Zobrazeno 1 - 10
of 2 276
pro vyhledávání: '"Eric van Wincoop"'
Publikováno v:
The Review of Economic Studies. 90:1125-1154
We introduce a portfolio friction in a two-country DSGE model where investors face a constant probability to make new portfolio decisions. The friction leads to a more gradual portfolio adjustment to shocks and a weaker portfolio response to changes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59f2c8dcae624eca2b1b61f8eb2b9b80
https://doi.org/10.1093/restud/rdac054
https://doi.org/10.1093/restud/rdac054
Autor:
Scott Davis, Eric van Wincoop
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83424e56cd41b32b103309b75d3cf247
https://doi.org/10.2139/ssrn.4299624
https://doi.org/10.2139/ssrn.4299624
Autor:
Eric van Wincoop, Gao Meng
Publikováno v:
IMF Economic Review. 68:362-389
We propose a method to break down capital flows into portfolio growth and portfolio reallocation components and apply it to data on US equity and bond outflows. The decomposition is part of an integrated approach that decomposes purchases of any asse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::686c8ce22fd8494fc2626aaacb3c6b6f
https://doi.org/10.1057/s41308-019-00094-0
https://doi.org/10.1057/s41308-019-00094-0
Autor:
Vahid Gholampour, Eric van Wincoop
Publikováno v:
Journal of International Economics. 119:111-132
We use Twitter opinions about the Euro-Dollar exchange rate to estimate the private information model of Bacchetta and van Wincoop (2006) and investigate the disconnect between the exchange rate and macro fundamentals over both short and long horizon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8ca400c335d3b8c11ce41626625d9378
https://doi.org/10.1016/j.jinteco.2019.04.007
https://doi.org/10.1016/j.jinteco.2019.04.007
Publikováno v:
King's College London
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3e826b3741babd351bc0750f13b3aa62
https://doi.org/10.1016/j.jinteco.2022.103583
https://doi.org/10.1016/j.jinteco.2022.103583
Publikováno v:
SSRN Electronic Journal.
Using data on international equity portfolio allocations of US mutual funds, we estimate a simple portfolio expression derived from a standard Markowitz mean-variance portfolio model extended with portfolio frictions. The optimal portfolio depends on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b3f6c4b9d7eb7cbe44840af1e4b6598
https://doi.org/10.2139/ssrn.3630104
https://doi.org/10.2139/ssrn.3630104
Autor:
J. Scott Davis, Eric van Wincoop
Publikováno v:
Journal of Monetary Economics. 100:83-100
The correlation between capital inflows and outflows has increased substantially over time in a sample of 127 advanced and developing countries. We provide evidence that this is a result of an increase in financial globalization (stock of external as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8fbebe9a8df977aa6d7f096ba363f63
https://doi.org/10.1016/j.jmoneco.2018.07.009
https://doi.org/10.1016/j.jmoneco.2018.07.009
Publikováno v:
Journal of International Economics. 110:119-134
This paper examines the potential for monetary policy to avoid self-fulfilling sovereign debt crises. We combine a version of the slow-moving debt crisis model proposed by Lorenzoni and Werning (2014) with a standard New Keynesian model. Monetary pol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8e21b6eb13c76855ab6ab4f47269e6da
https://doi.org/10.1016/j.jinteco.2017.11.004
https://doi.org/10.1016/j.jinteco.2017.11.004