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Robert Richmond

Personal Details

First Name:Robert
Middle Name:
Last Name:Richmond
Suffix:
RePEc Short-ID:pri439
[This author has chosen not to make the email address public]
http://robertjrichmond.com

Affiliation

Finance Department
Stern School of Business
New York University (NYU)

New York City, New York (United States)
http://w4.stern.nyu.edu/finance/
RePEc:edi:fdnyuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Viral V. Acharya & Zhengyang Jiang & Robert J. Richmond & Ernst-Ludwig Von Thadden, 2024. "International Policy Coordination in a Multisectoral Model of Trade and Health Policy," NBER Working Papers 32566, National Bureau of Economic Research, Inc.
  2. Zhengyang Jiang & Robert J. Richmond, 2024. "Reserve Asset Competition and the Global Fiscal Cycle," NBER Working Papers 32841, National Bureau of Economic Research, Inc.
  3. Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022. "Understanding the Strength of the Dollar," NBER Working Papers 30558, National Bureau of Economic Research, Inc.
  4. Zhengyang Jiang & Robert J. Richmond, 2022. "Origins of International Factor Structures," NBER Working Papers 30319, National Bureau of Economic Research, Inc.
  5. Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022. "A Portfolio Approach to Global Imbalances," NBER Working Papers 30253, National Bureau of Economic Research, Inc.
  6. Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," NBER Working Papers 27402, National Bureau of Economic Research, Inc.
  7. Michael Bailey & Abhinav Gupta & Sebastian Hillenbrand & Theresa Kuchler & Robert Richmond & Johannes Stroebel, 2020. "International Trade and Social Connectedness," CESifo Working Paper Series 8248, CESifo.
  8. Viral V. Acharya & Zhengyang Jiang & Robert J. Richmond & Ernst-Ludwig von Thadden, 2020. "Divided We Fall: International Health and Trade Coordination During a Pandemic," NBER Working Papers 28176, National Bureau of Economic Research, Inc.
  9. Hanno Lustig & Robert J. Richmond, 2017. "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates," NBER Working Papers 23773, National Bureau of Economic Research, Inc.

Articles

  1. Robert J. Richmond, 2019. "Trade Network Centrality and Currency Risk Premia," Journal of Finance, American Finance Association, vol. 74(3), pages 1315-1361, June.

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.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Viral V. Acharya & Zhengyang Jiang & Robert J. Richmond & Ernst-Ludwig von Thadden, 2020. "Divided We Fall: International Health and Trade Coordination During a Pandemic," NBER Working Papers 28176, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Preparation > Crisis management

Working papers

  1. Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022. "Understanding the Strength of the Dollar," NBER Working Papers 30558, National Bureau of Economic Research, Inc.

    Cited by:

    1. Zhengyang Jiang, 2024. "Exorbitant Privilege: A Safe-Asset View," CESifo Working Paper Series 11279, CESifo.
    2. Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2024. "A Portfolio Approach to Global Imbalances," Journal of Finance, American Finance Association, vol. 79(3), pages 2025-2076, June.

  2. Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2022. "A Portfolio Approach to Global Imbalances," NBER Working Papers 30253, National Bureau of Economic Research, Inc.

    Cited by:

