markets1,079 cited
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    • 2022Origins of international factor structures23 cited