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Robin Brooks

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mr. Marco Del Negro & Mr. Robin Brooks, 2005. "A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns," IMF Working Papers 2005/052, International Monetary Fund.

    Cited by:

    1. Chen, Peng, 2018. "Understanding international stock market comovements: A comparison of developed and emerging markets," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 451-464.
    2. Peng Chen & Shu Wu, 2013. "On international stock market co-movements and macroeconomic risks," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 978-982, July.
    3. Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís, 2013. "The role of country and industry factors during volatile times," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 273-290.
    4. Barbara Pfeffer, 2006. "Trade Policy and Risk Diversification," Volkswirtschaftliche Diskussionsbeiträge 126-06, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
    5. Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A., 2012. "International portfolio diversification: Currency, industry and country effects revisited," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1249-1278.
    6. Djogbenou, Antoine & Sufana, Razvan, 2024. "Tests for group-specific heterogeneity in high-dimensional factor models," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
    7. Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
    8. Andrieș, Alin Marius & Nistor, Simona & Ongena, Steven & Sprincean, Nicu, 2020. "On Becoming an O-SII (“Other Systemically Important Institution”)," Journal of Banking & Finance, Elsevier, vol. 111(C).
    9. Campolieti, Michele & Gefang, Deborah & Koop, Gary, 2014. "A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 257-275.
    10. Michele Campolieti & Deborah Gefang & Gary Koop, 2013. "A new look at variation in employment growth in Canada," Working Papers 26145565, Lancaster University Management School, Economics Department.

  2. Robin Brooks, 2004. "The Equity Premium and the Baby Boom," Econometric Society 2004 North American Winter Meetings 155, Econometric Society.

    Cited by:

    1. Elod Takats, 2010. "Ageing and asset prices," BIS Working Papers 318, Bank for International Settlements.
    2. Geppert, Christian & Ludwig, Alexander & Abiry, Raphael, 2016. "Secular stagnation? Growth, asset returns and welfare in the next decades: First results," SAFE Working Paper Series 145, Leibniz Institute for Financial Research SAFE.
    3. Wolfgang Kuhle, 2008. "Demography and Equity Premium," MEA discussion paper series 08157, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    4. De Santis, Roberto A. & Lührmann, Melanie, 2006. "On the determinants of external imbalances and net international portfolio flows: a global perspective," Working Paper Series 651, European Central Bank.
    5. Börsch-Supan, Axel & Ludwig, Alexander & Sommer, Mathias, 2005. "Aging and asset prices," Papers 07-29, Sonderforschungsbreich 504.
    6. Börsch-Supan, Axel, 2004. "Global Aging: Issues, Answers, More Questions," MEA discussion paper series 04055, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    7. Andrew Ang & Angela Maddaloni, 2003. "Do Demographic Changes Affect Risk Premiums? Evidence from International Data," NBER Working Papers 9677, National Bureau of Economic Research, Inc.
    8. Börsch-Supan, Axel, 2004. "Global aging : issues, answers, more questions," Papers 07-28, Sonderforschungsbreich 504.
    9. Börsch-Supan, Axel, 2004. "GLOBAL AGING - Issues, Answers, More Questions," Sonderforschungsbereich 504 Publications 07-28, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    10. De Santis, Roberto A. & Lührmann, Melanie, 2009. "On the determinants of net international portfolio flows: A global perspective," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 880-901, September.
    11. Ludwig, Alexander & Geppert, Christian & Abiry, Raphael, 2016. "Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades," VfS Annual Conference 2016 (Augsburg): Demographic Change 145764, Verein für Socialpolitik / German Economic Association.

  3. Mr. Robin Brooks & Mr. Kenneth Rogoff & Mr. Ashoka Mody & Nienke Oomes & Mr. Aasim M. Husain, 2004. "Evolution and Performance of Exchange Rate Regimes," IMF Occasional Papers 2004/004, International Monetary Fund.

    Cited by:

