[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Capital mobility and international sharing of cyclical risk. (2013). Mendoza, Enrique ; Bengui, Julien ; Quadrini, Vincenzo.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:60:y:2013:i:1:p:42-62.

Full description at Econpapers || Download paper

Cited: 16

Citations received by this document

Cites: 33

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. What types of capital flows help improve international risk sharing?. (2022). Kose, Ayhan ; Islamaj, Ergys.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001959.

    Full description at Econpapers || Download paper

  2. High-Dimensional Dynamic Stochastic Model Representation. (2022). Eftekhari, Aryan ; Scheidegger, Simon.
    In: Papers.
    RePEc:arx:papers:2202.06555.

    Full description at Econpapers || Download paper

  3. What Types of Capital Flows Help Improve International Risk Sharing ?. (2021). Kose, Ayhan ; Islamaj, Ergys.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9846.

    Full description at Econpapers || Download paper

  4. What Types of Capital Flows Help Improve International Risk Sharing?. (2021). Kose, Ayhan ; Islamaj, Ergys .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:2122.

    Full description at Econpapers || Download paper

  5. DSGE models, detrending, and the method of moments. (2021). MAO TAKONGMO, Charles Olivier.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:73:y:2021:i:1:p:67-99.

    Full description at Econpapers || Download paper

  6. Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement. (2019). Giannitsarou, Chryssi ; Faraglia, Elisa ; Anagnostopoulos, Alexis ; Atesagaoglu, Orhan Erem.
    In: Department of Economics Working Papers.
    RePEc:nys:sunysb:19-03.

    Full description at Econpapers || Download paper

  7. Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement. (2019). Giannitsarou, Chryssi ; Faraglia, Elisa ; Atesagaoglu, Orhan ; Anagnostopoulos, Alexis.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1912.

    Full description at Econpapers || Download paper

  8. Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement. (2019). Giannitsarou, Chryssi ; Faraglia, Elisa ; Anagnostopoulos, Alexis ; Atesagaoglu, O.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1978.

    Full description at Econpapers || Download paper

  9. Assessing the degree of international consumption risk sharing . (2018). Servén, Luis ; Hevia, Constantino ; Serven, Luis.
    In: Department of Economics Working Papers.
    RePEc:udt:wpecon:2018_01.

    Full description at Econpapers || Download paper

  10. Financial globalization, domestic financial freedom and risk sharing across countries. (2018). Li, Zhongda ; Liu, LU.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:151-169.

    Full description at Econpapers || Download paper

  11. Risk versus ambiguity and international security design. (2018). Michalski, Tomasz ; Hill, Brian.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:113:y:2018:i:c:p:74-105.

    Full description at Econpapers || Download paper

  12. Assessing the degree of international consumption risk sharing. (2018). Servén, Luis ; Hevia, Constantino ; Serven, Luis.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:134:y:2018:i:c:p:176-190.

    Full description at Econpapers || Download paper

  13. Taxes and international risk sharing. (2016). Mukherjee, Rahul ; Epstein, Brendan ; Ramnath, Shanthi .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:102:y:2016:i:c:p:310-326.

    Full description at Econpapers || Download paper

  14. Financial frictions, interest rate dynamics, and international business cycle synchronization. (2015). Rouillard, Jean-François.
    In: Cahiers de recherche.
    RePEc:shr:wpaper:15-12.

    Full description at Econpapers || Download paper

  15. Emerging market economies and the world interest rate. (2015). Lastrapes, William ; Bahadir, Berrak.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:58:y:2015:i:c:p:1-28.

    Full description at Econpapers || Download paper

  16. Taxes and International Risk Sharing. (2014). Mukherjee, Rahul ; Epstein, Brendan ; Ramnath, Shanthi .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1110.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aguiar, M. ; Gopinath, G. Emerging market business cycles. 2007 Journal of Political Economy. 115 69-102

  2. Angeletos, G.-M. ; Panousi, V. Financial integration, entrepreneurial risk and global dynamics. 2011 Journal of Economic Theory. 146 863-896

  3. Backus, D.K. Interpreting comovements in the trade balance and the terms of trade. 1993 Journal of International Economics. 34 375-387

  4. Backus, D.K. ; Kehoe, P.J. ; Kydland, F.E. International business cycles. 1992 Journal of Political Economy. 100 745-775

  5. Bai, Y. ; Zhang, J. Financial integration and international risk sharing. 2012 Journal of International Economics. 86 17-32

  6. Baxter, M. ; Crucini, M.J. Business cycles and the asset structure of foreign trade. 1995 International Economic Review. 36 821-854

  7. Benigno, G. ; Thoenissen, C. Consumption and real exchange rates with incomplete markets and non-traded goods. 2008 Journal of International Money and Finance. 27 926-948

  8. Caballero, R.J. ; Farhi, E. ; Gourinchas, P.-O. An equilibrium model of global imbalances and low interest rates. 2008 American Economic Review. 98 358-393

  9. Chinn, M. ; Ito, H. A new measure of financial openness. 2008 Journal of Comparative Policy Analysis. 10 309-322
    Paper not yet in RePEc: Add citation now
  10. Corsetti, G., Dedola, L., Viani, F., 2011. The International Risk-Sharing Puzzle is at Business Cycle and Lower Frequency. CEPR Discussion Paper 8355, Center for Economic Policy Research.

