- Acosta, M. The Perceived Causes of Monetary Policy Surprises. 2023 University of Wisconsin:
Paper not yet in RePEc: Add citation now
Admati, A. A noisy rational expectations equilibrium for multi-asset securities markets. 1985 Econometrica. 53 629-657
Ahir, H. ; Bloom, N. ; Furceri, D. The World Uncertainty Index. 2022 National Bureau of Economic Research:
Albuquerque, R. ; Bauer, G.H. ; Schneider, M. Global private information in international equity markets. 2009 J. Financ. Econ.. 94 18-46
Albuquerque, R. ; Bauer, G.H. ; Schneider, M. International equity flows and returns: a quantitative equilibrium approach. 2007 Rev. Econ. Stud.. 74 1-30
- Allen, F. ; Gale, D. Optimal financial crises. 1998 J. Financ.. 53 1245-1283
Paper not yet in RePEc: Add citation now
Avdjiev, S. ; Hardy, B. ; Kalemli-Özcan, S. ; Servén, L. Gross Capital Flows by Banks, Corporates, and Sovereigns. 2018 The World Bank:
Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 Q. J. Econ.. 131 1593-1636
Bena, J. ; Ferreira, M. ; Matos, P. ; Pires, P. Are foreign investors locusts? The long-term effects of foreign institutional ownership. 2017 J. Financ. Econ.. 126 122-146
Berger, D. ; Dew-Becker, I. ; Giglio, S. Uncertainty shocks as second-moment news shocks. 2020 Rev. Econ. Stud.. 87 40-76
Bollerslev, T. ; Gibson, M. ; Zhou, H. Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities. 2011 J. Econometrics. 160 235-245
Brennan, M.J. ; Cao, H.H. International portfolio investment flows. 1997 J. Financ.. 52 1851-1880
Broner, F. ; Didier, T. ; Erce, A. ; Schmukler, S.L. Gross capital flows: dynamics and crises. 2013 J. Monet. Econ.. 60 113-133
Caballero, R.J. ; Simsek, A. A model of fickle capital flows and retrenchment. 2020 J. Political Econ.. 128 2288-2328
Calvo, G.A. ; Leiderman, L. ; Reinhart, C.M. Inflows of capital to developing countries in the 1990s. 1996 J. Econ. Perspect.. 10 123-139
Camanho, N. ; Hau, H. ; Rey, H. Global Portfolio Rebalancing and Exchange Rates. 2018 National Bureau of Economic Research:
Campbell, J.Y. ; Cochrane, J.H. By force of habit: A consumption-based explanation of aggregate stock market behavior. 1999 J. Political Econ.. 107 205-251
Campbell, J.Y. ; Lettau, M. ; Malkiel, B.G. ; Xu, Y. Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk. 2001 J. Financ.. 56 1-43
Chari, A. ; Stedman, K.D. ; Lundblad, C. Global Fund Flows and Emerging Market Tail Risk. 2022 National Bureau of Economic Research:
Chen, J. ; Hong, H. ; Huang, M. ; Kubik, J. Does fund size erode mutual fund performance? The role of liquidity and organization. 2004 Am. Econ. Rev.. 94 1276-1302
Chevalier, J. ; Ellison, G. Risk taking by mutual funds as a response to incentives. 1997 J. Political Econ.. 105 1167-1200
Coeurdacier, N. ; Rey, H. Home bias in open economy financial macroeconomics. 2013 J. Econ. Lit.. 51 63-115
Coppola, A. ; Maggiori, M. ; Neiman, B. ; Schreger, J. Redrawing the map of global capital flows: The role of cross-border financing and tax havens. 2021 Q. J. Econ.. 136 1499-1556
Davis, S.J. An Index of Global Economic Policy Uncertainty. 2016 National Bureau of Economic Research:
Ferreira, M. ; Matos, P. The colors of investors’ money: the role of institutional investors around the world. 2008 J. Financ. Econ.. 88 499-533
Forbes, K.J. ; Warnock, F.E. Capital flow waves: Surges, stops, flight, and retrenchment. 2012 J. Int. Econ.. 88 235-251
Fratzscher, M. Capital flows, push versus pull factors and the global financial crisis. 2012 J. Int. Econ.. 88 341-356
Gabaix, X. The granular origins of aggregate fluctuations. 2011 Econometrica. 79 733-772
