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21“...We critically assess several of the key assertions underlying the global saving glut hypothesis. First, we investigate whether the behavior of the U.S. current...”
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22by Ayhan Kose, M Prasad, Eswar S Terrones, Marco E Published in Journal of international money and finance (2009)“...Economic theory has identified a number of channels through which openness to international financial flows could raise productivity growth. However, while...”
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23by Bekaert, Geert Harvey, Campbell R Lundblad, Christian Published in Journal of international money and finance (2006)“...We examine the effects of both equity market liberalization and capital account openness on real consumption growth variability. We show that financial...”
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24“...We ask how deposit insurance systems and ownership of banks affect the degree of market discipline on banks' risk-taking. Market discipline is determined by...”
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25by Cavallo, Eduardo A Frankel, Jeffrey A Published in Journal of international money and finance (2008)“...Openness to trade is one factor that has been identified as determining whether a country is prone to sudden stops in capital inflows. Several authors have...”
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26by Wälti, Sébastien Published in Journal of international money and finance (2011)“...This paper focuses on the relationship between stock market comovements and monetary integration. A panel specification is used to explain bilateral stock...”
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27“...We assess some of the explanations that have been put forward for the global pattern of current account imbalances that has emerged in recent years,...”
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28by Binici, Mahir Hutchison, Michael Schindler, Martin Published in Journal of international money and finance (2010)“...How effective are capital account restrictions? We provide new answers based on a novel panel data set of capital controls, disaggregated by asset class and by...”
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29by Fratzscher, Marcel Published in Journal of international money and finance (2009)“...A striking and unexpected feature of the financial crisis has been the sharp appreciation of the US dollar against virtually all currencies globally. The paper...”
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30by Fidora, Michael Fratzscher, Marcel Thimann, Christian Published in Journal of international money and finance (2007)“...This paper focuses on the role of real exchange rate volatility as a driver of portfolio home bias, and in particular as an explanation for differences in home...”
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31“...The paper tests a hypothesis suggested by J. Taylor [2000. Low inflation, pass-through, and the pricing power of firms. European Economic Review 44 (7),...”
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32by Choi, Kyongwook Yu, Wei-Choun Zivot, Eric Published in Journal of international money and finance (2010)“...We explore the possibility of structural breaks in the daily realized volatility of the Deutschemark/Dollar, Yen/Dollar and Yen/Deutschemark spot exchange...”
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33by Sørensen, Bent E Wu, Yi-Tsung Yosha, Oved Zhu, Yu Published in Journal of international money and finance (2007)“...We document that international home bias in debt and equity holdings declined during the period 1993–2003 at the same time as international risk sharing...”
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34“...This paper investigates information transmission and price discovery in informationally linked markets within the multivariate generalized autoregressive...”
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35by Eichengreen, Barry Gullapalli, Rachita Panizza, Ugo Published in Journal of international money and finance (2011)“...This paper synthesizes studies analyzing the effects of capital account liberalization on industry growth while controlling for financial crises, domestic...”
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36by Benigno, Gianluca Thoenissen, Christoph Published in Journal of international money and finance (2008)“...This paper addresses the consumption–real exchange rate anomaly. International real business cycle models based on complete financial markets predict a unitary...”
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37by Phylaktis, Kate Ravazzolo, Fabiola Published in Journal of international money and finance (2005)“...We study the long-run and short-run dynamics between stock prices and exchange rates and the channels through which exogenous shocks impact on these markets by...”
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38“...We study the validity of uncovered interest-rate parity by constructing ultra-long time series that span two centuries. The forward-premium regressions yield...”
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39“...This paper uses a Binary Classification Tree (BCT) model to analyze banking crises in 50 emerging market and developing countries during 1990–2005. The BCT...”
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40by Christopoulos, Dimitris K León-Ledesma, Miguel A Published in Journal of international money and finance (2010)“...The recent literature on Purchasing Power Parity (PPP) has emphasized the role of two phenomena that may lead to the rejection of the PPP hypothesis:...”