  11. Dedola, L., Lombardo, G., 2010. Financial Frictions, Financial Integration and the International Propagation of Shocks. Unpublished manuscript, European Central Bank.

  12. Devereux, M.B. ; Yetman, J. Leverage constraints and the international transmission of shocks. 2010 Journal of Money, Credit and Banking. 42 71-105

  13. Durdu, C.B. ; Mendoza, E.G. ; Terrones, M.E. Precautionary demand for foreign assets in sudden stop economies. 2009 Journal of Development Economics. 89 194-209
    Paper not yet in RePEc: Add citation now
  14. Enders, Z. ; Kollmann, R. ; Müller, G.J. Global banks and international business cycles. 2011 European Economic Review. 55 407-426
    Paper not yet in RePEc: Add citation now
  15. Fitzgerald, D. Trade costs, asset market frictions and risk-sharing. 2012 American Economic Review. 102 2700-2733

  16. Fogli, A. ; Perri, F. The great moderation and the U.S. external imbalance. 2006 Monetary and Economic Studies. 26 209-225

  17. Gourinchas, P.-O. ; Rey, H. From world banker to world venture capitalist. 2007 En : Clarida, R.H. G7 Current Account Imbalances. The University of Chicago Press:
    Paper not yet in RePEc: Add citation now
  18. Gourinchas, P.-O., Jeanne, O., 2011. Capital Flows to Developing Countries: The Allocation Puzzle. Unpublished manuscript.
    Paper not yet in RePEc: Add citation now
  19. Heathcote, J. ; Perri, F. Financial autarky and international business cycles. 2002 Journal of Monetary Economics. 49 601-627

  20. Kehoe, P.J. ; Perri, F. International business cycles with endogenous incomplete markets. 2002 Econometrica. 70 907-928

  21. Kose, M.A. ; Prasad, E.S. ; Terrones, M.E. Does financial globalization promote risk sharing?. 2009 Journal of Development Economics. 89 258-270

  22. Lane, P.R. ; Milesi-Ferretti, G.M. A global perspective on external positions. 2007 En : Clarida, R.H. G7 Current Account Imbalances. The University of Chicago Press:

  23. Lewis, K.K. What can explain the apparent lack of international consumption risk sharing. 1996 Journal of Political Economy. 104 267-297

  24. Mendoza, E.G. Capital controls and the gains from trade in a business cycle model of a small open economy. 1991 IMF Staff Papers. 38 480-504

  25. Mendoza, E.G. Real business cycles in a small open economy. 1991 American Economic Review. 81 797-818

  26. Mendoza, E.G. Sudden stops, financial crises, and leverage. 2010 American Economic Review. 100 1941-1966

  27. Mendoza, E.G. ; Quadrini, V. Financial globalization, financial crises and contagion. 2010 Journal of Monetary Economics. 57 24-39

  28. Mendoza, E.G. ; Quadrini, V. ; Rios-Rull, J.-V. Financial integration, financial development and global imbalances. 2009 Journal of Political Economy. 117 371-416

  29. Obstfeld, M. ; Taylor, A.M. Global Capital Markets. 2005 Cambridge University Press: New York

  30. Ostry, J.D. ; Reinhart, C.M. Private saving and terms of trade shocks. 1992 IMF Staff Papers. 39 495-517

  31. Perri, F., Quadrini, V., 2011. International Recessions. Working Paper 17201, NBER.

  32. Stockman, A.C. ; Tesar, L.L. Tastes and technology in a two-country model of the business cycle. 1995 American Economic Review. 85 168-185

  33. Telmer, C.I. Asset pricing puzzles and incomplete markets. 1993 Journal of Finance. 48 1803-1832

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Effect of oil shocks and cyclicality in hiding Indian twin deficits. (2017). Goyal, Ashima ; Kumar, Abhishek.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2017-005.

    Full description at Econpapers || Download paper

  2. Where is Indias Growth Headed?. (2016). Pundit, Madhavi ; Patnaik, Ila.
    In: Working Papers.
    RePEc:npf:wpaper:16/159.