    1. Cruz-Rodríguez, Alexis, 2016. "An empirical assessment of exchange arrangements and inflation performance," MPRA Paper 73005, University Library of Munich, Germany.
    2. Mr. Atsushi Iimi, 2006. "Exchange Rate Misalignment: An Application of the Behavioral Equilibrium Exchange Rate (BEER) to Botswana," IMF Working Papers 2006/140, International Monetary Fund.
    3. Nienke Oomes & Christopher M. Meissner, 2008. "Why Do Countries Peg the Way They Peg? The Determinants of Anchor Currency Choice," IMF Working Papers 2008/132, International Monetary Fund.
    4. Petreski, Marjan, 2009. "Exchange-rate regime and economic growth: a review of the theoretical and empirical literature," Economics Discussion Papers 2009-31, Kiel Institute for the World Economy (IfW Kiel).
    5. Marjan Petreski, 2008. "To Fix Or To Float From Perspective Of Output Volatility And Vulnerability To Crisis," Journal Articles, Center For Economic Analyses, pages 9-24, June.
    6. Esaka, Taro, 2010. "Exchange rate regimes, capital controls, and currency crises: Does the bipolar view hold?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(1), pages 91-108, February.
    7. Mr. Constant A Lonkeng Ngouana, 2012. "Exchange Rate Volatility Under Peg: Do Trade Patterns Matter?," IMF Working Papers 2012/073, International Monetary Fund.
    8. Jong-Wha Lee & Kwanho Shin, 2004. "Exchange Rate Regimes and Economic Linkages," International Finance 0409006, University Library of Munich, Germany.
    9. Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2021. "Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications," MPRA Paper 107133, University Library of Munich, Germany.
    10. Puspa D. Amri & Thomas D. Willett, 2017. "Policy Inconsistencies and the Political Economy of Currency Crises," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-24, February.
    11. Cruz Rodriguez, Alexis, 2009. "Choosing and assessing exchange rate regimes: A survey of the literature," MPRA Paper 16314, University Library of Munich, Germany.
    12. Philippe Aghion & Philippe Baccheta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Swiss Finance Institute Research Paper Series 06-16, Swiss Finance Institute.
    13. Ms. Dalia S Hakura, 2005. "Are Emerging Market Countries Learning to Float?," IMF Working Papers 2005/098, International Monetary Fund.
    14. Tavlas, George & Dellas, Harris & Stockman, Alan C., 2008. "The classification and performance of alternative exchange-rate systems," European Economic Review, Elsevier, vol. 52(6), pages 941-963, August.
    15. Philipp Harms & Marco Kretschmann, 2009. "Words, Deeds And Outcomes: A Survey On The Growth Effects Of Exchange Rate Regimes," Journal of Economic Surveys, Wiley Blackwell, vol. 23(1), pages 139-164, February.
    16. Rita Fradique Lourenço, 2004. "Exchange Rate Regimes: A Global Picture Since the Emerging Market Crises in the Mid 1990s," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    17. Cesar M. Rodriguez, 2016. "Economic and political determinants of exchange rate regimes: The case of Latin America," International Economics, CEPII research center, issue 147, pages 1-26.
    18. José De Gregorio, 2009. "Implementation of Inflation Targets in Emerging Markets," Chapters, in: Gill Hammond & Ravi Kanbur & Eswar Prasad (ed.), Monetary Policy Frameworks for Emerging Markets, chapter 3, Edward Elgar Publishing.
    19. Winston Moore, 2014. "Managing The Process Of Removing Capital Controls: What Does The Literature Suggest?," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 209-237, April.
    20. Hefeker, Carsten, 2008. "Taxation, Corruption and the Exchange Rate Regime," Proceedings of the German Development Economics Conference, Zurich 2008 17, Verein für Socialpolitik, Research Committee Development Economics.
    21. Fatma Taşdemir & Erdal Özmen, 2018. "Exchange Rate Regimes As Thresholds: The Main Determinants Of Capital Inflows In Emerging Market Economies," ERC Working Papers 1810, ERC - Economic Research Center, Middle East Technical University, revised Oct 2018.
    22. Boyd, John H. & Heitz, Amanda, 2016. "The social costs and benefits of too-big-to-fail banks: A “bounding” exercise," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 251-265.
    23. Ruy Lama & Juan Pablo Medina, 2012. "Is Exchange Rate Stabilization an Appropriate Cure for the Dutch Disease?," International Journal of Central Banking, International Journal of Central Banking, vol. 8(1), pages 5-46, March.
    24. Mr. Aasim M. Husain, 2006. "To Peg or Not to Peg: A Template for Assessing the Nobler," IMF Working Papers 2006/054, International Monetary Fund.
    25. Alexis CRUZ-RODRIGUEZ, 2016. "Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 377-392, June.
    26. Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
    27. Mohammad Karimi & Marcel-Cristian Voia, 2014. "Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach," Dynamic Modeling and Econometrics in Economics and Finance, in: Frauke Schleer-van Gellecom (ed.), Advances in Non-linear Economic Modeling, edition 127, pages 233-262, Springer.
    28. Petreski, Marjan, 2014. "Grooming Classifications: Exchange Rate Regimes and Growth in Transition Economies," MPRA Paper 54473, University Library of Munich, Germany.
    29. Anh The Vo & Loan Thi-Hong Van & Duc Hong Vo & Michael McAleer, 2019. "Financial inclusion and macroeconomic stability in emerging and frontier markets," Documentos de Trabajo del ICAE 2019-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    30. Vieira, Flávio Vilela & Brito, Márcio Holland de, 2010. "Exchange rate dynamics in Brazil," Textos para discussão 210, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    31. Naoyuki Yoshino & Sahoko Kaji & Tamon Asonuma, 2015. "Adjustments of Capital Account Restrictions and Exchange Rate Regimes in East Asia," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-32.
    32. Abouelkhair, Anass & Gahaz, Taha & Y. Tamsamani, Yasser, 2018. "Choix du régime de change et croissance économique : Une analyse empirique sur des données de panel africaines [Exchange Rate Regime Choice and Economic Growth: An Empirical Analysis on African Pan," MPRA Paper 84700, University Library of Munich, Germany.
    33. Abdelraouf, Nadine & Noureldin, Diaa, 2022. "The impact of the exchange rate regime on the dispersion of the price-change distribution: Evidence from a large panel of countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    34. Jean-Pierre Allégret & Mohamed Ayadi & Leila Haouaoui Khouni, 2008. "Le choix d’un régime de change dans les pays émergents et en développement peut-il être optimal en dehors des solutions bi-polaires ?," Working Papers 0819, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    35. John Ryan, 2006. "Reforming China�s Exchange Rate Policy," Working Papers 2006_51, Department of Economics, University of Venice "Ca' Foscari".
    36. Ms. Prachi Mishra & Mr. Kenji Moriyama & Mr. Papa M N'Diaye & Lam Nguyen, 2014. "Impact of Fed Tapering Announcements on Emerging Markets," IMF Working Papers 2014/109, International Monetary Fund.
    37. Esaka, Taro, 2010. "De facto exchange rate regimes and currency crises: Are pegged regimes with capital account liberalization really more prone to speculative attacks?," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1109-1128, June.
    38. Dubas, Justin M. & Lee, Byung-Joo & Mark, Nelson C., 2010. "A multinomial logit approach to exchange rate policy classification with an application to growth," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1438-1462, November.
    39. KAFANDO, Namalguebzanga, 2014. "L'industrialisation de l'Afrique: l'importance des facteurs structurels et du régime de change [The industrialization of Africa: the importance of structural factors and exchange rate regime]," MPRA Paper 68736, University Library of Munich, Germany.
    40. Armand Fouejieu,, 2017. "Inflation targeting and financial stability in emerging markets," Economic Modelling, Elsevier, vol. 60(C), pages 51-70.
    41. Jovanovic, Branimir & Petreski, Marjan, 2014. "Monetary policy, exchange rates and labor unions in SEE and the CIS during the financial crisis," Economic Systems, Elsevier, vol. 38(3), pages 309-332.
    42. Cruz-Rodríguez, Alexis, 2022. "Exchange arrangements and economic growth. What relationship is there?," MPRA Paper 113897, University Library of Munich, Germany.
    43. Ms. Prachi Mishra & Mr. Peter J Montiel, 2012. "How Effective is Monetary Transmission in Low-Income Countries? A Survey of the Empirical Evidence," IMF Working Papers 2012/143, International Monetary Fund.
    44. Utkarsh Kumar & Wasim Ahmad & Gazi Salah Uddin, 2024. "Bayesian Markov switching model for BRICS currencies' exchange rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2322-2340, September.
    45. Alstadheim, Ragna & Bjørnland, Hilde C. & Maih, Junior, 2021. "Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers," Energy Economics, Elsevier, vol. 96(C).
    46. Mrs. Gilda C Fernandez & Mr. Cem Karacadag & Rupa Duttagupta, 2004. "From Fixed to Float: Operational Aspects of Moving towards Exchange Rate Flexibility," IMF Working Papers 2004/126, International Monetary Fund.
    47. Mishra, Prachi & Montiel, Peter & Pedroni, Peter & Spilimbergo, Antonio, 2014. "Monetary policy and bank lending rates in low-income countries: Heterogeneous panel estimates," Journal of Development Economics, Elsevier, vol. 111(C), pages 117-131.
    48. Slavtcheva, Dessislava, 2015. "Financial development, exchange rate regimes and productivity growth: Theory and evidence," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 109-123.
    49. Rodrigo Caputo G. & Marco Núñez N. & Rodrigo Valdés P., 2008. "Análisis del tipo de cambio en la práctica," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 11, pages 313-364, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    50. Abouelkhaira, Anass & Gahaz, Taha & Y. Tamsamani, Yasser, 2018. "Choix du régime de change et croissance économique : Une analyse empirique sur des données de panel africaines [Exchange Rate Regime Choice and Economic Growth: An Empirical Analysis on African Pan," MPRA Paper 84613, University Library of Munich, Germany.
    51. Jean-Louis Combes & Alexandru Minea & Mousse Ndoye Sow, 2016. "Crises and exchange rate regimes: Times to break down the bipolar view?," Post-Print halshs-01293590, HAL.
    52. Yen Kyun Wang, 2008. "Flexible BBC Exchange Rate System and Exchange Rate Cooperation in East Asia," Trade Working Papers 21802, East Asian Bureau of Economic Research.
    53. Pascal Towbin & Mr. Sebastian Weber, 2011. "Limits of Floating Exchange Rates: the Role of Foreign Currency Debt and Import Structure," IMF Working Papers 2011/042, International Monetary Fund.
    54. Mr. Atish R. Ghosh & Mr. Jonathan David Ostry & Mahvash S Qureshi, 2014. "Exchange Rate Management and Crisis Susceptibility: A Reassessment," IMF Working Papers 2014/011, International Monetary Fund.
    55. Dumitru, Ionut & Dumitru, Ionela, 2009. "An Assessment of the Current Account Sustainability in Romania – An Inter-temporal Perspective," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 23-41, June.
    56. Carmen SANDU (TODERASCU), 2014. "Changes In Exchange Rate Regimes," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 4, pages 349-354, July.
    57. Michael Hall, 2008. "Testing the Hollowing-Out Thesis," International Interactions, Taylor & Francis Journals, vol. 34(2), pages 208-230, June.
    58. Michael W. Klein & Jay C. Shambaugh, 2004. "Fixed Exchange Rates and Trade," NBER Working Papers 10696, National Bureau of Economic Research, Inc.
    59. Justin M. Dubas & Byung-Joo Lee & Nelson C. Mark, 2005. "Effective Exchange Rate Classifications and Growth," NBER Working Papers 11272, National Bureau of Economic Research, Inc.
    60. Dongyeol Lee & Hyunjoon Lim, 2019. "Industrial structure and the probability of crisis: Stability is not resilience," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 212-226, January.
    61. World Bank, 2008. "Turkey - Country Economic Memorandum : Volume 2. Sustaining High Growth, Selected Issues," World Bank Publications - Reports 8017, The World Bank Group.
    62. Jesmin Rahman, 2008. "Current Account Developments in New Member States of the European Union: Equilibrium, Excess, and EU-Phoria," IMF Working Papers 2008/092, International Monetary Fund.
    63. Njindan Iyke , Bernard & Odhiambo, Nicholas M., 2015. "The determinants of long-run real exchange rates in South Africa: a fundamental equilibrium approach," Working Papers 18979, University of South Africa, Department of Economics.
    64. Josheski, Dushko & Lazarov, Darko, 2011. "Macroeconomic analysis of trade in some CEE countries," MPRA Paper 32095, University Library of Munich, Germany.
    65. Kamaran Qader Yaqub, 2024. "Critical Advantages and Disadvantages of Exchange Rate Regimes: The Case of Gulf Cooperation Council (GCC)," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(3s), pages 5686-5700, November.
    66. Jesús Crespo Cuaresma & Tomáš Slacík, 2008. "Determinants of Currency Crises: A Conflict of Generations?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 126-141.
    67. Hanen Gharbi, 2005. "La gestion des taux de change dans les pays émergents. La leçon des expériences récentes," Revue de l'OFCE, Presses de Sciences-Po, vol. 95(4), pages 279-326.
    68. Wei, Shang-Jin & Prasad, Eswar & Rogoff, Kenneth & Kose, M. Ayhan, 2004. "Financial Globalization, Growth and Volatility in Developing Countries," CEPR Discussion Papers 4772, C.E.P.R. Discussion Papers.
    69. Prachi Mishra & Antonio Spilimbergo & Peter Montiel, 2010. "Monetary transmission in low income countries," Department of Economics Working Papers 2010-14, Department of Economics, Williams College.
    70. Mr. Andrew J Swiston, 2011. "Official Dollarization As a Monetary Regime: Its Effectson El Salvador," IMF Working Papers 2011/129, International Monetary Fund.
    71. Apanard Angkinand & Eric Chiu & Thomas Willett, 2009. "Testing the Unstable Middle and Two Corners Hypotheses About Exchange Rate Regimes," Open Economies Review, Springer, vol. 20(1), pages 61-83, February.
    72. Nasha Ananchotikul & Nuwat Nookhwun & Paiboon Pongpaichet & Songklod Rastapana & Phurichai Rungcharoenkitkul, 2010. "The Future of Monetary Policy: Roles of Financial Stability and Exchange Rate," Working Papers 2010-07, Monetary Policy Group, Bank of Thailand.
    73. Philippe Aghion & Philippe Bacchetta & Romain Rancière & Kenneth Rogoff, 2005. "Productivity growth and the exchange rate regime: The role of financial development," Economics Working Papers 850, Department of Economics and Business, Universitat Pompeu Fabra.
    74. Jean-Pierre Allegret & Mohamed Ayadi & Leila Haouaoui Khouni, 2006. "Un modèle de choix de régime de change : Aspects théoriques et analyse empirique," Post-Print halshs-00134326, HAL.
    75. Miss Liliana B Schumacher & Mr. Jiro Honda, 2006. "Adopting Full Dollarization in Postconflict Economies: Would the Gains Compensate for the Losses in Liberia?," IMF Working Papers 2006/082, International Monetary Fund.
    76. Cushman, David O. & De Vita, Glauco, 2017. "Exchange rate regimes and FDI in developing countries: A propensity score matching approach," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 143-163.
    77. Quader, Syed Manzur, 2004. "Floating Exchange Rate Regime," MPRA Paper 26163, University Library of Munich, Germany.
    78. Javier Reyes, 2007. "Exchange Rate Passthrough Effects and Inflation Targeting in Emerging Economies: What is the Relationship?," Review of International Economics, Wiley Blackwell, vol. 15(3), pages 538-559, August.
    79. Coudert, Virginie & Dubert, Marc, 2005. "Does exchange rate regime explain differences in economic results for Asian countries?," Journal of Asian Economics, Elsevier, vol. 16(5), pages 874-895, October.
    80. Thomas D. Willett, 2007. "Why the Middle is Unstable: The Political Economy of Exchange Rate Regimes and Currency Crises," The World Economy, Wiley Blackwell, vol. 30(5), pages 709-732, May.
    81. Hossain, Monzur, 2009. "Institutional development and the choice of exchange rate regime: A cross-country analysis," Journal of the Japanese and International Economies, Elsevier, vol. 23(1), pages 56-70, March.
    82. Patrick Imam, 2012. "Exchange Rate Choices of Microstates," The Developing Economies, Institute of Developing Economies, vol. 50(3), pages 207-235, September.
    83. Mr. Manuk Ghazanchyan & Ms. Janet Gale Stotsky & Qianqian Zhang, 2015. "A New Look at the Determinants of Growth in Asian Countries," IMF Working Papers 2015/195, International Monetary Fund.
    84. Giancarlo Marini & Giovanni Piersanti, 2012. "Models of Speculative Attacks and Crashes in International Capital Markets," CEIS Research Paper 245, Tor Vergata University, CEIS, revised 24 Jul 2012.
    85. Bersch, Julia & Klüh, Ulrich H., 2007. "When countries do not do what they say: Systematic discrepancies between exchange rate regime announcements and de facto policies," Discussion Papers in Economics 2072, University of Munich, Department of Economics.
    86. Carlos AIbarra, 2007. "Is Latin America Overcoming its Fear of Floating?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(130), pages 183-209.
    87. Kovács, Mihály András, 2007. "Mit csinál a monetáris politika az inflációs célkövetés rendszerében?. Észrevételek Erdős Tibor Árfolyam-politika és inflációs célkövetés Magyarországon című írásához [What does monetary policy do ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1103-1120.
    88. Tomasz Zalega, 2013. "Wydatki na ochrone zdrowia w polskich gospodarstwach domowych w okresie kryzysu. (Healthcare expenditures of Polish households in the period of crisis .)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 11(41), pages 174-192.
    89. Hossein Bastanzad & Pedram Davoudi & Hossein Tavakolian, 2018. "Foreign Exchange Rate Pricing at the Future Contract (Case of I.R. of Iran)," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 22(1), pages 253-293, Winter.
    90. Frommel, Michael & Schobert, Franziska, 2006. "Exchange rate regimes in Central and East European countries: Deeds vs. words," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 467-483, September.
    91. Prachi Mishra & Papa N’Diaye & Lam Nguyen, 2018. "Effects of Fed Announcements on Emerging Markets: What Determines Financial Market Reactions?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(4), pages 732-762, December.
    92. Pontines, Victor & Siregar, Reza, 2009. "Intervention index and exchange rate regimes: the cases of selected East-Asian economies," MPRA Paper 17138, University Library of Munich, Germany.
    93. Zenon Kontolemis & Kevin Ross, 2005. "Exchange Rate Fluctuations in the New Member States of the European Union," Macroeconomics 0504015, University Library of Munich, Germany.
    94. Yougbaré, Lassana, 2011. "Exchange rate arrangements and misalignments: contrasting words and deeds," MPRA Paper 32362, University Library of Munich, Germany.
    95. Yavari, Kazem & Najjarzade, Reza & Tavakolian, Hossein & Bahador, Ali, 2016. "Effect of Nominal Exchange Rate Volatility on Output in Iran’s Economy," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(4), pages 419-442, October.
    96. ORĂȘTEAN Ramona, 2015. "The Official Use Of International Currencies – Assessments And Implications," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 10(3), pages 71-80, December.
    97. Husain, Aasim M. & Mody, Ashoka & Rogoff, Kenneth S., 2005. "Exchange rate regime durability and performance in developing versus advanced economies," Journal of Monetary Economics, Elsevier, vol. 52(1), pages 35-64, January.
    98. Rodriguez, Cesar M., 2017. "The growth effects of financial openness and exchange rates," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 492-512.
    99. Ayoub Rabhi & Amina Haoudi, 2017. "Developing Economies Optimal Exchange Rate Regime: to Float or to Peg for Morocco?," Post-Print hal-02432744, HAL.
    100. Peltonen, Tuomas A., 2006. "Are emerging market currency crises predictable? A test," Working Paper Series 571, European Central Bank.
    101. Beckerman, Paul, 2005. "Andean exchange-rate regimes, 1994-2003: a brief for "stable but flexible" regimes," Macroeconomía del Desarrollo 5401, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    102. Busse, Matthias & Hefeker, Carsten & Koopmann, Georg, 2006. "Between two poles: A dual currency board for Mercosur," The North American Journal of Economics and Finance, Elsevier, vol. 17(3), pages 349-362, December.
    103. Mahvash S Qureshi & Mr. Charalambos G Tsangarides, 2010. "The Empirics of Exchange Rate Regimes and Trade: Words vs. Deeds," IMF Working Papers 2010/048, International Monetary Fund.
    104. Aasim M. Husain, 2006. "Choosing the Right Exchange Rate Regime for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 2, pages 91-111.
    105. Diniz-Maganini, Natalia & Rasheed, Abdul A. & Sheng, Hsia Hua, 2021. "Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    106. Josheski, Dushko & Koteski, Cane, 2011. "Analysis of Purchasing power parity with data for Macedonia," MPRA Paper 32023, University Library of Munich, Germany, revised 2011.
    107. Klaus Schmidt-Hebbel, 2019. "Macroeconomic Institutions: Lessons from World Experience for MENA Countries," Working Papers 1311, Economic Research Forum, revised 21 Aug 2019.
    108. Mr. Gaston Gelos & Ms. Yulia Ustyugova, 2012. "Inflation Responses to Commodity Price Shocks: How and Why Do Countries Differ?," IMF Working Papers 2012/225, International Monetary Fund.
    109. Mr. Cem Karacadag & Roberto Guimarães-Filho, 2004. "The Empirics of Foreign Exchange Intervention in Emerging Markets: The Cases of Mexico and Turkey," IMF Working Papers 2004/123, International Monetary Fund.
    110. Handro (Mercea) Patricia Amalia, 2020. "Exchange Rate Regimes Choice And Their Clasiffication," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 81-86, February.
    111. Wee Chian Koh, 2017. "Oil price shocks and macroeconomic adjustments in oil-exporting countries," International Economics and Economic Policy, Springer, vol. 14(2), pages 187-210, April.
    112. Roberto Guimaraes & Cem Karacadag, 2005. "The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey," Money Macro and Finance (MMF) Research Group Conference 2005 68, Money Macro and Finance Research Group.
    113. Silvia Kirova, 2014. "Currency regimes and macroeconomic indicators of the derogation EU member states from Central and Eastern Europe," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 80-99.
    114. Petreski, Marjan, 2009. "Analysis of exchange-rate regime effect on growth: theoretical channels and empirical evidence with panel data," Economics Discussion Papers 2009-49, Kiel Institute for the World Economy (IfW Kiel).
    115. Ali Al-Eyd & Stephen Hall, 2012. "Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework," Economic Change and Restructuring, Springer, vol. 45(1), pages 25-44, February.
    116. Dorota Zuchowska, 2012. "The evolution of the contemporary international monetary system – integration or disintegration?," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 10(3), pages 13-30, September.
    117. Ghanem Darine, 2012. "Fixed Exchange Rate Regimes and Inflation Performance: Evidence from MENA Countries," Review of Middle East Economics and Finance, De Gruyter, vol. 8(1), pages 1-30, August.
    118. Mr. Ashoka Mody, 2004. "What is An Emerging Market?," IMF Working Papers 2004/177, International Monetary Fund.
    119. Rose, Andrew, 2010. "Exchange Rate Regimes in the Modern Era: Fixed, Floating, and Flaky," CEPR Discussion Papers 7987, C.E.P.R. Discussion Papers.
    120. Beth Simmons & Jens Hainmueller, 2005. "Can Domestic Institutions Explain Exchange Rate Regime Choice? The Political Economy of Monetary Institutions Reconsidered," International Finance 0505011, University Library of Munich, Germany.
    121. Lucjan T. Orlowski, 2005. "Monetary Policy Adjustments on the Final Passage towards the Euro," CASE Network Studies and Analyses 0294, CASE-Center for Social and Economic Research.
    122. Juann H. Hung & Young Jin Kim, 2006. "Implications of Past Currency Crises for the U.S. Current Account Adjustment: Working Paper 2006-07," Working Papers 17861, Congressional Budget Office.
    123. Mr. James M. Boughton, 2004. "The IMF and the force of History: Ten Events and Ten Ideas that Have Shaped the Institution," IMF Working Papers 2004/075, International Monetary Fund.
    124. Cruz-Rodríguez, Alexis, 2016. "Exchange Arrangements and Speculative Attacks: Is there a link?," MPRA Paper 72359, University Library of Munich, Germany.
    125. Jay, Squalli, 2011. "Is the dollar peg suitable for the largest economies of the Gulf Cooperation Council?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 496-512, October.
    126. Obstfeld, Maurice & Ostry, Jonathan D. & Qureshi, Mahvash S., 2017. "A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies," CEPR Discussion Papers 12093, C.E.P.R. Discussion Papers.
    127. Monika Blaszkiewicz-Schwartzman, 2007. "Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence," Money Macro and Finance (MMF) Research Group Conference 2006 144, Money Macro and Finance Research Group.
    128. Perekunah. B. Eregha, 2022. "Asymmetric response of cpi inflation to exchange rates in oil-dependent developing economy: the case of Nigeria," Economic Change and Restructuring, Springer, vol. 55(2), pages 1091-1108, May.
    129. Blaise Gadanecz & Aaron Mehrotra, 2013. "The exchange rate, real economy and financial markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 11-23, Bank for International Settlements.
    130. Elías Albagli & Mauricio Calani & Metodij Hadzi-Vaskov & Mario Marcel & Mr. Luca A Ricci, 2020. "Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile," IMF Working Papers 2020/100, International Monetary Fund.
    131. Horst Feldmann, 2013. "Exchange Rate Regimes and Unemployment," Open Economies Review, Springer, vol. 24(3), pages 537-553, July.
    132. Wan, Xiaoli & Yan, Yuruo & Zeng, Zhixiong, 2020. "Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    133. Hoe Ee Khor & Jason Lee & Edward Robinson & Saktiandi Supaat, 2007. "Managed Float Exchange Rate System: The Singapore Experience," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(01), pages 7-25.
    134. Fatma Tasdemir, 2020. "The Main Determinants of Capital Inflows in Emerging Market Economies: Does the Exchange Rate Regime Matter?," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(2), pages 163-167, December.
    135. Raul Razo-Garcia, 2011. "The Duration of Intermediate Exchange Rate Regimes and Capital Controls," Carleton Economic Papers 11-01, Carleton University, Department of Economics, revised 17 Oct 2011.
    136. Karim Ameziane & Bouchra Benyacoub, 2022. "Exchange Rate Volatility Effect on Economic Growth under Different Exchange Rate Regimes: New Evidence from Emerging Countries Using Panel CS-ARDL Model," JRFM, MDPI, vol. 15(11), pages 1-20, October.
    137. Simrit Kaur & Aditya Vikram, 2013. "Economic impact of trade openness and exchange rate regimes: evidence from developing Asia," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, vol. 5(4), pages 341-370.
    138. Ms. Janet Gale Stotsky & Mr. Manuk Ghazanchyan & Mr. Olumuyiwa S Adedeji & Mr. Nils O Maehle, 2012. "The Relationship Between the Foreign Exchange Regime and Macroeconomic Performance in Eastern Africa," IMF Working Papers 2012/148, International Monetary Fund.
    139. Carlos Ibarra, 2005. "The Behavior of Interest Rate Differentials Under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 103-131.
    140. Monzur Hossain, 2008. "Exchange Rate Regime Transition Dynamics In East Asia," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2008-03, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), revised Jan 2008.
    141. Mahvash S Qureshi & Mr. Atish R. Ghosh & Mr. Charalambos G Tsangarides, 2011. "Words vs. Deeds: What Really Matters?," IMF Working Papers 2011/112, International Monetary Fund.
    142. Sever, Can, 2021. "Political booms and currency crises," Journal of Macroeconomics, Elsevier, vol. 70(C).