Gabaix, X. ; Gopikrishnan, P. ; Plerou, V. ; Stanley, H.E. Institutional investors and stock market volatility. 2006 Q. J. Econ.. 121 461-504
Gabaix, X. ; Koijen, R.S. Granular instrumental variables. 2024 J. Political Econ.. 132 2274-2303
Gabaix, X. ; Koijen, R.S. In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis. 2021 National Bureau of Economic Research:
Gompers, P.A. ; Metrick, A. Institutional investors and equity prices. 2001 Q. J. Econ.. 116 229-259
Gourio, F. ; Siemer, M. ; Verdelhan, A. Uncertainty and International Capital Flows. 2015 Boston University:
- Gulen, H. ; Ion, M. Policy uncertainty and corporate investment. 2015 Rev. Financ. Stud.. 29 523-564
Paper not yet in RePEc: Add citation now
Hau, H. ; Lai, S. The role of equity funds in the financial crisis propagation. 2017 Rev. Financ.. 21 77-108
Ippolito, R.A. Consumer reaction to measures of poor quality: Evidence from the mutual fund industry. 1992 J. Law Econ.. 35 45-70
Jurado, K. ; Ludvigson, S.C. ; Ng, S. Measuring uncertainty. 2015 Am. Econ. Rev.. 105 1177-1216
Kacperczyk, M. ; Nosal, J. ; Stevens, L. Investor sophistication and capital income inequality. 2019 J. Monet. Econ.. 107 18-31
Kacperczyk, M. ; Sundaresan, S. ; Wang, T. Do foreign institutional investors improve price efficiency?. 2021 Rev. Financ. Stud.. 34 1317-1367
- Kacperczyk, M. ; Van Nieuwerburgh, S. ; Veldkamp, L. A rational theory of mutual funds’ attention allocation. 2016 Econometrica. 84 571-626
Paper not yet in RePEc: Add citation now
Kodres, L.E. ; Pritsker, M. A rational expectations model of financial contagion. 2002 J. Financ.. 57 769-799
- Koijen, R.S. ; Richmond, R.J. ; Yogo, M. Which investors matter for equity valuations and expected returns?. 2023 Rev. Econ. Stud.. 91 2387-2424
Paper not yet in RePEc: Add citation now
Ludvigson, S.C. ; Ma, S. ; Ng, S. Uncertainty and business cycles: exogenous impulse or endogenous response?. 2021 Am. Econ. J.: Macroecon.. 13 369-410
Maggiori, M. ; Neiman, B. ; Schreger, J. International currencies and capital allocation. 2020 J. Political Econ.. 128 2019-2066
- Miranda-Agrippino, S. ; Rey, H. U.S. monetary policy and the global financial cycle. 2020 Rev. Econ. Stud.. 87 2754-2776
Paper not yet in RePEc: Add citation now
Nakamura, E. ; Steinsson, J. High-frequency identification of monetary non-neutrality: the information effect. 2018 Q. J. Econ.. 133 1283-1330
Raddatz, C. ; Schmukler, S.L. On the international transmission of shocks: Micro-evidence from mutual fund portfolios. 2012 J. Int. Econ.. 88 357-374
Rey, H., 2013. Dilemma not trilemma: the global financial cycle and monetary policy independence. In: Federal Reserve Bank of Kansas City Economic Policy Symposium.
Rothenberg, A.D. ; Warnock, F.E. Sudden flight and true sudden stops. 2011 Rev. Int. Econ.. 19 509-524
Schwert, G.W. Why does stock market volatility change over time?. 1989 J. Financ.. 44 1115-1153
- Shannon, C.E. A mathematical theory of communication. 1948 Bell Syst. Tech. J.. 27 -
Paper not yet in RePEc: Add citation now
Shek, J. ; Shim, I. ; Shin, H.S. Investor redemptions and fund manager sales of emerging market bonds: how are they related?. 2018 Rev. Financ.. 22 207-241
Sims, C.A. Implications of rational inattention. 2003 J. Monet. Econ.. 50 665-690
Sirri, E.R. ; Tufano, P. Costly search and mutual fund flows. 1998 J. Financ.. 53 1589-1622
Van Nieuwerburgh, S. ; Veldkamp, L. Information acquisition and under-diversification. 2010 Rev. Econ. Stud.. 77 779-805
Van Nieuwerburgh, S. ; Veldkamp, L. Information immobility and the home bias puzzle. 2009 J. Financ.. 64 1187-1215