    Full description at Econpapers || Download paper

  3. Growth; Now and Forever?. (2014). Mauro, Paolo ; Ho, Giang.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/117.

    Full description at Econpapers || Download paper

  4. Credit constraints, equity market liberalization, and growth rate asymmetry. (2014). Popov, Alexander.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:107:y:2014:i:c:p:202-214.

    Full description at Econpapers || Download paper

  5. Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone. (2014). PHILIPPON, Thomas ; Martin, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10189.

    Full description at Econpapers || Download paper

  6. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Szirmai, Adam ; Bluhm, Richard ; de Crombrugghe, Denis.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4594.

    Full description at Econpapers || Download paper

  7. The European Monetary Union and Imbalances: Is it an Anticipation Story ?. (2014). Siena, Daniele.
    In: Working papers.
    RePEc:bfr:banfra:501.

    Full description at Econpapers || Download paper

  8. The Expectations-Driven U.S. Current Account. (2013). Krause, Michael ; Laubach, Thomas ; Hoffmann, Mathias.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79854.

    Full description at Econpapers || Download paper

  9. How Do Terms of Trade Affect Productivity? The Role of Monopolistic Output Markets. (2013). Llosa, Luis-Gonzalo.
    In: Working Papers.
    RePEc:rbp:wpaper:2013-007.

    Full description at Econpapers || Download paper

  10. An optimal government spending reversal rule in a small open economy. (2013). Kitano, Shigeto ; Takaku, Kenya.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:374-382.

    Full description at Econpapers || Download paper

  11. Informality, financial development and macroeconomic volatility. (2013). Mitra, Shalini.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:3:p:454-457.

    Full description at Econpapers || Download paper

  12. Comovement in GDP Trends and Cycles Among Trading Partners. (2012). Sly, Nicholas ; Piger, Jeremy ; Blonigen, Bruce.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18032.

    Full description at Econpapers || Download paper

  13. Did Korean Monetary Policy Help Soften the Impact of the Global Financial Crisis of 2008-2009?. (2012). Lall, Subir ; Alp, Harun ; Elekdag, Selim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/005.

    Full description at Econpapers || Download paper

  14. Cyclicality of the Informal Economy. (2012). Elgin, Ceyhun.
    In: Working Papers.
    RePEc:bou:wpaper:2012/02.

    Full description at Econpapers || Download paper

  15. Long-run growth expectations and global imbalances. (2011). Krause, Michael ; Laubach, Thomas ; Hoffmann, Mathias.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201101.

    Full description at Econpapers || Download paper

  16. The volatility of consumption and output with increasing industrialization. (2011). Zhao, Yan ; Gomme, Paul.
    In: MPRA Paper.
    RePEc:pra:mprapa:33721.

    Full description at Econpapers || Download paper

  17. Labor Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing. (2011). Kabaca, Serdar.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1122.

    Full description at Econpapers || Download paper

  18. Employment Protection and Business Cycles in Emerging Economies. (2011). Urrutia, Carlos ; Lama, Ruy.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/293.

    Full description at Econpapers || Download paper

  19. Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income. (2010). Stolyarov, Dmitriy ; Sabirianova Peter, Klara ; Gorodnichenko, Yuriy.
    In: Review of Economic Dynamics.
    RePEc:red:issued:09-198.

    Full description at Econpapers || Download paper

  20. Budget Institutions and Fiscal Performance in Low-Income Countries. (2010). Lledo, Victor Duarte ; Yackovlev, Irene ; Allen, Richard I ; Dabla-Norris, Era ; Zanna, Luis-Felipe ; Prakash, Tej ; Kvintradze, Eteri ; Gollwitzer, Sophia.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/080.

    Full description at Econpapers || Download paper

  21. Immigration, remittances, and business cycles. (2010). Zlate, Andrei ; Mandelman, Federico.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2008-25.

    Full description at Econpapers || Download paper

  22. Growth in the Shadow of Expropriation. (2009). Amador, Manuel ; Aguiar, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15194.

    Full description at Econpapers || Download paper

  23. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess ; Guerrn-Quintana, Pablo A. ; Rubio-Ramrez, Juan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14875.

    Full description at Econpapers || Download paper

  24. International Risk Sharing During the Globalization Era. (2009). Marion, Nancy P ; Flood, Robert P ; Matsumoto, Akito.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/209.

    Full description at Econpapers || Download paper

  25. Output Collapses and Productivity Destruction. (2009). Fernandez-Arias, Eduardo ; Daude, Christian ; Blyde, Juan.
    In: Research Department Publications.
    RePEc:idb:wpaper:4610.

    Full description at Econpapers || Download paper

  26. Inventories, lumpy trade, and large devaluations. (2009). Midrigan, Virgiliu ; Kaboski, Joseph ; Alessandria, George.
    In: Working Papers.
    RePEc:fip:fedpwp:08-3.