  4. Robin Brooks & Marco Del Negro, 2003. "International stock returns and market integration: A regional perspective," FRB Atlanta Working Paper 2002-20, Federal Reserve Bank of Atlanta.

    Cited by:

    1. Tavares, José & ,, 2007. "Economic Integration and the Co-movement of Stock Returns," CEPR Discussion Papers 6519, C.E.P.R. Discussion Papers.
    2. Philip Lane & Sébastien Wälti, 2006. "The Euro and Financial Integration," The Institute for International Integration Studies Discussion Paper Series iiisdp139, IIIS.
    3. Mr. Robin Brooks & Mr. Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
    4. Donadelli, Michael & Persha, Lauren, 2014. "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 30(C), pages 284-309.
    5. Alexandra Horobet & Sorin Dumitrescu, 2011. "Time-varying Diversification Benefits: The Impact of Capital Market Integration on European Portfolio Holdings," Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 13, Edward Elgar Publishing.
    6. Robin Brooks & Marco Del Negro, 2002. "International diversification strategies," FRB Atlanta Working Paper 2002-23, Federal Reserve Bank of Atlanta.
    7. Marcella Lucchetta & Michael Donadelli, 2012. "Emerging Stock Premia: Do Industries Matter?," Working Papers 2012_22, Department of Economics, University of Venice "Ca' Foscari".
    8. Christian Aubin & Jean-Pierre Berdot & Daniel Goyeau & Jacques Léonard, 2005. "Quelle convergence financière pour les pecos ?. Une analyse économétrique de l'évolution des marchés d'actions (1998-2003)," Revue économique, Presses de Sciences-Po, vol. 56(1), pages 147-169.
    9. Wim Meeusen (ed.), 2011. "The Economic Crisis and European Integration," Books, Edward Elgar Publishing, number 14130.
    10. Peter, Manuel, 2015. "Konvergenz der europäischen Aktienmärkte: Eine Analyse der Entwicklungen und Herausforderungen für Investoren," Arbeitspapiere 150, University of Münster, Institute for Cooperatives.
    11. Iulia LUPU, 2015. "European Stock Markets Correlations In A Markov Switching Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 103-119, September.
    12. Wälti, Sébastien, 2011. "Stock market synchronization and monetary integration," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 96-110, February.

  5. Robin Brooks & Marco Del Negro, 2003. "Firm-level evidence on international stock market movement," FRB Atlanta Working Paper 2003-8, Federal Reserve Bank of Atlanta.

    Cited by:

    1. Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
    2. Marfatia, Hardik A., 2017. "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, Elsevier, vol. 34(C), pages 33-49.
    3. Phylaktis, Kate & Xia, Lichuan, 2006. "Sources of firms' industry and country effects in emerging markets," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 459-475, April.
    4. Lieven de Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," ULB Institutional Repository 2013/191025, ULB -- Universite Libre de Bruxelles.
    5. Cai, Fang & Warnock, Francis E., 2005. "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies 2005,06, Deutsche Bundesbank.
    6. Jian Zhou & Yanmin Gao, 2012. "Tail Dependence in International Real Estate Securities Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 128-151, June.
    7. Tristan Jourde, 2022. "The Rising Interconnectedness of the Insurance Sector," Working papers 857, Banque de France.
    8. Chou, Hsin-I & Zhao, Jing & Suardi, Sandy, 2014. "Factor reversal in the euro zone stock returns: Evidence from the crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 28-55.
    9. Rodrigo Aranda & Patricio Jaramillo, 2008. "Nonlinear Dynamic in the Chilean Stock Market: Evidence from Returns and Trading Volume," Working Papers Central Bank of Chile 463, Central Bank of Chile.
    10. Zhong, Angel & Gray, Philip, 2016. "The MAX effect: An exploration of risk and mispricing explanations," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 76-90.
    11. Allayannis, George & Simko, Paul J., 2022. "Discretionary earnings smoothing, credit quality, and firm value," Journal of Banking & Finance, Elsevier, vol. 140(C).
    12. Bai, Ye & Green, Christopher J. & Leger, Lawrence, 2012. "Industry and country factors in emerging market returns: Did the Asian crisis make a difference?," Emerging Markets Review, Elsevier, vol. 13(4), pages 559-580.
    13. Vicente Bermejo & José Campa & Rodolfo Campos & Mohammed Zakriya, 2020. "Do foreign stocks substitute for international diversification?," Post-Print hal-03135756, HAL.
    14. Galina Hale & Julian di Giovanni, 2020. "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers 1213, Barcelona School of Economics.
    15. Deligonul, Seyda Z., 2020. "Multinational country risk: Exposure to asset holding risk and operating risk in international business," Journal of World Business, Elsevier, vol. 55(2).
    16. Geert Bekaert & Arnaud Mehl, 2017. "On the Global Financial Market Integration “Swoosh” and the Trilemma," NBER Working Papers 23124, National Bureau of Economic Research, Inc.
    17. Jose Faias & Miguel Ferreira & Pedro Santa-Clara & Pedro Matos, 2011. "Does Institutional Ownership Matter for International Stock Return Comovement?," EcoMod2011 3038, EcoMod.
    18. Baele, Lieven & Inghelbrecht, Koen, 2009. "Time-varying Integration and International diversification strategies," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 368-387, June.
    19. Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2024. "Diversification with globally integrated US stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
    20. Graham, Michael & Kiviaho, Jarno & Nikkinen, Jussi, 2012. "Integration of 22 emerging stock markets: A three-dimensional analysis," Global Finance Journal, Elsevier, vol. 23(1), pages 34-47.
    21. Wenjing Xie & João Paulo Vieito & Ephraim Clark & Wing-Keung Wong, 2020. "Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX," Sustainability, MDPI, vol. 12(20), pages 1-25, October.
    22. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2023. "Industry regulation and the comovement of stock returns," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 206-219.
    23. John Ammer & Jon Wongswan, 2007. "Cash Flows and Discount Rates, Industry and Country Effects and Co‐Movement in Stock Returns," The Financial Review, Eastern Finance Association, vol. 42(2), pages 211-226, May.
    24. Thomas Nitschka, 2005. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Money Macro and Finance (MMF) Research Group Conference 2005 22, Money Macro and Finance Research Group.
    25. Dumas, Bernard & Gabuniya, Tymur & Marston, Richard C., 2022. "Firms’ exposures to geographic risks," Journal of International Money and Finance, Elsevier, vol. 122(C).
    26. Kregždė Arvydas & Kišonaitė Karolina, 2018. "Co-movements of Lithuanian and Central European Stock Markets Across Different Time Horizons: A Wavelet Approach," Ekonomika (Economics), Sciendo, vol. 97(2), pages 55-69, December.
    27. Cerqueti, Roy & Costantini, Mauro, 2011. "Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2598-2605, October.
    28. Ikeda, Taro, 2017. "A detrended cross correlation analysis for stock markets of the United States, Japan, and the Europe," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 194-198.
    29. Cai, Fang & Warnock, Francis E., 2012. "Foreign exposure through domestic equities," Finance Research Letters, Elsevier, vol. 9(1), pages 8-20.
    30. De Moor, Lieven & Sercu, Piet, 2011. "Country versus sector factors in equity returns: The roles of non-unit exposures," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 64-77, January.
    31. Coroneo, Laura & Jackson, Laura E. & Owyang, Michael T., 2020. "International Stock Comovements with Endogenous Clusters," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
    32. Antonios Antoniou & Olasupo Olusi & Krishna Paudyal, 2010. "Equity Home†Bias: A Suboptimal Choice for UK investors?," European Financial Management, European Financial Management Association, vol. 16(3), pages 449-479, June.
    33. Lupu, Radu, 2011. "Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>," Institute for Economic Forecasting Conference Proceedings 101101, Institute for Economic Forecasting.
    34. Zulfiqar Ali Imran & Muhammad Ahad, 2022. "Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(1), pages 167-189, February.
    35. Imran, Zulfiqar Ali & Ahad, Muhammad, 2021. "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper 107613, University Library of Munich, Germany, revised 02 May 2021.
    36. Rodrigo F. Aranda L. & Patricio Jaramillo G., 2010. "Non-linear Dynamics in the Chilean Stock Market: Evidence on Traded Volumes and Returns," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(3), pages 67-94, December.
    37. Aloui, Chaker & Hkiri, Besma, 2014. "Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis," Economic Modelling, Elsevier, vol. 36(C), pages 421-431.
    38. Kuo-Hao Lee, 2014. "The Effect of Different Corporate Market Capitalizations in International Portfolio Strategy in Eleven Asian Countries," Accounting and Finance Research, Sciedu Press, vol. 3(3), pages 107-107, August.
    39. Moshirian, Fariborz & Nguyen, Huong Giang (Lily) & Pham, Peter Kien, 2012. "Overnight public information, order placement, and price discovery during the pre-opening period," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2837-2851.
    40. Julijana Angelovska, 2017. "Long and Short-Term Dynamic Relationship between Macedonian and Croatian Stock Markets," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 20(2), pages 11-20, November.
    41. Rua, António & Nunes, Luís C., 2009. "International comovement of stock market returns: A wavelet analysis," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 632-639, September.
    42. Jessica Dye & Aaron Gilbert & Gail Pacheco, 2017. "Does integration lead to lower costs of equity?," Australian Journal of Management, Australian School of Business, vol. 42(1), pages 86-112, February.
    43. Hsu, Ching-Chi & Chen, Miao-Ling, 2021. "Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    44. Nikolaos L. Hourvouliades, 2009. "International Portfolio Diversification: Evidence from European Emerging Markets," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 55-78.
    45. Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung, 2017. "The Sources of Country and Industry Variations in ASEAN Stock Returns," MPRA Paper 80574, University Library of Munich, Germany.
    46. Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.