    1. Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo, 2023. "Neoclassical Growth in an Interdependent World," Working Papers 2023-02, Princeton University. Economics Department..
    2. Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022. "Who Holds Sovereign Debt and Why It Matters," NBER Working Papers 30087, National Bureau of Economic Research, Inc.
    3. Meyer, Timothy, 2024. "Asset Price Changes, External Wealth and Global Welfare," CEPREMAP Working Papers (Docweb) 2404, CEPREMAP.
    4. Sergio Florez-Orrego & Matteo Maggiori & Jesse Schreger & Ziwen Sun & Serdil Tinda, 2023. "Global Capital Allocation," NBER Working Papers 31599, National Bureau of Economic Research, Inc.
    5. Maggiori, Matteo, 2022. "International Macroeconomics With Imperfect Financial Markets," CEPR Discussion Papers 17197, C.E.P.R. Discussion Papers.
    6. Sundaresan, Suresh & Xiao, Kairong, 2024. "Liquidity regulation and banks: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 151(C).
    7. Damien Capelle & Bruno Pellegrino, 2023. "Unbalanced Financial Globalization," CESifo Working Paper Series 10642, CESifo.
    8. Roland Beck & Antonio Coppola & Angus Lewis & Matteo Maggiori & Martin Schmitz & Jesse Schreger, 2024. "The geography of capital allocation in the euro area," IFC Bulletins chapters, in: Bank for International Settlements (ed.), External statistics in a fragmented and uncertain world, volume 62, Bank for International Settlements.
    9. Jiang, Zhengyang & Richmond, Robert J., 2023. "Origins of international factor structures," Journal of Financial Economics, Elsevier, vol. 147(1), pages 1-26.
    10. Montes Rojas Gabriel & Carrera Jorge & Panigo Demián & Solla Mariquena & Toledo Fernando, 2023. "Income Inequality and External Wealth of Nations," Asociación Argentina de Economía Política: Working Papers 4675, Asociación Argentina de Economía Política.
    11. Florez-Orrego, Sergio & Maggiori, Matteo & Schreger, Jesse & Sun, Ziwen & Tinda, Serdil, 2023. "Global Capital Allocation," SocArXiv 5s6n3_v1, Center for Open Science.
    12. Meyer, Timothy Andreas, 2024. "Asset price changes, external wealth and global welfare," Kiel Working Papers 2264, Kiel Institute for the World Economy (IfW Kiel).
    13. Michael B. Devereux & Charles Engel & Steve Pak Yeung Wu, 2023. "Collateral Advantage: Exchange Rates, Capital Flows and Global Cycles," NBER Working Papers 31164, National Bureau of Economic Research, Inc.

  3. Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," NBER Working Papers 27402, National Bureau of Economic Research, Inc.

    Cited by:

    1. Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," NBER Working Papers 30887, National Bureau of Economic Research, Inc.
    2. Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
    3. Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2021. "Preferred habitat investors in the UK government bond market," Bank of England working papers 939, Bank of England.
    4. Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022. "Who Holds Sovereign Debt and Why It Matters," NBER Working Papers 30087, National Bureau of Economic Research, Inc.
    5. Stijn Van Nieuwerburgh & Jack Favilukis, 2017. "Out-of-town Home Buyers and City Welfare," 2017 Meeting Papers 486, Society for Economic Dynamics.
