Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Xiaozheng Sandra Wang"'
Publikováno v:
Annual Review of Financial Economics. 8:221-288
We provide a comprehensive analysis of the impact of economic and financial globalization on asset return comovements over the past 35 years. Our globalization indicators draw a distinction between de jure openness that results from changes in the re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a8d4296d3549641ea74679c94250a78f
https://doi.org/10.1146/annurev-financial-121415-032905
https://doi.org/10.1146/annurev-financial-121415-032905
Publikováno v:
SSRN Electronic Journal.
We provide a comprehensive analysis of the impact of economic and financial globalization on asset return comovements over the past 35 years. Our globalization indicators draw a distinction between de jure openness that results from changes in the re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aefffba03eaafea919fdd1a8ef87c411
https://doi.org/10.2139/ssrn.2830700
https://doi.org/10.2139/ssrn.2830700
Autor:
Xiaozheng Sandra Wang, Geert Bekaert
Publikováno v:
SSRN Electronic Journal.
This article starts by discussing the concept of “inflation hedging” and provides some estimates of “inflation betas” for standard bond and well-diversified equity indices for over 45 countries. We show that such standard securities are poor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d81b615edbb0263c20e078489fa2200c
https://doi.org/10.2139/ssrn.1600312
https://doi.org/10.2139/ssrn.1600312
Autor:
Xiaozheng Sandra Wang, Geert Bekaert
Publikováno v:
SSRN Electronic Journal.
We investigate whether the globalization process of the last thirty years has lead to “convergence” of asset prices in a wide set of countries, encompassing both developed and emerging markets. We examine several measures of convergence for inter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e77f857c974407149167d7a639b89a57
https://doi.org/10.2139/ssrn.1480463
https://doi.org/10.2139/ssrn.1480463
Autor:
Geert Bekaert, Xiaozheng Sandra Wang
Publikováno v:
SSRN Electronic Journal.
We examine a large number of potential home bias determinants, including some novel ones, using extensive panel data. We distinguish between the actual home bias (over investment in domestic securities) and foreign investment bias, for which we propo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa5e0809fceff43d06fc52aaf9d5bc87
https://doi.org/10.2139/ssrn.1344880
https://doi.org/10.2139/ssrn.1344880
Publikováno v:
Journal of Political Economy. Jun2020, Vol. 128 Issue 6, p2019-2066. 48p. 6 Charts, 11 Graphs.
Publikováno v:
Working Papers -- U.S. Federal Reserve Board's International Finance Discussion Papers. Mar2018, preceding p1-49. 50p.
This paper examines the evolving importance of common global components underlying domestic financial conditions. It develops financial conditions indices (FCIs) that make it possible to compare a large set of advanced and emerging market economies.
Financial stability has continued to improve since the October 2016 Global Financial Stability Report (GFSR). Economic activity has gained momentum, as outlined in the April 2017 World Economic Outlook (WEO), amid broadly accommodative monetary and f