  6. Mr. Robin Brooks & Mr. Marco Del Negro, 2002. "The Rise in Comovement Across National Stock Markets: Market Integration or Global Bubble?," IMF Working Papers 2002/147, International Monetary Fund.

    Cited by:

    1. Brian M. Doyle & Jon Faust, 2003. "Breaks in the variability and co-movement of G-7 economic growth," International Finance Discussion Papers 786, Board of Governors of the Federal Reserve System (U.S.).
    2. T. Berger & L. Pozzi, 2011. "A new model-based approach to measuring time-varying financial market integration," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/714, Ghent University, Faculty of Economics and Business Administration.
    3. Magdalena Vorzsak & Carmen Maria Gut, 2008. "Constraints Concerning Investment And Participation In Professional Training In The Companies From The Romanian Manufacturing Industry," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    4. Bekaert, Geert & Harvey, Campbell R., 2003. "Emerging markets finance," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 3-56, February.
    5. Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2004. "Equity Returns and Integration: Is Europe Changing?," FAME Research Paper Series rp117, International Center for Financial Asset Management and Engineering.
    6. Robin Brooks & Marco Del Negro, 2002. "The rise in comovement across national stock markets: market integration or IT bubble?," FRB Atlanta Working Paper 2002-17, Federal Reserve Bank of Atlanta.
    7. Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Department of Economics, Working Paper Series qt6z74b3x7, Department of Economics, UC Santa Cruz.
    8. Ehling, Paul & Ramos, Sofia Brito, 2005. "Geographic versus industry diversification: constraints matter," Working Paper Series 425, European Central Bank.
    9. Tiberiu Cristian Avramescu, 2008. "Romanian Tourism: A Regional Approach," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    10. Šárka Brychtová, 2008. "Spa Healing Sources In Czech Republic," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    11. Mr. Robin Brooks & Mr. Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
    12. Mihaela Dragan & Zenovia Cristiana Pop, 2008. "CRITERIA FOR PRODUCT QUALITY IN THE FRAME OF INTERCULTURAL MARKET STRATEGIES OF SMALL AND MEDIUM SIZED ENTERPRISES - a brief review of literature -," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    13. Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.
    14. Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís, 2013. "The role of country and industry factors during volatile times," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 273-290.
    15. Stulz, Rene M., 2005. "The Limits of Financial Globalization," Working Paper Series 2005-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    16. Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
    17. Manole Velicanu & Gheorghe Matei, 2008. "Decision Support Systems: Present And Future Trends," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    18. Borgsen, Sina & Glaser, Markus, 2005. "Diversifikationseffekte durch Small und Mid Caps?," Sonderforschungsbereich 504 Publications 05-10, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    19. Gunther Capelle-Blancard & Hélène Raymond-Feingold & Michel Beine, 2008. "International nonlinear causality between stock markets," Post-Print halshs-00305387, HAL.
    20. Cristina Silvia Nistor & Crina Ioana Filip & Adela Deaconu, 2008. "Derivative Instruments – Alternatives To Cover The Foreign Exchange Rate In The Case Of Import-Export Operations - Accounting Approach For Romania," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    21. Barbara Pfeffer, 2006. "Trade Policy and Risk Diversification," Volkswirtschaftliche Diskussionsbeiträge 126-06, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
    22. Jan Babecky & Lubos Komarek & Zlatuse Komarkova, 2010. "Financial Integration at Times of Financial Instability," Working Papers 2010/09, Czech National Bank.
    23. Cristina Curutiu, 2008. "Methods Of Portfolio Management - A Review Of Literature -," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    24. Partenie Dumbrava & Ioan Pop & Eniko Fazakas & Jozsef Fazakas & Ludovica Breban, 2008. "The Environmental Impact Of Beer Production," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    25. Berger, Tino & Pozzi, Lorenzo, 2013. "Measuring time-varying financial market integration: An unobserved components approach," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 463-473.
    26. Ioannidis, Christos & Kontonikas, Alexandros, 2008. "The impact of monetary policy on stock prices," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 33-53.
    27. Borgsen, Sina & Glaser, Markus, 2005. "Diversifikationseffekte durch small und mid caps? : Eine empirische Untersuchung basierend auf europäischen Aktienindizes," Papers 05-10, Sonderforschungsbreich 504.
    28. Adina Negrusa & Oana Adriana Gica, 2008. "Analysis Of Potential Sme’S Role For Developing Tourism In Transylvania," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    29. Jeng-Yan Tsai & Jyh-Horng Lin, 2013. "Optimal bank interest margin and default risk in equity returns under the return to domestic retail with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 45(6), pages 753-764, February.
    30. Rishma Vedd & Keji Chen & Nataliya Yassinski, 2014. "Country and Industry Factor Influence on Investment in Latin American Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 47-57.
    31. Radygin Alexandr & Entov Revold & Mejeraoups I., 2007. "External Mechanisms of Corporate Governance," Research Paper Series, Gaidar Institute for Economic Policy, issue 104P.
    32. Adrian Grosanu & Paula Ramona Rachisan, 2008. "The Implementation Of Profit Centres Inside An Economic Entity," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    33. Ms. Sonja Keller & Mr. Ashoka Mody, 2010. "International Pricing of Emerging Market Corporate Debt: Does the Corporate Matter?," IMF Working Papers 2010/026, International Monetary Fund.

  7. Robin Brooks & Marco Del Negro, 2002. "International diversification strategies," FRB Atlanta Working Paper 2002-23, Federal Reserve Bank of Atlanta.

    Cited by:

    1. Miklos Koren & Silvana Tenreyro, 2005. "Volatility and Development," CEP Discussion Papers dp0706, Centre for Economic Performance, LSE.
    2. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, September.
    3. Eduardo Roca & Victor Wong, 2008. "An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach," Applied Financial Economics, Taylor & Francis Journals, vol. 18(7), pages 583-597.
    4. Kpate ADJAOUTE & Jean-Pierre DANTHINE, 2004. "Equity Returns and Integration: Is Europe Changing?," FAME Research Paper Series rp117, International Center for Financial Asset Management and Engineering.
    5. Forbes, Kristin & Chinn, Menzie, 2003. "A Decomposition of Global Linkages in Financial Markets over Time," Santa Cruz Department of Economics, Working Paper Series qt6z74b3x7, Department of Economics, UC Santa Cruz.
    6. Ehling, Paul & Ramos, Sofia Brito, 2005. "Geographic versus industry diversification: constraints matter," Working Paper Series 425, European Central Bank.
    7. Sarwar, Ghulam, 2020. "Interrelations in market fears of U.S. and European equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    8. Pieterse-Bloem, M., 2011. "The effect of Emu on bond market integration and investor portfolio allocations," Other publications TiSEM 3c6ce80d-9260-424a-b889-b, Tilburg University, School of Economics and Management.
    9. Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc.
    10. Mr. Robin Brooks & Mr. Marco Del Negro, 2003. "Firm-Level Evidenceon International Stock Market Comovement," IMF Working Papers 2003/055, International Monetary Fund.
    11. Miklos Koren & Silvana Tenreyro, 2003. "Diversification and development," Working Papers 03-3, Federal Reserve Bank of Boston.
    12. Donadelli, Michael & Prosperi, Lorenzo, 2012. "On the role of liquidity in emerging markets stock prices," Research in Economics, Elsevier, vol. 66(4), pages 320-348.
    13. Baele, Lieven & Inghelbrecht, Koen, 2009. "Time-varying Integration and International diversification strategies," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 368-387, June.
    14. John Ammer & Jon Wongswan, 2007. "Cash Flows and Discount Rates, Industry and Country Effects and Co‐Movement in Stock Returns," The Financial Review, Eastern Finance Association, vol. 42(2), pages 211-226, May.

  8. Robin Brooks & Marco Del Negro, 2002. "The rise in comovement across national stock markets: market integration or IT bubble?," FRB Atlanta Working Paper 2002-17, Federal Reserve Bank of Atlanta.

    Cited by:

    1. Brian M. Doyle & Jon Faust, 2003. "Breaks in the variability and co-movement of G-7 economic growth," International Finance Discussion Papers 786, Board of Governors of the Federal Reserve System (U.S.).
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    3. Marfatia, Hardik A., 2017. "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, Elsevier, vol. 34(C), pages 33-49.
    4. Jarno Kiviaho & Jussi Nikkinen & Vanja Piljak & Timo Rothovius, 2014. "The Co†movement Dynamics of European Frontier Stock Markets," European Financial Management, European Financial Management Association, vol. 20(3), pages 574-595, June.
    5. Mensah, Jones Odei & Alagidede, Paul, 2017. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, vol. 60(C), pages 1-10.
    6. Phylaktis, Kate & Xia, Lichuan, 2006. "Sources of firms' industry and country effects in emerging markets," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 459-475, April.
    7. Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen, 2009. "The Dark Side of Global Integration: Increasing Tail Dependence," LSF Research Working Paper Series 09-05, Luxembourg School of Finance, University of Luxembourg.
    8. Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, University Library of Munich, Germany.
    9. L’Her, Jean-François & Le Moigne, Cécile & Savaria, Patrick, 2007. "Importance relative des effets pays et secteurs dans les marchés développés," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(2), pages 201-226, juin.
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    12. Sudharshan Reddy Paramati & Rakesh Gupta & Kishore Tandon, 2016. "Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets," International Journal of Business and Emerging Markets, Inderscience Enterprises Ltd, vol. 8(2), pages 121-145.
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    14. Bekaert, Geert & Harvey, Campbell R., 2003. "Emerging markets finance," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 3-56, February.
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    44. Manole Velicanu & Gheorghe Matei, 2008. "Decision Support Systems: Present And Future Trends," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    45. Borgsen, Sina & Glaser, Markus, 2005. "Diversifikationseffekte durch Small und Mid Caps?," Sonderforschungsbereich 504 Publications 05-10, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
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    124. Heaney, Richard & Sriananthakumar, Sivagowry, 2012. "Time-varying correlation between stock market returns and real estate returns," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 583-594.
    125. Chuluun, Tuugi, 2017. "Global portfolio investment network and stock market comovement," Global Finance Journal, Elsevier, vol. 33(C), pages 51-68.
    126. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018. "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 117-133.
    127. Hatice Ozer Balli & Faruk Balli & Rosmy Jean Louis, 2013. "Time-Varying Spillover Effects on Sectoral Equity Returns," International Review of Finance, International Review of Finance Ltd., vol. 13(1), pages 67-91, March.
    128. Piljak, Vanja, 2013. "Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets," Emerging Markets Review, Elsevier, vol. 17(C), pages 29-43.
    129. Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021. "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, vol. 74(C).
    130. Kizys, Renatas & Pierdzioch, Christian, 2009. "Changes in the international comovement of stock returns and asymmetric macroeconomic shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 289-305, April.
    131. Luís Aguiar-Conraria & Maria Joana Soares, 2014. "The Continuous Wavelet Transform: Moving Beyond Uni- And Bivariate Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 344-375, April.
    132. Rishma Vedd & Keji Chen & Nataliya Yassinski, 2014. "Country and Industry Factor Influence on Investment in Latin American Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 47-57.
    133. Hooy, Chee-Wooi & Lee, Meng-Horng & Chong, Terence Tai Leung, 2017. "The Sources of Country and Industry Variations in ASEAN Stock Returns," MPRA Paper 80574, University Library of Munich, Germany.
    134. Christian Pierdzioch & Renatas Kizys, 2013. "On the Linkages of the Stock Markets of the NAFTA Countries: Fundamentals or Speculative Bubbles?," International Economic Journal, Taylor & Francis Journals, vol. 27(3), pages 415-440, September.
    135. Daniela Castro Camilo & Miguel de Carvalho & Jennifer Wadsworth, 2017. "Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets," Papers 1709.01198, arXiv.org.
    136. Radygin Alexandr & Entov Revold & Mejeraoups I., 2007. "External Mechanisms of Corporate Governance," Research Paper Series, Gaidar Institute for Economic Policy, issue 104P.
    137. Adrian Grosanu & Paula Ramona Rachisan, 2008. "The Implementation Of Profit Centres Inside An Economic Entity," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
    138. Lee, Hyunchul & Kim, Heeho, 2020. "Time varying integration of European stock markets and monetary drivers," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 369-385.
    139. Ms. Sonja Keller & Mr. Ashoka Mody, 2010. "International Pricing of Emerging Market Corporate Debt: Does the Corporate Matter?," IMF Working Papers 2010/026, International Monetary Fund.
    140. Alvarez-Ramírez, José & Rodríguez, Eduardo, 2012. "Temporal variations of serial correlations of trading volume in the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(16), pages 4128-4135.