    6. Bali, Turan G. & Gunaydin, A. Doruk & Jansson, Thomas & Karabulut, Yigitcan, 2023. "Do the rich gamble in the stock market? Low risk anomalies and wealthy households," Journal of Financial Economics, Elsevier, vol. 150(2).
    7. Cookson, J. Anthony & Fos, Vyacheslav & Niessner, Marina, 2021. "Does Disagreement Facilitate Informed Trading? Evidence from Activist Investors," SocArXiv q8xvc, Center for Open Science.
    8. Koijen, Ralph & Yogo, Motohiro, 2020. "Exchange Rates and Asset Prices in a Global Demand System," CEPR Discussion Papers 14874, C.E.P.R. Discussion Papers.
    9. Todd M. Hazelkorn & Tobias J. Moskowitz & Kaushik Vasudevan, 2023. "Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price," Journal of Finance, American Finance Association, vol. 78(1), pages 301-345, February.
    10. Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2024. "A Portfolio Approach to Global Imbalances," Journal of Finance, American Finance Association, vol. 79(3), pages 2025-2076, June.
    11. Diamond, William & Jiang, Zhengyang & Ma, Yiming, 2024. "The reserve supply channel of unconventional monetary policy," Journal of Financial Economics, Elsevier, vol. 159(C).
    12. Matteo Benetton & Giovanni Compiani, 2020. "Investors’ Beliefs and Asset Prices: A Structural Model of Cryptocurrency Demand," Working Papers 2020-107, Becker Friedman Institute for Research In Economics.
    13. Glossner, Simon & Matos, Pedro Pinto & Ramelli, Stefano & Wagner, Alexander F., 2022. "Do institutional investors stabilize equity markets in crisis periods? Evidence from COVID-19," CEPR Discussion Papers 15070, C.E.P.R. Discussion Papers.
    14. Cookson, J. Anthony & Fos, Vyacheslav & Niessner, Marina, 2022. "Does Disagreement Facilitate Informed Trading?," SocArXiv q8xvc_v1, Center for Open Science.
    15. Guillaume Coqueret, 2022. "Characteristics-driven returns in equilibrium," Papers 2203.07865, arXiv.org.
    16. Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
    17. Antoniou, Constantinos & Mitali, Shema F., 2023. "Do stock-level experienced returns influence security selection?," Journal of Banking & Finance, Elsevier, vol. 157(C).
    18. Bahaj, Saleem & Czech, Robert & Ding, Sitong & Reis, Ricardo, 2023. "The market for inflation risk," Bank of England working papers 1028, Bank of England.
    19. Matteo Benetton & Giovanni Compiani, 2024. "Investors’ Beliefs and Cryptocurrency Prices," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 197-236.
    20. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Trading, Ambiguity and Information in the Options Market," SocArXiv ewunv, Center for Open Science.
    21. Massimiliano Affinito & Raffaele Santioni, 2021. "When the panic broke out: COVID-19 and investment funds' portfolio rebalancing around the world," Temi di discussione (Economic working papers) 1342, Bank of Italy, Economic Research and International Relations Area.
    22. Olkhov, Victor, 2023. "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper 116896, University Library of Munich, Germany.
    23. Philippe van der Beck & Jean-Philippe Bouchaud & Dario Villamaina, 2024. "Ponzi Funds," Papers 2405.12768, arXiv.org.
    24. Zefeng Chen & Zhengyang Jiang, 2022. "The Liquidity Premium of Digital Payment Vehicle," CESifo Working Paper Series 9933, CESifo.
    25. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Trading, Ambiguity and Information in the Options Market," SocArXiv ewunv_v1, Center for Open Science.

