Zobrazeno 1 - 5
of 5
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
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
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
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
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