  9. Mr. Robin Brooks & Mr. Torsten M Sloek & Mr. Manmohan S. Kumar & Ms. Hali J Edison, 2001. "Exchange Rates and Capital Flows," IMF Working Papers 2001/190, International Monetary Fund.

    Cited by:

    1. Maja Bukovšak & Gorana Lukinić Čardić & Nina Pavić, 2020. "Structure of capital flows and exchange rate: the case of Croatia," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 113-146, February.
    2. Nikolaos Panigirtzoglou, 2004. "Implied Foreign Exchange Risk Premia," European Financial Management, European Financial Management Association, vol. 10(2), pages 321-338, June.
    3. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
    4. Suxiao Li & Jakob de Haan & Bert Scholtens, 2018. "Are International Fund Flows Related to Exchange Rate Dynamics?," Open Economies Review, Springer, vol. 29(1), pages 31-48, February.
    5. Kazusuke Tsujimura & Masako Tsujimura, 2009. "The consequences of the introduction of the euro: a nested mixed-effects analysis of the international banking positions," Empirical Economics, Springer, vol. 37(3), pages 583-597, December.
    6. Fendel, Ralf & Rülke, Jan-Christoph, 2012. "Some international evidence on the Lucas Supply Function," Economics Letters, Elsevier, vol. 114(2), pages 157-160.
    7. Kari Heimonen, 2006. "Time-Varying Fundamentals of the Euro-Dollar Exchange Rate," International Economic Journal, Taylor & Francis Journals, vol. 20(4), pages 385-407.
    8. Thomas Nitschka, 2007. "Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies," IEW - Working Papers 340, Institute for Empirical Research in Economics - University of Zurich.
    9. Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012. "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers 2012/213, International Monetary Fund.
    10. Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015. "International Portfolio Flows and Exchange Rate Volatility for Emerging Markets," Discussion Papers of DIW Berlin 1519, DIW Berlin, German Institute for Economic Research.
    11. Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 529, European Central Bank.
    12. K. Bondareva & К. Бондарева, 2017. "Влияние Обменных Курсов На Рынок Слияний И Поглощений В Странах Брик // What Impact Do Currency Exchange Rates Have On The M&A Market In Bric Countries?," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 5(1), pages 70-78.
    13. Kodongo, Odongo & Ojah, Kalu, 2012. "The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 71-87.
    14. Julian di Giovanni & Contact: iber@haas.berkeley.edu, 2003. "What Drives Capital Flows? The Case of Cross-Border M&A Activity and Financial Deepening," International Trade 0303002, University Library of Munich, Germany.
    15. Costas Karfakis, 2008. "Does the US international debt affect the euro/dollar exchange rate?," Discussion Paper Series 2008_06, Department of Economics, University of Macedonia, revised Sep 2008.
    16. Joshua Aizenman & Mahir Binici, 2015. "Exchange Market Pressure in OECD and Emerging Economies: Domestic vs. External Factors and Capital Flows in the Old and New Normal," NBER Working Papers 21662, National Bureau of Economic Research, Inc.
    17. Costas Karfakis, 2006. "Is there an empirical link between the dollar price of the euro and the monetary fundamentals?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(13), pages 973-980.
    18. Ron Alquist & Menzie D. Chinn, 2002. "Productivity and the Euro-Dollar Exchange Rate Puzzle," NBER Working Papers 8824, National Bureau of Economic Research, Inc.
    19. Harald Hau & Helene Rey, 2002. "Exchange Rate, Equity Prices and Capital Flows," NBER Working Papers 9398, National Bureau of Economic Research, Inc.
    20. April M. Knill, 2013. "Does Foreign Portfolio Investment Reach Small Listed Firms?," European Financial Management, European Financial Management Association, vol. 19(2), pages 251-303, March.
    21. Nusrate Aziz & Arusha Cooray & Wing Leong Teo, 2017. "Do immigrants’ funds affect the exchange rate?," CAMA Working Papers 2017-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    22. Jung, Kuk Mo, 2015. "Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns," MPRA Paper 67416, University Library of Munich, Germany.
    23. Mr. Ravi Balakrishnan & Mr. Volodymyr Tulin, 2006. "U.S. Dollar Risk Premiums and Capital Flows," IMF Working Papers 2006/160, International Monetary Fund.
    24. Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2013. "Real financial market exchange rates and capital flows," Discussion Papers 50/2013, Deutsche Bundesbank.
    25. Elbeck, Matt, 2010. "Advancing the design of a dynamic petro-dollar currency basket," Energy Policy, Elsevier, vol. 38(4), pages 1938-1945, April.
    26. Kodongo, Odongo & Ojah, Kalu, 2013. "Real exchange rates, trade balance and capital flows in Africa," Journal of Economics and Business, Elsevier, vol. 66(C), pages 22-46.
    27. Michael D. Bordo & Christopher M. Meissner, 2015. "Growing Up to Stability? Financial Globalization, Financial Development and Financial Crises," NBER Working Papers 21287, National Bureau of Economic Research, Inc.
    28. Vargas, Gregorio A., 2008. "What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?," MPRA Paper 7174, University Library of Munich, Germany.
    29. Castrén, Olli, 2004. "Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?," Working Paper Series 379, European Central Bank.
    30. Yutaka Kurihara, 2015. "Are Japanese Stock Prices Important Deterministic Elements of Exchange Rate Returns?," Bulletin of Applied Economics, Risk Market Journals, vol. 2(2), pages 1-9.
    31. Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin, 2016. "Flight-to-quality and correlation between currency and stock returns," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 191-212.
    32. Prati, Alessandro & Sbracia, Massimo, 2010. "Uncertainty and Currency Crises: Evidence from Survey Data," MPRA Paper 21209, University Library of Munich, Germany.
    33. O. P. C. Muhammed Rafi & M. Ramachandran, 2018. "Capital flows and exchange rate volatility: experience of emerging economies," Indian Economic Review, Springer, vol. 53(1), pages 183-205, December.
    34. Pinar Yesin, 2016. "Capital Flows and the Swiss Franc," Working Papers 2016-08, Swiss National Bank.
    35. Sensoy, Ahmet, 2015. "An alternative way to track the hot money in turbulent times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 215-220.
    36. Wei Sun & Lian An, 2011. "Dynamics of floating exchange rate: how important are capital flows relative to macroeconomic fundamentals?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(4), pages 456-472, October.
    37. Rob Hayward & Andros Gregoriou, 2021. "International Capital Flows and Speculation," JRFM, MDPI, vol. 14(5), pages 1-12, April.
    38. Renato Filosa, 2003. "Shock monetari e reali, ciclo economico e valore dell' euro," Moneta e Credito, Economia civile, vol. 56(223), pages 295-324.
    39. Charles Yuji Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara, 2013. "Why has Japan’s Massive Government Debt Not Wreaked Havoc (Yet)?," UP School of Economics Discussion Papers 201310, University of the Philippines School of Economics.
    40. Mann, Catherine L. & Meade, Ellen E., 2002. "Home bias, transactions costs, and prospects for the Euro: a more detailed analysis," LSE Research Online Documents on Economics 20076, London School of Economics and Political Science, LSE Library.
    41. Louisa Chen & Estelle Xue Liu & Zijun Liu, 2022. "FX Resilience around the World: Fighting Volatile Cross-Border Capital Flows," Papers 2210.04648, arXiv.org.
    42. Kari Heimonen, 2009. "The euro–dollar exchange rate and equity flows," Review of Financial Economics, John Wiley & Sons, vol. 18(4), pages 202-209, October.
    43. Alessio Anzuini & Luca Rossi, 2022. "Unconventional monetary policies and expectations on economic variables," Empirical Economics, Springer, vol. 63(6), pages 3027-3043, December.
    44. Alessio Anzuini & Luca Rossi, 2021. "Fiscal policy in the US: a new measure of uncertainty and its effects on the American economy," Empirical Economics, Springer, vol. 61(5), pages 2613-2634, November.
    45. Olli Castrén, 2006. "Do Financial Market Variables Show Indicator Properties Relative to Exchange Rate Returns?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(1), pages 165-180, April.
    46. Bathia, Deven & Demirer, Riza & Ferrer, Román & Raheem, Ibrahim D., 2023. "Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies," Journal of International Money and Finance, Elsevier, vol. 139(C).
    47. Mr. M. Sbracia & Mr. Alessandro Prati, 2002. "Currency Crises and Uncertainty About Fundamentals," IMF Working Papers 2002/003, International Monetary Fund.
    48. Nikolas Müller-Plantenberg, 2003. "Japan's Imbalance of Payments," CESifo Working Paper Series 1089, CESifo.
    49. Burns, Kelly & Moosa, Imad A., 2015. "Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?," Economic Modelling, Elsevier, vol. 50(C), pages 27-39.
    50. Valentyna Ozimkovska, 2018. "Real financial market exchange rate volatility and portfolio flows," International Economics and Economic Policy, Springer, vol. 15(2), pages 281-303, April.
    51. Heimonen, Kari, 2009. "The euro-dollar exchange rate and equity flows," Review of Financial Economics, Elsevier, vol. 18(4), pages 202-209, October.
    52. Castrén, Olli & Osbat, Chiara & Sydow, Matthias, 2006. "What drives investors' behaviour in different FX market segments? A VAR-based return decomposition analysis," Working Paper Series 706, European Central Bank.
    53. Wei Sun, 2006. "Why Do Floating Exchange Rates Float? Evidence From Capital Flows in a Structural VAR Model," EcoMod2006 272100092, EcoMod.
    54. Utku Altunoz, 2020. "Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(1), pages 41-54, June.
    55. Maria Eleftheriou & Nikolas A. Müller-Plantenberg, 2018. "The Purchasing Power Parity Fallacy: Time to Reconsider the PPP Hypothesis," Open Economies Review, Springer, vol. 29(3), pages 481-515, July.
    56. International Monetary Fund, 2004. "Mexico: Selected Issues," IMF Staff Country Reports 2004/250, International Monetary Fund.
    57. Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2017. "Portfolio flows and the US dollar–yen exchange rate," Empirical Economics, Springer, vol. 52(1), pages 179-189, February.
    58. Alessio Anzuini & Martina Cecioni & Stefano Neri, 2016. "Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis," Questioni di Economia e Finanza (Occasional Papers) 305, Bank of Italy, Economic Research and International Relations Area.
    59. Choi, Jongmoo Jay & Jeon, Bang Nam, 2007. "Financial factors in foreign direct investments: A dynamic analysis of international data," Research in International Business and Finance, Elsevier, vol. 21(1), pages 1-18, January.
    60. Wang, Fan & Pan, Changchun & Wang, Weiqiang, 2023. "Impact of US monetary policy uncertainty on RMB exchange rate volatility:The role of international capital flows," Finance Research Letters, Elsevier, vol. 58(PC).
    61. Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola, 2015. "Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 70-92.
    62. Alessio Anzuini & Luca Rossi, 2018. "Fiscal policy in the US: a new measure of uncertainty and its recent development," Temi di discussione (Economic working papers) 1197, Bank of Italy, Economic Research and International Relations Area.

  10. Mr. Robin Brooks, 2000. "What Will Happen to Financial Markets When the Baby Boomers Retire?," IMF Working Papers 2000/018, International Monetary Fund.