  4. Michael Bailey & Abhinav Gupta & Sebastian Hillenbrand & Theresa Kuchler & Robert Richmond & Johannes Stroebel, 2020. "International Trade and Social Connectedness," CESifo Working Paper Series 8248, CESifo.

    Cited by:

    1. Michael Bailey & Drew Johnston & Theresa Kuchler & Dominic Russel & Bogdan State & Johannes Stroebel, 2020. "Online Appendix & Additional Results for The Determinants of Social Connectedness in Europe," Papers 2007.12177, arXiv.org.
    2. Michael Bailey & Patrick Farrell & Theresa Kuchler & Johannes Stroebel, 2019. "Social Connectedness in Urban Areas," NBER Working Papers 26029, National Bureau of Economic Research, Inc.
    3. Kichko, Sergey & Picard, Pierre M., 2021. "Effect of conformism on firm selection, product quality and home bias," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 402-418.
    4. Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020. "The Geographic Spread of Covid-19 Correlates with Structure of Social Networks as Measured by Facebook," CESifo Working Paper Series 8241, CESifo.
    5. Michael Bailey & Drew M. Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2022. "The Social Integration of International Migrants: Evidence from the Networks of Syrians in Germany," NBER Working Papers 29925, National Bureau of Economic Research, Inc.
    6. Shimizu, Chihiro, 2019. "Gravity, Counterparties, and Foreign Investment," CEPR Discussion Papers 13491, C.E.P.R. Discussion Papers.
    7. Diemer, Andreas & Regan, Tanner, 2022. "No inventor is an island: Social connectedness and the geography of knowledge flows in the US," Research Policy, Elsevier, vol. 51(2).
    8. Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2024. "A Portfolio Approach to Global Imbalances," Journal of Finance, American Finance Association, vol. 79(3), pages 2025-2076, June.
    9. Ströbel, Johannes & Kuchler, Theresa & Li, Yan & Peng, Lin & Zhou, Dexin, 2020. "Social Proximity to Capital: Implications for Investors and Firms," CEPR Discussion Papers 14806, C.E.P.R. Discussion Papers.
    10. Bailey, Michael & Kuchler, Theresa & Russel, Dominic & State, Bogdan & Stroebel, Johannes, 2020. "Social Connectedness in Europe," SocArXiv 3wh67, Center for Open Science.
    11. Santamaria, Marta & Ventura, Jaume & Yesilbayraktar, Ugur, 2021. "Borders within Europe," CAGE Online Working Paper Series 560, Competitive Advantage in the Global Economy (CAGE).
    12. Erick Kitenge & Sajal Lahiri, 2024. "Estimating gravity coefficients with multiple layers of heterogeneity," Review of International Economics, Wiley Blackwell, vol. 32(3), pages 1204-1237, August.
    13. Federico Carril-Caccia & José María Martín Martín & Francisco Javier Sáez-Fernández, 2024. "How important are borders for tourism? The case of Europe," Tourism Economics, , vol. 30(1), pages 27-43, February.
    14. Obschonka, Martin & Tavassoli, Sam & Rentfrow, P. Jason & Potter, Jeff & Gosling, Samuel D., 2023. "Innovation and inter-city knowledge spillovers: Social, geographical, and technological connectedness and psychological openness," Research Policy, Elsevier, vol. 52(8).
    15. Koebe, Till & Aidoo, Theophilus & Kashyap, Ridhi & Leasure, Douglas R. & Rotondi, Valentina & Weber, Ingmar, 2024. "Social capital mediates knowledge gaps in informing sexual and reproductive health behaviours across Africa," Social Science & Medicine, Elsevier, vol. 357(C).
    16. Andranik Tumasjan, 2024. "The many faces of social media in business and economics research: Taking stock of the literature and looking into the future," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 389-426, April.
    17. Lisa Singh & Carole Roan Gresenz, 2022. "Social Media Data for Firearms Research: Promise and Perils," The ANNALS of the American Academy of Political and Social Science, , vol. 704(1), pages 267-291, November.
    18. Ma, Dan & Zhang, Chuan & Hui, Yarong & Xu, Bing, 2022. "Economic uncertainty spillover and social networks," Journal of Business Research, Elsevier, vol. 145(C), pages 454-467.
    19. Hoch, Felix & Rudsinske, Jonas, 2021. "Building bridges: Bilateral manager connections and international trade," CIW Discussion Papers 4/2021, University of Münster, Center for Interdisciplinary Economics (CIW).
    20. Michael Bailey & Drew M. Johnston & Martin Koenen & Theresa Kuchler & Dominic Russel & Johannes Stroebel, 2020. "Social Networks Shape Beliefs and Behavior: Evidence from Social Distancing During the COVID-19 Pandemic," NBER Working Papers 28234, National Bureau of Economic Research, Inc.