    Full description at Econpapers || Download paper

  27. The international cycle and Colombian monetary policy. (2009). Mahadeva, Lavan ; Gómez-Pineda, Javier.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:005406.

    Full description at Econpapers || Download paper

  28. The international cycle and Colombian monetary policy. (2009). Mahadeva, Lavan ; Gómez-Pineda, Javier.
    In: Borradores de Economia.
    RePEc:bdr:borrec:557.

    Full description at Econpapers || Download paper

  29. A Neoclassical Analysis of The Korean Crisis. (2008). Otsu, Keisuke.
    In: Review of Economic Dynamics.
    RePEc:red:issued:06-208.

    Full description at Econpapers || Download paper

  30. Democracy, Diversification, and Growth Reversals. (2008). Cuberes, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:8430.

    Full description at Econpapers || Download paper

  31. Democracy, Diversification, and Growth Reversals. (2008). Jerzmanowski, Michal ; Cuberes, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:11646.

    Full description at Econpapers || Download paper

  32. The US as the Demander of Last Resort and its Implications on Chinas Current Account. (2008). Jinjarak, Yothin ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14453.

    Full description at Econpapers || Download paper

  33. The Forgotten History of Domestic Debt. (2008). Rogoff, Kenneth ; Reinhart, Carmen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13946.

    Full description at Econpapers || Download paper

  34. Inventories, Lumpy Trade, and Large Devaluations. (2008). Midrigan, Virgiliu ; Kaboski, Joseph ; Alessandria, George.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13790.

    Full description at Econpapers || Download paper

  35. Do institutions matter for economic fluctuations? Weak property rights in a business cycle model for Mexico. (2008). Vassilatos, Vanghelis ; Economides, George ; Angelopoulos, Konstantinos.
    In: Working Papers.
    RePEc:gla:glaewp:2008_38.

    Full description at Econpapers || Download paper

  36. Heterogeneous borrowers in quantitative models of sovereign default. (2008). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:07-01.

    Full description at Econpapers || Download paper

  37. Inventories, lumpy trade, and large devaluations. (2008). Midrigan, Virgiliu ; Kaboski, Joseph ; Alessandria, George.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-07.

    Full description at Econpapers || Download paper

  38. Emerging market business cycles revisited: learning about the trend. (2008). Durdu, C. Bora ; Daude, Christian ; Boz, Emine.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:927.

    Full description at Econpapers || Download paper

  39. Inventories, lumpy trade, and large devaluations. (2008). Midrigan, Virgiliu ; Kaboski, Joseph ; Alessandria, George.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-24.

    Full description at Econpapers || Download paper

  40. Persistent Gaps and Default Traps. (2008). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Luis A. V. Catao, .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0803.

    Full description at Econpapers || Download paper

  41. Capital Flows to Developing Countries: The Allocation Puzzle. (2007). Jeanne, Olivier ; Gourinchas, Pierre-Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13602.

    Full description at Econpapers || Download paper

  42. The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime. (2007). Shambaugh, Jay ; di Giovanni, Julian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13467.

    Full description at Econpapers || Download paper

  43. Investment Cycles and Sovereign Debt Overhang. (2007). Gopinath, Gita ; Amador, Manuel ; Aguiar, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13353.

    Full description at Econpapers || Download paper

  44. Do institutions matter for economic fluctuations? Weak property rights in a business cycle model for Mexico. (2007). Vassilatos, Vanghelis ; Economides, George.
    In: Working Papers.
    RePEc:gla:glaewp:2007_35.

    Full description at Econpapers || Download paper

  45. Quantitative models of sovereign default and the threat of financial exclusion. (2007). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2007:i:sum:p:251-286:n:v.93no.3.

    Full description at Econpapers || Download paper

  46. The economics of sovereign defaults. (2007). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2007:i:spr:p:163-187:n:v.93no.2.

    Full description at Econpapers || Download paper

  47. Emerging markets in financial globalization: striking the right balance for liberalization. (2007). Watanagase, Tarisa .
    In: Proceedings.
    RePEc:fip:fedfpr:y:2007:x:6.

    Full description at Econpapers || Download paper

  48. The Role of Expectations in Sudden Stops. (2007). Mertens, Karel.
    In: Working Papers.
    RePEc:ecl:corcae:07-10.

    Full description at Econpapers || Download paper

  49. Real Business Cycles in Emerging Countries?. (2006). Uribe, Martín ; Pancrazi, Roberto ; Garcia Cicco, Javier ; Garcia-Cicco, Javier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12629.

    Full description at Econpapers || Download paper

  50. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-28 23:11:49 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.