    Cited by:

    1. Börsch-Supan Axel & Ludwig Alexander & Heiss Florian & Winter Joachim, 2003. "Pension Reform, Capital Markets and the Rate of Return," German Economic Review, De Gruyter, vol. 4(2), pages 151-181, May.
    2. Axel Börsch‐Supan & Alexander Ludwig & Joachim Winter, 2006. "Ageing, Pension Reform and Capital Flows: A Multi‐Country Simulation Model," Economica, London School of Economics and Political Science, vol. 73(292), pages 625-658, November.
    3. Mosolygó, Zsuzsa, 2009. "A népességöregedés, a vagyonzsugorodási hipotézis és a világgazdasági válság [Population ageing, shrinking-wealth hypothesis, and world economic crisis]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 866-880.
    4. Volker Meier & Martin Werding, 2010. "Ageing and the welfare state: securing sustainability," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 26(4), pages 655-673, Winter.
    5. Attanasio Orazio P. & Gianluca Violante, 1999. "Global Demographic Trends and Social Security Reform," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, September.
    6. Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    7. Etienne Gagnon & Benjamin K. Johannsen & David López-Salido, 2021. "Understanding the New Normal: The Role of Demographics," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(2), pages 357-390, June.
    8. Bovenberg, A L, 2003. "Financing Retirement in the European Union," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 10(6), pages 713-734, November.
    9. Marianna Brunetti & Costanza Torricelli, 2010. "Population age structure and household portfolio choices in Italy," The European Journal of Finance, Taylor & Francis Journals, vol. 16(6), pages 481-502.
    10. Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2002. "Aging and International Capital Flows," Sonderforschungsbereich 504 Publications 02-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    11. Andrew B. Abel, 2001. "Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?," Working Papers 01-2, Federal Reserve Bank of Philadelphia.
    12. Gabay, Daniel & Grasselli, Martino, 2012. "Fair demographic risk sharing in defined contribution pension systems," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 657-669.
    13. Mantu Kumar Mahalik & John Nkwoma Inekwe & Kuntal Kumar Das & Umakant Dash & Augustine C. Arize, 2022. "Does the pattern of age dependency matter in the promotion of financial development in an emerging economy?," Applied Economics, Taylor & Francis Journals, vol. 54(48), pages 5622-5637, October.
    14. K. Mc Morrow & W. Röger, 2002. "EU pension reform - An overview of the debate and an empirical assessment of the main policy reform options," European Economy - Economic Papers 2008 - 2015 162, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    15. Whelan, Shane, 2007. "Valuing Ireland's Pension System," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), vol. 2007(2-Summer), pages 55-80.
    16. Martin Stepanek, 2017. "Pension Reforms and Adverse Demographics: The Case of the Czech Republic," Working Papers IES 2017/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2017.
    17. Junning Cai, 2004. "Baby Boom, Asset Market Meltdown and Liquidity Trap," Macroeconomics 0401002, University Library of Munich, Germany.
    18. De Santis, Roberto A. & Lührmann, Melanie, 2006. "On the determinants of external imbalances and net international portfolio flows: a global perspective," Working Paper Series 651, European Central Bank.
    19. Takayama, Noriyuki, 2005. "Pension Reform of PRC : ―Incentives, Governance and Policy Options―," Economic Review, Hitotsubashi University, vol. 56(4), pages 289-303, October.
    20. Marga Peeters & Loek Groot, 2012. "A Global View On Demographic Pressure And Labour Market Participation," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, vol. 8(2), pages 165-194, June.
    21. Kedar-Levy, Haim, 2014. "The potential effect of US baby-boom retirees on stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 106-121.
    22. Mosolygó, Zsuzsa, 2010. "A tőkefedezeti rendszer alapkérdéseinek új megközelítése [A new approach to the basic issues raised by the PAYE system]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 612-633.
    23. Mr. Serkan Arslanalp & Mr. Jaewoo Lee & Umang Rawat, 2018. "Demographics and Interest Rates in Asia," IMF Working Papers 2018/172, International Monetary Fund.
    24. Mr. Kevin C Cheng, 2003. "Economic Implications of China's Demographics in the 21st Century," IMF Working Papers 2003/029, International Monetary Fund.
    25. Peter Broer, 2012. "Social Security and Macroeconomic Risk in General Equilibrium," CPB Discussion Paper 221, CPB Netherlands Bureau for Economic Policy Analysis.
    26. Goyal, Amit, 2004. "Demographics, Stock Market Flows, and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(1), pages 115-142, March.
    27. Simonovits, András, 2009. "Népességöregedés, tb-nyugdíj és megtakarítás - parametrikus nyugdíjreformok [Population aging, the public pension system, and savings: parametric pension reforms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 297-321.
    28. Börsch-Supan, Axel & Heiss, Florian & Winter, Joachim, 2000. "Pension reform, capital markets, and the rate of return," Discussion Papers 589, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
    29. William Shambora, 2006. "Will retiring boomers really cause a stock market meltdown?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(17), pages 1239-1250.
    30. Attanasio, O. & Bonfatti, A. & Kitao, S. & Weber, G., 2016. "Global Demographic Trends," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 179-235, Elsevier.
    31. Barrett, Alan & Kearney, Ide & O'Brien, Martin, 2007. "Quarterly Economic Commentary, Summer 2007," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC20072, march.
    32. Heikki Oksanen, 2001. "A Case for Partial Funding of Pensions with an Application to the EU Candidate Countries," CESifo Working Paper Series 466, CESifo.
    33. Christian Helmenstein & Alexia Prskawetz & Yuri Yegorov, 2002. "Wealth and cohort size: stock market boom or bust ahead?," MPIDR Working Papers WP-2002-051, Max Planck Institute for Demographic Research, Rostock, Germany.
    34. Andrew Ang & Angela Maddaloni, 2003. "Do Demographic Changes Affect Risk Premiums? Evidence from International Data," NBER Working Papers 9677, National Bureau of Economic Research, Inc.
    35. Robert Fenge & Martin Werding, 2003. "Ageing and Fiscal Imbalances Across Generations: Concepts of Measurement," CESifo Working Paper Series 842, CESifo.
    36. Borgmann, Christoph, 2002. "Labor income risk, demographic risk, and the design of (wage-indexed) social security," Discussion Papers 100, Albert-Ludwigs-Universität Freiburg, Institut für Finanzwissenschaft.
    37. Marianna Brunetti, 2007. "Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature," Politica economica, Società editrice il Mulino, issue 2, pages 171-208.
    38. Brian McCulloch & Jane Frances, 2001. "Financing New Zealand Superannuation," Treasury Working Paper Series 01/20, New Zealand Treasury.
    39. Narciso, Alexandre, 2010. "The impact of population ageing on international capital flows," MPRA Paper 26457, University Library of Munich, Germany.
    40. Barry P. Bosworth & Ralph C. Bryant & Gary Burtless, 2004. "The Impact of Aging on Financial Markets and the Economy: A Survey," Working Papers, Center for Retirement Research at Boston College 2004-23, Center for Retirement Research.
    41. Garry Young, 2002. "The implications of an ageing population for the UK economy," Bank of England working papers 159, Bank of England.
    42. De Santis, Roberto A. & Lührmann, Melanie, 2009. "On the determinants of net international portfolio flows: A global perspective," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 880-901, September.
    43. Andras Simonovits, 2012. "Pension Reforms in an Aging Society: A Fully Displayed Cohort Model," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 4, pages 1-30, December.
    44. Attanasio Orazio P. & Kitao Sagiri & Violante Giovanni L., 2006. "Quantifying the Effects of the Demographic Transition in Developing Economies," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(1), pages 1-44, April.
    45. Melanie Lührmann, 2003. "Demographic Change, Foresight and International Capital Flows," MEA discussion paper series 03038, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.

  11. Mr. Luis Catão & Mr. Robin Brooks, 2000. "The New Economy and Global Stock Returns," IMF Working Papers 2000/216, International Monetary Fund.

    Cited by:

    1. Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, University Library of Munich, Germany.
    2. Paramita Mukherjee & Malabika Roy, 2016. "What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(1), pages 119-145, April.
    3. Li Yang & Francis Tapon & Yiguo Sun, 2006. "International correlations across stock markets and industries: trends and patterns 1988-2002," Applied Financial Economics, Taylor & Francis Journals, vol. 16(16), pages 1171-1183.
    4. Kaltenhaeuser, Bernd, 2003. "Country and sector-specific spillover effects in the euro area, the United States and Japan," Working Paper Series 286, European Central Bank.
    5. Berben, Robert-Paul & Jansen, W. Jos, 2005. "Comovement in international equity markets: A sectoral view," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 832-857, September.
    6. Shailesh Rastogi, 2013. "Long-term Association of Stock Markets of Different Nations: An Empirical Study," Vision, , vol. 17(4), pages 303-313, December.
    7. Thomas Flavin, 2004. "The effect of the Euro on country versus industry portfolio diversification," Economics Department Working Paper Series n1411004, Department of Economics, National University of Ireland - Maynooth.
    8. Hans Joachim Voth, 2001. "Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999," Economics Working Papers 552, Department of Economics and Business, Universitat Pompeu Fabra.
    9. Geoffrey Ngene & Ann Nduati Mungai & Allen K. Lynch, 2018. "Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-38, June.
    10. Mr. Piti Disyatat & Mr. Gaston Gelos, 2001. "The Asset Allocation of Emerging Market Mutual Funds," IMF Working Papers 2001/111, International Monetary Fund.
    11. Jose Faias & Miguel Ferreira & Pedro Santa-Clara & Pedro Matos, 2011. "Does Institutional Ownership Matter for International Stock Return Comovement?," EcoMod2011 3038, EcoMod.
    12. Miguel Almeida Ferreira & Miguel Ângelo Ferreira, 2006. "The Importance of Industry and Country Effects in the EMU Equity Markets," European Financial Management, European Financial Management Association, vol. 12(3), pages 341-373, June.
    13. Jeffery D Amato & Kostas Tsatsaronis, 2001. "Is there a "Nasdaq effect" in emerging equity markets?," BIS Quarterly Review, Bank for International Settlements, June.
    14. Salehizadeh, Mehdi, 2003. "U.S. multinationals and the home bias puzzle: an empirical analysis," Global Finance Journal, Elsevier, vol. 14(3), pages 303-318, December.
    15. Paramita Mukherjee, 2011. "An exploration on volatility across India and some developed and emerging equity markets," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 18(2), pages 79-103, December.
    16. Mr. Jorge A Chan-Lau & Mr. Iryna V. Ivaschenko, 2002. "Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia," IMF Working Papers 2002/154, International Monetary Fund.
    17. Xing, Xuejing, 2004. "A note on the time-series relationship between market industry concentration and market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 105-115, April.
    18. Chan-Lau, Jorge A. & Ivaschenko, Iryna, 2003. "Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 303-322, December.
    19. Timmermann, Allan & Catão, Luís, 2004. "Country and Industry Dynamics in Stock Returns," CEPR Discussion Papers 4368, C.E.P.R. Discussion Papers.
    20. Kaltenhäuser, Bernd, 2002. "Return and volatility spillovers to industry returns: Does EMU play a role?," CFS Working Paper Series 2002/05, Center for Financial Studies (CFS).
    21. Rishma Vedd & Keji Chen & Nataliya Yassinski, 2014. "Country and Industry Factor Influence on Investment in Latin American Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 47-57.

  12. Mr. Robin Brooks, 2000. "Population Aging and Global Capital Flows in a Parallel Universe," IMF Working Papers 2000/151, International Monetary Fund.

    Cited by:

    1. Bárány, Zsófia L. & Coeurdacier, Nicolas & Guibaud, Stéphane, 2023. "Capital flows in an aging world," Journal of International Economics, Elsevier, vol. 140(C).
    2. Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
    3. Axel Börsch‐Supan & Alexander Ludwig & Joachim Winter, 2006. "Ageing, Pension Reform and Capital Flows: A Multi‐Country Simulation Model," Economica, London School of Economics and Political Science, vol. 73(292), pages 625-658, November.
    4. Axel H. Boersch-Supan & Alexander Ludwig, 2010. "Old Europe ages: Reforms and Reform Backlashes," NBER Working Papers 15744, National Bureau of Economic Research, Inc.
    5. Dirk Krueger & Alexander Ludwig, 2006. "On the Consequences of Demographic Change for International Capital Flows, Rates of Returns to Capital, and the Distribution of Wealth and Welfare," 2006 Meeting Papers 643, Society for Economic Dynamics.
    6. David N. Weil, 2006. "Population Aging," NBER Working Papers 12147, National Bureau of Economic Research, Inc.
    7. Schön, Matthias & Stähler, Nikolai, 2020. "When old meets young? Germany's population ageing and the current account," Economic Modelling, Elsevier, vol. 89(C), pages 315-336.
    8. Michael Sposi, 2019. "Demographics and the Evolution of Global Imbalances," Departmental Working Papers 1906, Southern Methodist University, Department of Economics.
    9. Thomas A. Knetsch & Arne J. Nagengast, 2017. "Penny wise and pound foolish? On the income from Germany’s foreign investments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 753-778, November.
    10. Luca Marchiori, 2011. "Demographic Trends and International Capital Flows in an Integrated World," DEM Discussion Paper Series 11-05, Department of Economics at the University of Luxembourg.
    11. Olivia S. Mitchell, 2018. "Enhancing risk management for an aging world," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(2), pages 115-136, September.
    12. Philipp Harms & Philipp an de Meulen, 2009. "The Demographics of Expropriation Risk," Working Papers 09.02, Swiss National Bank, Study Center Gerzensee.
    13. Taiji Harashima, 2005. "Endogenous Growth Models in Open Economies: A Possibility of Permanent Current Account Deficits," International Trade 0502001, University Library of Munich, Germany, revised 20 Apr 2005.
    14. Julien Fouquau, 2007. "The Feldstein-Horiaka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00222938, HAL.
    15. Attanasio Orazio P. & Gianluca Violante, 1999. "Global Demographic Trends and Social Security Reform," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, September.
    16. Benzell, Seth G. & Goryunov, Eugene & Kazakova, Marija & Kotlikoff, Laurence J. & LaGarda, Guillermo & Nesterova, Kristina & Zubarev, Andrey, 2015. "Simulating Russia’S And Other Large Economies’ Challenging And Interconnected Transitions," EconStor Preprints 121939, ZBW - Leibniz Information Centre for Economics.
    17. Zsofia Barany & Nicolas Coeurdacier & Stéphane Guibaud, 2015. "Fertility, Longevity and International Capital Flows," Working Papers hal-01164462, HAL.
    18. Kim, Soyoung & Lee, Jong-Wha, 2008. "Demographic changes, saving, and current account: An analysis based on a panel VAR model," Japan and the World Economy, Elsevier, vol. 20(2), pages 236-256, March.
    19. Calahorrano, Lena & an de Meulen, Philipp, 2011. "Demographics and Factor Flows – A Political Economy Approach," Ruhr Economic Papers 299, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    20. Mai Dao & Callum Jones, 2018. "Demographics, Old-Age Transfers and the Current Account," IMF Working Papers 2018/264, International Monetary Fund.
    21. International Monetary Fund, 2004. "Singapore: Selected Issues," IMF Staff Country Reports 2004/103, International Monetary Fund.
    22. Börsch-Supan, Axel & Krueger, Dirk & Ludwig, Alexander, 2007. "Demographic change, relative factor prices, international capital flows, and their differential effects on the welfare of generations," Papers 07-14, Sonderforschungsbreich 504.
    23. Krueger, Dirk & Ludwig, Alexander, 2006. "On the consequences of demographic change for rates of returns to capital, and the distribution of wealth and welfare," CFS Working Paper Series 2006/18, Center for Financial Studies (CFS).
    24. Vladimir Borgy & Xavier Chojnicki & Gelles Le Garrec & Cyrille Schwellnus, 2009. "Macroeconomic Consequences of Global Endogenous Migration: A General Equilibrium Analysis," CASE Network Studies and Analyses 0385, CASE-Center for Social and Economic Research.
    25. Marchiori, Luca & Pierrard, Olivier & Sneessens, Henri R., 2011. "Demography, Capital Flows and Unemployment," IZA Discussion Papers 6094, Institute of Labor Economics (IZA).
    26. Mr. Luis M. Cubeddu & Signe Krogstrup & Gustavo Adler & Mr. Pau Rabanal & Mai Dao & Mrs. Swarnali A Hannan & Luciana Juvenal & Ms. Carolina Osorio-Buitron & Cyril Rebillard & Mr. Daniel Garcia-Macia &, 2019. "The External Balance Assessment Methodology: 2018 Update," IMF Working Papers 2019/065, International Monetary Fund.
    27. Hua Chai & Mr. Jun I Kim, 2018. "Demographics, Pension Systems and the Saving-Investment Balance," IMF Working Papers 2018/265, International Monetary Fund.
    28. Oyamada, Kazuhiko & Itakura, Ken, 2013. "Population Aging in the Interdependent Global Economy: A Computational Approach with an Overlapping Generations Model of Global Trade," Conference papers 332350, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    29. Jan Acedański & Julia Włodarczyk, 2018. "Demographics, retirement age, and real interest rates in Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(4), pages 355-385, December.
    30. David Backus & Espen Henriksen & Frederic Lambert & Christopher Telmer, 2009. "Current Account Fact and Fiction," NBER Working Papers 15525, National Bureau of Economic Research, Inc.
    31. Mr. Erik Lueth, 2008. "Capital Flows and Demographics—An Asian Perspective," IMF Working Papers 2008/008, International Monetary Fund.
    32. Christophe Hurlin, 2007. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00270213, HAL.
    33. Hassan B. Ghassan & Hassan R. Alhajhoj & Faruk Balli, 2022. "Bi-demographic and current account dynamics using SVAR model: evidence from Saudi Arabia," Economic Change and Restructuring, Springer, vol. 55(3), pages 1327-1363, August.
    34. Ruppert, Kilian & Stähler, Nikolai, 2020. "Household savings, capital investments and public policies: What drives the German current account?," Discussion Papers 41/2020, Deutsche Bundesbank.
    35. Mann, Katja & Davenport, Margaret, 2016. "Demography, Capital Flows and Asset Allocation over the Life-cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145948, Verein für Socialpolitik / German Economic Association.
    36. Börsch-Supan Axel & Ludwig Alexander, 2009. "Living Standards in an Aging Germany: The Benefits of Reforms and the Costs of Resistance," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(2-3), pages 163-179, April.
    37. Ferrero, Andrea, 2010. "A structural decomposition of the U.S. trade balance: Productivity, demographics and fiscal policy," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 478-490, May.
    38. Bárány, Zsófia & Coeurdacier, Nicolas & Guibaud, Stéphane, 2016. "Fertility, Longevity, and Capital Flows," Economics Series 321, Institute for Advanced Studies.
    39. Arjan Lejour, 2003. "Quantifying four scenarios for Europe," CPB Document 38, CPB Netherlands Bureau for Economic Policy Analysis.
    40. Renuga Nagarajan & Aurora A. C. Teixeira & Sandra Silva, 2017. "The Impact Of Population Ageing On Economic Growth: A Bibliometric Survey," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(02), pages 275-296, June.
    41. Börsch-Supan, Axel & Härtl, Klaus & Leite, Duarte Nuno, 2016. "Social security and public insurance," MEA discussion paper series 201604, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    42. Renuga Nagarajan & Aurora A.C. Teixeira & Sandra T. Silva, 2013. "The impact of population ageing on economic growth: an in-depth bibliometric analysis," FEP Working Papers 505, Universidade do Porto, Faculdade de Economia do Porto.
    43. Hans Fehr & Sabine Jokisch & Laurence Kotlikoff, 2004. "The Role of Immigration in Dealing with the Developed World's Demographic Transition," NBER Working Papers 10512, National Bureau of Economic Research, Inc.
    44. David Backus & Thomas Cooley & Espen Henriksen, 2013. "Demography and Low-Frequency Capital Flows," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 94-102, National Bureau of Economic Research, Inc.
    45. Gale, William & Pence, Karen, 2006. "Are Successive Generations Getting Wealthier, and If So, Why?Evidence from the 1990s," MPRA Paper 55502, University Library of Munich, Germany.
    46. Gevorgyan, Kristine, 2021. "Demographic Changes and Current Account Imbalances," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 46(3), pages 1-22, September.
    47. Harms, Philipp & an de Meulen, Philipp, 2010. "Demographic Structure and the Security of Property Rights in Developing Countries – An Empirical Exploration," Ruhr Economic Papers 229, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    48. Weifeng Liu & Warwick McKibbin, 2022. "Global macroeconomic impacts of demographic change," The World Economy, Wiley Blackwell, vol. 45(3), pages 914-942, March.
    49. Tanida Arayavechkit & Somprawin Manprasert & Jaree Pinthong, 2015. "Intertwining Inequality and Labor Market under the New Normal," PIER Discussion Papers 6, Puey Ungphakorn Institute for Economic Research.
    50. Casper van Ewijk & Erik Canton & Paul Tang, 2004. "Ageing and international capital flows," CPB Document 43, CPB Netherlands Bureau for Economic Policy Analysis.
    51. Hongyun Han & Shuang Lin, 2019. "Government Size and Regional Capital Flows in China," Sustainability, MDPI, vol. 11(23), pages 1-19, November.
    52. Takumi Naito & Laixun Zhao, 2008. "Aging, transitional dynamics, and gains from trade," Discussion Paper Series 215, Research Institute for Economics & Business Administration, Kobe University.
    53. Attanasio, O. & Bonfatti, A. & Kitao, S. & Weber, G., 2016. "Global Demographic Trends," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 179-235, Elsevier.
    54. Andrea Ferrero, 2006. "Demographic Trends, Fiscal Policy and Trade Deficits," 2006 Meeting Papers 444, Society for Economic Dynamics.
    55. Henning Bohn, 2006. "Optimal Private Responses to Demographic Trends: Savings, Bequests and International Mobility," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.
    56. Matthew Odedokun, 2003. "A Holistic Perception of Foreign Financing of Developing Countries' Private Sectors: Analysis and Description of Structure and Trends," WIDER Working Paper Series DP2003-01, World Institute for Development Economic Research (UNU-WIDER).
    57. Olivia S Mitchell & John Piggott & Michael Sherris & Shaun Yow, 2006. "Financial Innovation for an Ageing World," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.
    58. Schönfelder, Bruno & Wild, Frank, 2013. "Volkswirtschaftliche Wirkungen der Alterungsrückstellungen in der Privaten Kranken- und Pflegeversicherung," WIP-Analysen August 2013, WIP – Wissenschaftliches Institut der PKV.
    59. Pradip K. Bhaumik & Arindam Banik, 2006. "FDI, Skilled Labour and the Caribbean's Emerging Competitive Disadvantage," Global Business Review, International Management Institute, vol. 7(2), pages 175-193, August.
    60. Andrea Ferrero, 2007. "The long-run determinants of U.S. external imbalances," Staff Reports 295, Federal Reserve Bank of New York.
    61. Fehr, Hans & Jokisch, Sabine & Kallweit, Manuel & Kindermann, Fabian & Kotlikoff, Laurence J., 2013. "Generational Policy and Aging in Closed and Open Dynamic General Equilibrium Models," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1719-1800, Elsevier.
    62. N Renuga Nagarajan & Mineko Wada & Mei Lan Fang & Andrew Sixsmith, 2019. "Defining organizational contributions to sustaining an ageing workforce: a bibliometric review," European Journal of Ageing, Springer, vol. 16(3), pages 337-361, September.
    63. Ruppert, Kilian & Stähler, Nikolai, 2022. "What drives the German current account? Household savings, capital investments and public policies," Economic Modelling, Elsevier, vol. 108(C).
    64. Ghassan, Hassan & Alhajhoj, Hassan R. & Balli, Faruk, 2018. "Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Arabia," MPRA Paper 93013, University Library of Munich, Germany, revised 01 Feb 2019.
    65. Hassan Belkacem Ghassan & Hassan Rafdan Al-Hajhoj & Faruk Balli, 2019. "Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy," Working Papers hal-01742574, HAL.
    66. Andreas Andersson & Par Osterholm, 2006. "Population age structure and real exchange rates in the OECD," International Economic Journal, Taylor & Francis Journals, vol. 20(1), pages 1-18.
    67. Feroli, Michael, 2006. "Demography and the U.S. current account deficit," The North American Journal of Economics and Finance, Elsevier, vol. 17(1), pages 1-16, March.
    68. Julia Włodarczyk & Indranarain Ramlall & Jan Acedański, 2020. "Macroeconomic Effects of an Ageing Population in Mauritius," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 551-574, December.
    69. Akın, Ş. Nuray & Leukhina, Oksana, 2015. "Risk-sharing within families: Evidence from the Health and Retirement Study," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 270-284.
    70. Andrea Papetti, 2021. "Population aging, relative prices and capital flows across the globe," Temi di discussione (Economic working papers) 1333, Bank of Italy, Economic Research and International Relations Area.
    71. Axel Börsch-Supan, 2006. "Demographic Change, Saving and Asset Prices: Theory and Evidence," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.
    72. Barry P. Bosworth & Ralph C. Bryant & Gary Burtless, 2004. "The Impact of Aging on Financial Markets and the Economy: A Survey," Working Papers, Center for Retirement Research at Boston College 2004-23, Center for Retirement Research.
    73. Seth G. Benzell & Eugene Goryunov & Maria Kazakova & Guillermo Lagarda & Kristina Nesterova & Laurence J. Kotlikoff, "undated". "Simulating Russia’s and Other Large Economies’ Challenging and Interconnected Transitions," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-274, Boston University - Department of Economics.
    74. Axel BÖRSCH‐SUPAN & Alexander LUDWIG, 2009. "Aging, Asset Markets, and Asset Returns: A View From Europe to Asia," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(1), pages 69-92, June.
    75. Hans Fehr & Sabine Jokisch, 2006. "Demographischer Wandel und internationale Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 7(4), pages 501-517, November.
    76. Börsch-Supan, Axel & Ludwig, Alexander, 2013. "Modeling the effects of structural reforms and reform backlashes: The cases of pension and labor market reforms," Economic Modelling, Elsevier, vol. 35(C), pages 999-1007.
    77. Miriam Koomen & Laurence Wicht, 2023. "Demographics and Current Account Imbalances: Accounting for the Full Age Distribution," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(3), pages 719-758, September.
    78. Harms, Philipp & an de Meulen, Philipp, 2013. "Demographic structure and the security of property rights: The role of development and democracy," European Journal of Political Economy, Elsevier, vol. 29(C), pages 73-89.
    79. Hassan B. Ghassan & Hassan R. Al-Hajhoj & Faruk Balli, 2018. "Bi-Demographic Changes and Current Account using SVAR Modeling," Papers 1803.11161, arXiv.org, revised Mar 2019.
    80. Attanasio Orazio P. & Kitao Sagiri & Violante Giovanni L., 2006. "Quantifying the Effects of the Demographic Transition in Developing Economies," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(1), pages 1-44, April.
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    82. Robin Brooks, 2006. "Demographic Change and Asset Prices," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.

Articles

  1. Robin Brooks & Marco Del Negro, 2006. "Firm-Level Evidence on International Stock Market Comovement," Review of Finance, European Finance Association, vol. 10(1), pages 69-98.
    See citations under working paper version above.
  2. Robin Brooks, 2003. "Population Aging and Global Capital Flows in a Parallel Universe," IMF Staff Papers, Palgrave Macmillan, vol. 50(2), pages 1-3.
    See citations under working paper version above.
  3. Robin Brooks, 2002. "Asset-Market Effects of the Baby Boom and Social-Security Reform," American Economic Review, American Economic Association, vol. 92(2), pages 402-406, May.