    21. Giang Nguyen & My Nguyen & Anh Viet Pham & Man Duy Marty Pham, 2023. "Navigating investment decisions with social connectedness : Implications for venture capital," Post-Print hal-04325756, HAL.
    22. Yuan, Kaibin & Liang, Yuheng & Zhu, Mengnan, 2024. "Social forecasting: Online social opinion and the cross-section of stock returns," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
    23. Kuchler, Theresa & Russel, Dominic & Stroebel, Johannes, 2022. "JUE Insight: The geographic spread of COVID-19 correlates with the structure of social networks as measured by Facebook," Journal of Urban Economics, Elsevier, vol. 127(C).
    24. Shin, Sunny Y. & McKenzie, Jordi & Crosby, Paul, 2024. "Cultural affinity and international trade in motion pictures: Empirical evidence using categorised internet search activity," Economic Modelling, Elsevier, vol. 136(C).
    25. Georgij Alekseev & Safaa Amer & Manasa Gopal & Theresa Kuchler & J. W. Schneider & Johannes Stroebel & Nils Wernerfelt, 2023. "The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees," Management Science, INFORMS, vol. 69(1), pages 7-24, January.
    26. Ströbel, Johannes & Bailey, Michael & Johnston, Drew & Koenen, Martin & Kuchler, Theresa & Russel, Dominic, 2020. "Social Distancing During a Pandemic - The Role of Friends," CEPR Discussion Papers 15593, C.E.P.R. Discussion Papers.
    27. Santamaría, Marta & Ventura, Jaume & Yesilbayraktar, Ugur, 2021. "Borders within Europe," The Warwick Economics Research Paper Series (TWERPS) 1355, University of Warwick, Department of Economics.
    28. Jiang, Zhengyang & Richmond, Robert J., 2023. "Origins of international factor structures," Journal of Financial Economics, Elsevier, vol. 147(1), pages 1-26.
    29. Federico Carril-Caccia & Jordi Paniagua & Marta Suárez-Varela, 2022. "Forced migration and food crises," Working Papers 2227, Banco de España.
    30. Zhang, Jennifer, 2024. "Social proximity to capital and mortgage lending," Finance Research Letters, Elsevier, vol. 70(C).
    31. Michael Bailey & Theresa Kuchler & Dominic Russel & Bogdan State & Johannes Stroebel, 2020. "The Determinants and Effects of Social Connectedness in Europe," CESifo Working Paper Series 8310, CESifo.
    32. Marco Grotteria & Max Miller & S.Lakshmi Naaraayanan, 2024. "Foreign influence in US politics," Discussion Papers 2024-12, Nottingham Interdisciplinary Centre for Economic and Political Research (NICEP).
    33. Mayer, Maximilian, 2023. "Climate change concerns and information spillovers from socially-connected friends," IWH Discussion Papers 2/2023, Halle Institute for Economic Research (IWH).
    34. Mastrosavvas, Andreas, 2024. "Social Networks and Brexit: Evidence from a Trade Shock," Regional Science and Urban Economics, Elsevier, vol. 108(C).
    35. Federico Carril-Caccia & Aitor Garmendia-Lazcano & Asier Minondo, 2023. "Social ties and home bias in mergers and acquisitions," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(3), pages 563-593, August.
    36. Gong, Robin & Li, Yao Amber & Manova, Kalina & Sun, Stephen Teng, 2023. "Tickets to the Global Market: First US Patent Awards and Chinese Firm Exports," CEPR Discussion Papers 18637, C.E.P.R. Discussion Papers.
    37. Alessandra Bonfiglioli & Rosario Crinò & Mattia Filomena & Gino Gancia, 2025. "Comparative Advantage in AI-Intensive Industries: Evidence from US Imports," CESifo Working Paper Series 11642, CESifo.
    38. Cramer, Kim Fe & Koont, Naz, 2021. "Peer effects in deposit markets," LSE Research Online Documents on Economics 119192, London School of Economics and Political Science, LSE Library.
    39. Barthélémy Bonadio, 2023. "Migrants, Trade and Market Access," CESifo Working Paper Series 10737, CESifo.
    40. Nguyen, Giang & Nguyen, My & Pham, Anh Viet & Pham, Man Duy (Marty), 2023. "Navigating investment decisions with social connectedness: Implications for venture capital," Journal of Banking & Finance, Elsevier, vol. 155(C).
    41. Xuejian Wang, 2020. "Product Differentiation and Geographical Expansion of Exports Network at Industry level," Papers 2012.07008, arXiv.org.
    42. Yilan Xu & Sébastien Box‐Couillard, 2024. "Social learning about climate risks," Economic Inquiry, Western Economic Association International, vol. 62(3), pages 1172-1191, July.
    43. Caraiani, Petre, 2023. "Oil news shocks, inflation expectations and social connectedness," Energy Economics, Elsevier, vol. 127(PB).