    Cited by:

    1. Steven F. Venti, 2010. "Comment on "Aging Populations, Pension Operations, Potential Economic Disappointment and Its Allocation"," NBER Chapters, in: Demography and the Economy, pages 326-331, National Bureau of Economic Research, Inc.
    2. Manuel Ammann & Rachel Berchtold & Ralf Seiz, 2011. "Demographic Change and Pharmaceuticals' Stock Returns," European Financial Management, European Financial Management Association, vol. 17(4), pages 726-754, September.
    3. Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
    4. Axel Börsch‐Supan & Alexander Ludwig & Joachim Winter, 2006. "Ageing, Pension Reform and Capital Flows: A Multi‐Country Simulation Model," Economica, London School of Economics and Political Science, vol. 73(292), pages 625-658, November.
    5. Axel H. Boersch-Supan & Alexander Ludwig, 2010. "Old Europe ages: Reforms and Reform Backlashes," NBER Working Papers 15744, National Bureau of Economic Research, Inc.
    6. Hippolyte d’ALBIS & Dalal MOOSA, 2015. "Generational Economics and the National Transfer Accounts," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 81(4), pages 409-441, December.
    7. John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long Run Behavior of the Stock Market," Levine's Bibliography 122247000000000643, UCLA Department of Economics.
    8. Takáts, Előd, 2012. "Aging and house prices," Journal of Housing Economics, Elsevier, vol. 21(2), pages 131-141.
    9. Thomas A. Knetsch & Arne J. Nagengast, 2017. "Penny wise and pound foolish? On the income from Germany’s foreign investments," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 753-778, November.
    10. Motavasseli, Ali, 2016. "Essays in environmental policy and household economics," Other publications TiSEM b32e287e-169b-4e89-9878-1, Tilburg University, School of Economics and Management.
    11. Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    12. Burkhard Heer & Alfred Maußner, 2009. "Computation of business‐cycle models with the Generalized Schur method," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 2(2), pages 173-182, September.
    13. Shaofeng Xu, 2013. "An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt," Staff Working Papers 13-9, Bank of Canada.
    14. Zheng Liu & Mark M. Spiegel, 2011. "Boomer retirement: headwinds for U.S. equity markets?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug22.
    15. George Kudrna & Chung Tran & Alan D. Woodland, 2015. "Facing Demographic Challenges: Pension Cuts or Tax Hikes," CESifo Working Paper Series 5644, CESifo.
    16. Marianna Brunetti & Costanza Torricelli, 2010. "Demographics and asset returns: does the dynamics of population ageing matter?," Annals of Finance, Springer, vol. 6(2), pages 193-219, March.
    17. Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics.
    18. Elod Takats, 2010. "Ageing and asset prices," BIS Working Papers 318, Bank for International Settlements.
    19. Robert F. Martin, 2005. "The baby boom: predictability in house prices and interest rates," International Finance Discussion Papers 847, Board of Governors of the Federal Reserve System (U.S.).
    20. Chung Tran, 2014. "Temptation and Taxation with Elastic Labor," ANU Working Papers in Economics and Econometrics 2014-617, Australian National University, College of Business and Economics, School of Economics.
    21. James Poterba, 2004. "The Impact of Population Aging on Financial Markets," NBER Working Papers 10851, National Bureau of Economic Research, Inc.
    22. Mariano Kulish & Kathryn Smith & Christopher Kent, 2006. "Ageing, Retirement and Savings: A General Equilibrium Analysis," RBA Research Discussion Papers rdp2006-06, Reserve Bank of Australia.
    23. Shihong Zeng & Xinwei Zhang & Xiaowei Wang & Guowang Zeng, 2019. "Population Aging, Household Savings and Asset Prices: A Study Based on Urban Commercial Housing Prices," Sustainability, MDPI, vol. 11(11), pages 1-21, June.
    24. Wolfgang Kuhle, 2008. "Demography and Equity Premium," MEA discussion paper series 08157, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    25. Döring, Diether & Buth, Rainer & Rosengart, Anja Helena, 2007. "Bedroht die künftige demographische Entwicklung die Vermögenswerte kapitalgedeckter Altersversorgungssysteme? Auswertung des Standes der internationalen Forschung," Arbeitspapiere 128, Hans-Böckler-Stiftung, Düsseldorf.
    26. Schmidt, Torsten & Vosen, Simeon, 2010. "Demographic Change and the Labour Share of Income," Ruhr Economic Papers 165, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    27. Heijdra, Ben J. & Ligthart, Jenny E., 2004. "The macroeconomic dynamics of demographic shocks," CCSO Working Papers 200403, University of Groningen, CCSO Centre for Economic Research.
    28. Bonnie‐Jeanne MacDonald & Andrew J. G. Cairns, 2009. "Getting Feedback on Defined Contribution Pension Plans," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 385-417, June.
    29. Virginia Sanchez-Marcos & Alfonso Sanchez Martin, 2004. "Can Social Security be welfare improving when there is demographic uncertainty?," Computing in Economics and Finance 2004 163, Society for Computational Economics.
    30. Don Bellante & Carole A. Green, 2004. "Relative risk aversion among the elderly," Review of Financial Economics, John Wiley & Sons, vol. 13(3), pages 269-281.
    31. Ito, Hiroyuki & Tabata, Ken, 2008. "Demographic structure and growth: The effect of unfunded social security," Economics Letters, Elsevier, vol. 100(2), pages 288-291, August.
    32. Roman N. Schulze & Thomas Post, 2010. "Individual Annuity Demand Under Aggregate Mortality Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 423-449, June.
    33. Bonenkamp, J. & Meijdam, Lex & Ponds, Eduard & Westerhout, Ed, 2016. "Ageing-Driven Pension Reforms," Other publications TiSEM 3fe49c5e-b7c9-493a-af83-4, Tilburg University, School of Economics and Management.
    34. Alda, Mercedes, 2017. "The relationship between pension funds and the stock market: Does the aging population of Europe affect it?," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 83-97.
    35. John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation for Research in Economics, Yale University.
    36. Kiyohiko Nishimura & Elod Takáts, 2012. "Ageing, property prices and money demand," BIS Working Papers 385, Bank for International Settlements.
    37. Mikael Juselius & Elod Takats, 2015. "Can demography affect inflation and monetary policy?," BIS Working Papers 485, Bank for International Settlements.
    38. Börsch-Supan, Axel & Ludwig, Alexander & Sommer, Mathias, 2005. "Aging and asset prices," Papers 07-29, Sonderforschungsbreich 504.
    39. Orrego, Fabrizio, 2010. "Demography, stock prices and interest rates: The Easterlin hypothesis revisited," Working Papers 2010-012, Banco Central de Reserva del Perú.
    40. Orrego, Fabrizio, 2011. "Demografía y precios de activos," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 83-101.
    41. Olivia S Mitchell & John Piggott & Michael Sherris & Shaun Yow, 2006. "Financial Innovation for an Ageing World," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.
    42. James M. Poterba & Steven F. Venti & David A. Wise, 2009. "The Decline of Defined Benefit Retirement Plans and Asset Flows," NBER Chapters, in: Social Security Policy in a Changing Environment, pages 333-379, National Bureau of Economic Research, Inc.
    43. Sun, Tianyu & Chand, Satish & Sharpe, Keiran, 2018. "Effect of Aging on Housing Prices: A Perspective from an Overlapping Generation Model," MPRA Paper 89347, University Library of Munich, Germany.
    44. Börsch-Supan, Axel, 2004. "Global Aging: Issues, Answers, More Questions," MEA discussion paper series 04055, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
    45. Andrew Ang & Angela Maddaloni, 2003. "Do Demographic Changes Affect Risk Premiums? Evidence from International Data," NBER Working Papers 9677, National Bureau of Economic Research, Inc.
    46. Borgmann, Christoph, 2002. "Labor income risk, demographic risk, and the design of (wage-indexed) social security," Discussion Papers 100, Albert-Ludwigs-Universität Freiburg, Institut für Finanzwissenschaft.
    47. Akın, Ş. Nuray & Leukhina, Oksana, 2015. "Risk-sharing within families: Evidence from the Health and Retirement Study," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 270-284.
    48. Börsch-Supan, Axel, 2004. "Global aging : issues, answers, more questions," Papers 07-28, Sonderforschungsbreich 504.
    49. Axel Börsch-Supan, 2006. "Demographic Change, Saving and Asset Prices: Theory and Evidence," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.
    50. K.B. Oh & Xuebin Chen & Jianmei Wang & Geoffrey R. Durden & Nicole El-Haber, 2011. "China’s Changing Demographics and their Influence on Financial Markets," Chapters, in: Lilai Xu (ed.), China’s Economy in the Post-WTO Environment, chapter 3, Edward Elgar Publishing.
    51. Barry P. Bosworth & Ralph C. Bryant & Gary Burtless, 2004. "The Impact of Aging on Financial Markets and the Economy: A Survey," Working Papers, Center for Retirement Research at Boston College 2004-23, Center for Retirement Research.
    52. Börsch-Supan, Axel, 2004. "GLOBAL AGING - Issues, Answers, More Questions," Sonderforschungsbereich 504 Publications 07-28, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    53. Axel BÖRSCH‐SUPAN & Alexander LUDWIG, 2009. "Aging, Asset Markets, and Asset Returns: A View From Europe to Asia," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(1), pages 69-92, June.
    54. Hans Fehr & Sabine Jokisch, 2006. "Demographischer Wandel und internationale Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 7(4), pages 501-517, November.
    55. Christine Lai, 2008. "How Retired Households and Households Approaching Retirement Handle Their Equity Investments in the United States," Journal of Family and Economic Issues, Springer, vol. 29(4), pages 601-622, December.
    56. Šević, Aleksandar & Brawn, Derek, 2015. "Do demographic changes matter? A cross-country perspective," Journal of Multinational Financial Management, Elsevier, vol. 30(C), pages 36-61.
    57. Knell, Markus, 2013. "The Intergenerational Distribution of Demographic Fluctuations in Unfunded and Funded Pension Systems," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79830, Verein für Socialpolitik / German Economic Association.
    58. Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena, 2022. "Long-horizon stock valuation and return forecasts based on demographic projections," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 190-215.
    59. Kudrna, George & Tran, Chung & Woodland, Alan, 2015. "The dynamic fiscal effects of demographic shift: The case of Australia," Economic Modelling, Elsevier, vol. 50(C), pages 105-122.
    60. Robin Brooks, 2006. "Demographic Change and Asset Prices," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.

Chapters

  1. Robin Brooks, 2006. "Demographic Change and Asset Prices," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.

    Cited by:

    1. Mosolygó, Zsuzsa, 2009. "A népességöregedés, a vagyonzsugorodási hipotézis és a világgazdasági válság [Population ageing, shrinking-wealth hypothesis, and world economic crisis]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 866-880.
    2. Takáts, Előd, 2012. "Aging and house prices," Journal of Housing Economics, Elsevier, vol. 21(2), pages 131-141.
    3. Olivia S. Mitchell, 2018. "Enhancing risk management for an aging world," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(2), pages 115-136, September.
    4. Elod Takats, 2010. "Ageing and asset prices," BIS Working Papers 318, Bank for International Settlements.
    5. Corduneanu Carmen & Miloş Laura Raisa, 2012. "Impact of Population Aging on the Dynamics of Stock Markets. The Case of Five CEE Countries," Scientific Annals of Economics and Business, Sciendo, vol. 59(1), pages 107-114, July.
    6. Mann, Katja & Davenport, Margaret, 2016. "Demography, Capital Flows and Asset Allocation over the Life-cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145948, Verein für Socialpolitik / German Economic Association.
    7. Juanjuan Zhuo & Masao Kumamoto, 2018. "Threshold effects of population aging on stock prices," Economics Bulletin, AccessEcon, vol. 38(4), pages 2313-2319.
    8. Kristine GEVORGYAN, 2019. "Do Demographic Changes Affect House Prices," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 85(4), pages 305-320, December.
    9. Ronald Lee, 2016. "Macroeconomics, Aging and Growth," NBER Working Papers 22310, National Bureau of Economic Research, Inc.
    10. Kris Ivanovski & Sefa Awaworyi Churchill & John Inekwe, 2020. "Convergence in Income Inequality Across Australian States and Territories," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(1), pages 127-142, February.
    11. Olivia S Mitchell & John Piggott & Michael Sherris & Shaun Yow, 2006. "Financial Innovation for an Ageing World," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Anna Park & Daniel Rees (ed.),Demography and Financial Markets, Reserve Bank of Australia.
    12. Jau-er Chen & Rajarshi Mitra, 2020. "Demographic Shifts and Asset Returns in Japan," Economics Bulletin, AccessEcon, vol. 40(2), pages 1570-1582.
    13. Busl, Claudia & Iliewa, Zwetelina & Jokisch, Sabine & Kappler, Marcus & Roscher, Thomas & Schindler, Felix & Schleer, Frauke, 2012. "Endbericht an das Bundesministerium der Finanzen zum Forschungsauftrag fe 11/11: "Sparen und Investieren vor dem Hintergrund des demografischen Wandels"," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 110554, March.

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