  5. Viral V. Acharya & Zhengyang Jiang & Robert J. Richmond & Ernst-Ludwig von Thadden, 2020. "Divided We Fall: International Health and Trade Coordination During a Pandemic," NBER Working Papers 28176, National Bureau of Economic Research, Inc.

    Cited by:

    1. Krause, Willi & Costa, Luís & Costa Filho, João Ricardo, 2023. "The Covid-19 Recession in Germany: A Macropidemiological Analysis," Working Papers REM 2023/0290, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    2. Kai A. Konrad & Marcel Thum, 2021. "Internationale Politikexternalitäten in der Pandemie," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 28(06), pages 07-11, December.
    3. Jacek Rothert, 2021. "Optimal federal transfers during uncoordinated response to a pandemic," GRAPE Working Papers 58, GRAPE Group for Research in Applied Economics.
    4. INOUE Hiroyasu & MURASE Yohsuke & TODO Yasuyuki, 2022. "Lockdowns Require Geographic Coordination because of the Propagation of Economic Effects through Supply Chains," Discussion papers 22076, Research Institute of Economy, Trade and Industry (RIETI).
    5. Matthias Meier & Eugenio Pinto, 2020. "COVID-19 Supply Chain Disruptions," CRC TR 224 Discussion Paper Series crctr224_2020_239, University of Bonn and University of Mannheim, Germany.
    6. Hakenes, Hendrik, 2021. "Face Masks, Yeast, and Toilet Paper: Panic Purchases and Stockpiling," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242360, Verein für Socialpolitik / German Economic Association.
    7. Billio, Monica & Lo, Andrew W. & Pelizzon, Loriana & Getmansky, Mila & Zareei, Abalfazl, 2021. "Global realignment in financial market dynamics: Evidence from ETF networks," SAFE Working Paper Series 304, Leibniz Institute for Financial Research SAFE.
    8. Dragomirescu-Gaina, Catalin, 2021. "Facing an unfortunate trade-off: policy responses, lessons and spill-overs during the COVID-19 pandemic," Economics & Human Biology, Elsevier, vol. 43(C).
    9. Liang, Yousha & Shi, Kang & Tang, Junjie & Xu, Juanyi, 2022. "Pandemic and containment policies in open economy," Journal of International Money and Finance, Elsevier, vol. 125(C).

  6. Hanno Lustig & Robert J. Richmond, 2017. "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates," NBER Working Papers 23773, National Bureau of Economic Research, Inc.

    Cited by:

    1. Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019. "Business Cycles and Currency Returns," NBER Working Papers 26299, National Bureau of Economic Research, Inc.
    2. Arash Aloosh & Geert Bekaert, 2019. "Currency Factors," NBER Working Papers 25449, National Bureau of Economic Research, Inc.
    3. Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu, 2017. "Identifying Exchange Rate Common Factors," NBER Working Papers 23726, National Bureau of Economic Research, Inc.
    4. Aleksandra Babii, 2019. "Exchange Rates Co-movement and International Trade," 2019 Meeting Papers 1150, Society for Economic Dynamics.

Articles

  1. Robert J. Richmond, 2019. "Trade Network Centrality and Currency Risk Premia," Journal of Finance, American Finance Association, vol. 74(3), pages 1315-1361, June.

    Cited by:

    1. Jairo A. Rendon, 2019. "Global And Regional Risks In Currency Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(08), pages 1-25, December.
    2. Husnu C. Dalgic, 2018. "Financial Dollarization in Emerging Markets: An Insurance Arrangement," CRC TR 224 Discussion Paper Series crctr224_2018_051, University of Bonn and University of Mannheim, Germany.
    3. Yan Alperovych & Anantha Divakaruni & Sophie Manigart, 2022. "Lending when relationships are scarce : The role of information spread via bank networks," Post-Print hal-04325549, HAL.
    4. Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Staff Reports 945, Federal Reserve Bank of New York.
    5. Nicole Branger & Patrick Konermann & Christoph Meinerding & Christian Schlag, 2021. "Equilibrium Asset Pricing in Directed Networks [Risk premia and term premia in general equilibrium]," Review of Finance, European Finance Association, vol. 25(3), pages 777-818.
    6. Chen, Qi-an & Li, Huashi, 2023. "How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 590-610.
    7. Semyon Malamud & Andreas Schrimpf, 2018. "An intermediation-based model of exchange rates," BIS Working Papers 743, Bank for International Settlements.
    8. Gordon Y. Liao & Tony Zhang, 2020. "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers 1283, Board of Governors of the Federal Reserve System (U.S.).
    9. Hanno Lustig & Robert J. Richmond, 2017. "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates," NBER Working Papers 23773, National Bureau of Economic Research, Inc.
    10. Maggiori, Matteo, 2022. "International Macroeconomics With Imperfect Financial Markets," CEPR Discussion Papers 17197, C.E.P.R. Discussion Papers.
    11. Mykola Babiak & Jozef Barunik, 2021. "Currency Network Risk," Papers 2101.09738, arXiv.org, revised Jul 2021.
    12. Opie, Wei & Riddiough, Steven J., 2020. "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, vol. 136(3), pages 780-805.
    13. Jozef Barunik & Michael Ellington, 2020. "Persistence in Financial Connectedness and Systemic Risk," Papers 2007.07842, arXiv.org, revised Nov 2023.
    14. Gurdip Bakshi & Xiaohui Gao & George Panayotov, 2021. "A Theory of Dissimilarity Between Stochastic Discount Factors," Management Science, INFORMS, vol. 67(7), pages 4602-4622, July.
    15. Raphael Auer & Bruce Iwadate & Andreas Schrimpf & Alexander F. Wagner & Raphael A. Auer, 2023. "Global Production Linkages and Stock Market Comovement," CESifo Working Paper Series 10492, CESifo.
    16. N. Wei & W. -J. Xie & W. -X. Zhou, 2021. "Robustness of the international oil trade network under targeted attacks to economies," Papers 2101.10679, arXiv.org, revised Jan 2021.
    17. Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2024. "A Portfolio Approach to Global Imbalances," Journal of Finance, American Finance Association, vol. 79(3), pages 2025-2076, June.
    18. Heiland, Inga, 2016. "Global Risk Sharing Through Trade in Goods and Assets: Theory and Evidence," VfS Annual Conference 2016 (Augsburg): Demographic Change 145821, Verein für Socialpolitik / German Economic Association.
    19. Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2016. "A Risk-based Theory of Exchange Rate Stabilization," NBER Working Papers 22790, National Bureau of Economic Research, Inc.
    20. Tarek A. Hassan & Thomas M. Mertens & Tony Zhang, 2015. "Not so disconnected: exchange rates and the capital stock," Working Paper Series 2015-21, Federal Reserve Bank of San Francisco.
    21. Yang, Lu, 2023. "Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk," Resources Policy, Elsevier, vol. 82(C).
    22. Ma, Shuzhong & Huang, Sishi & Wu, Peng, 2024. "Intelligent manufacturing and cross-border e-commerce export diversification," International Review of Economics & Finance, Elsevier, vol. 94(C).
    23. Qiao, Fang & Xu, Lai & Zhang, Xiaoyan & Zhou, Hao, 2024. "Variance risk premiums in emerging markets," Journal of Banking & Finance, Elsevier, vol. 167(C).
    24. Lu Yang & Lei Yang & Xue Cui, 2023. "Sovereign default network and currency risk premia," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
    25. Jairo Andrés Rendón, 2020. "Foreign exchange risk in stock returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(3), pages 430-443, July.
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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (7) 2020-04-27 2020-06-22 2022-09-12 2022-09-12 2022-11-14 2024-07-22 2024-09-16. Author is listed
  2. NEP-INT: International Trade (6) 2020-04-27 2020-05-25 2020-06-22 2021-01-11 2022-09-12 2024-07-22. Author is listed
  3. NEP-OPM: Open Economy Macroeconomics (6) 2017-09-24 2021-01-11 2022-09-12 2022-09-12 2022-11-14 2024-07-22. Author is listed
  4. NEP-NET: Network Economics (4) 2020-04-27 2020-05-25 2020-06-22 2022-09-12. Author is listed
  5. NEP-SOC: Social Norms and Social Capital (3) 2020-04-27 2020-05-25 2020-06-22. Author is listed
  6. NEP-HEA: Health Economics (2) 2021-01-11 2024-07-22
  7. NEP-MON: Monetary Economics (2) 2017-09-24 2022-11-14
  8. NEP-CBA: Central Banking (1) 2022-11-14
  9. NEP-FMK: Financial Markets (1) 2020-07-20
  10. NEP-PAY: Payment Systems and Financial Technology (1) 2020-05-25

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