1. On the linkages between energy and agricultural commodity prices: A dynamic time warping analysis. (2023). Vatsa, Puneet ; Miljkovic, Dragan.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003502.

   Full description at Econpapers || Download paper

2. Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo ; Casoli, Chiara.
   In: Working Papers.
   RePEc:fem:femwpa:2021.1p.

   Full description at Econpapers || Download paper

3. Spurious relationships in high-dimensional systems with strong or mild persistence. (2021). Pitarakis, Jean-Yves ; Gonzalo, Jesus.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:37:y:2021:i:4:p:1480-1497.

   Full description at Econpapers || Download paper

4. Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Poncela, Pilar ; Miranda, Karen.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

   Full description at Econpapers || Download paper

5. Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro ; Ricchi, Ottavio ; Tinti, Cristina ; Tegami, Christian ; Citton, Ambra.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398.

   Full description at Econpapers || Download paper

6. A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; L'Opez, Jes'Us ; Gonz, Graciela.
   In: Papers.
   RePEc:arx:papers:2101.10383.

   Full description at Econpapers || Download paper

7. Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara.
   In: FEEM Working Papers.
   RePEc:ags:feemwp:312367.

   Full description at Econpapers || Download paper

8. Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas.
   In: Computational Economics.
   RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0.

   Full description at Econpapers || Download paper

9. Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus.
   In: UC3M Working papers. Economics.
   RePEc:cte:werepe:31553.

   Full description at Econpapers || Download paper

1. Artis, M. J., & Hoffmann, M. (2008). Financial globalization, international business cycles and consumption risk sharing. Scandinavian Journal of Economics, 110(3), 447–471.

2. Artis, M. J., & Hoffmann, M. (2012). The home bias, capital income flows and improved long-term consumption risk sharing between industrialized countries. International Finance, 14(3), 481–505.
   Paper not yet in RePEc: Add citation now
   

3. Asdrubali, P., Sorensen, B., & Yosha, O. (1996). Channels of interstate risk sharing: United States 1963–1990. The Quarterly Journal of Economics, 111(4), 1081–1110.

4. Bai, J. (2003). Inferential theory for factor models of large dimensions. Econometrica, 71(1), 135–171.

5. Bai, J. (2004). Estimating cross-section common stochastic trends in nonstationary panel data. Journal of Econometrics, 122(1), 137–183.

6. Bai, J., & Ng, S. (2002). Determining the number of factors in approximate factor models. Econometrica, 70(1), 191–221.

7. Bai, J., & Ng, S. (2004). A PANIC attack on unit roots and cointegration. Econometrica, 72(4), 1127–1177.

8. Bai, J., & Ng, S. (2008). Large dimensional factor analysis. Foundations and Trends in Econometrics, 3(2), 89–163.

9. Bai, J., & Ng, S. (2010). Panel unit root tests with cross-section dependence: A further investigation. Econometric Theory, 26, 1088–1114.

10. Bai, J., & Ng, S. (2013). Principal components estimation and identification of static factors. Journal of Econometrics, 176, 18–29.

11. Bai, J., & Wang, P. (2014). Identification theory for high dimensional static and dynamic factor models. Journal of Econometrics, 178(2), 794–804.

12. Bai, J., & Wang, P. (2016). Econometric analysis of large factor models. Annual Review of Economics, 8, 53–80.

13. Banerjee, A., Marcellino, M., & Masten, I. (2014). Forecasting with factor-augmented error correction models. International Journal of Forecasting, 30(3), 589–612.

14. Banerjee, A., Marcellino, M., & Masten, I. (2017). Structural factor error correction models: Cointegration in large-scale structural FAVAR models. Journal of Applied Econometrics, 32(6), 1069–1086.
    Paper not yet in RePEc: Add citation now
    

15. Barigozzi, M., & Luciani, M. (2017). Common factors, trends, and cycles in large datasets. Manuscript.

16. Barigozzi, M., Lippi, M., & Luciani, M. (2016). Non-stationary dynamic factor models for large datasets. Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserved Board, 024, Washington, DC.
    Paper not yet in RePEc: Add citation now
    
17. Barigozzi, M., Lippi, M., & Luciani, M. (2017). Dynamic factor models, cointegration, and error correction mechanisms. Working paper. arXiv:1510.02399v3 .
    Paper not yet in RePEc: Add citation now
    

18. Becker, S., & Hoffmann, M. (2006). Intra- and international risk-sharing in the short run and the long run. European Economic Review, 50(6), 777–806.

19. Beyer, A., Doornik, J., & Hendry, D. (2001). Constructing historical Euro-zone data. The Economic Journal, 111(469), 102–121.

20. Box, G. E. P., & Tiao, G. C. (1977). A canonical analysis of multiple time series. Biometrika, 64, 355–365.
    Paper not yet in RePEc: Add citation now
    
21. Breitung, J., & Choi, I. (2013). Factor models. In N. Hashimzade & M. A. Thorton (Eds.), Handbook of research methods and applications in empirical macroeconomics. Cheltenham: Edward Elgar.
    Paper not yet in RePEc: Add citation now
    

22. Breitung, J., & Eickmeier, S. (2006). Dynamic factor models. In O. Hubler & J. Frohn (Eds.), Modern econometric analysis. Berlin: Springer.

23. Burridge, P., & Wallis, K. F. (1985). Calculating the variance of seasonally adjusted series. Journal of the American Statistical Association, 80, 541–552.
    Paper not yet in RePEc: Add citation now
    

24. Byrne, J., & Fiess, N. (2016). International capital flows to emerging markets: National and global determinants. Journal of International Money and Finance, 61, 82–100.

25. Canova, F. (1998). Detrending and business cycle facts. Journal of Monetary Economics, 41, 475–512.

26. Choi, I. (2017). Efficient estimation of nonstationary factor models. Journal of Statistical Planning and Inference, 183, 18–43.
    Paper not yet in RePEc: Add citation now
    

27. Corona, F., Poncela, P., & Ruiz, E. (2017). Determining the number of factors after stationary univariate transformations. Empirical Economics, 53, 351–372.

28. Del Negro, M. (2002). Asymmetric shocks among U.S. states. Journal of International Economics, 56, 273–297.

29. Doz, C., Giannone, D., & Reichlin, L. (2011). A two step estimator for large approximate dynamic factor models. Journal of Econometrics, 164(1), 188–205.

30. Doz, C., Giannone, D., & Reichlin, L. (2012). A quasi maximum likelihood approach for large, approximate dynamic factor models. The Review of Economics and Statistics, 94(4), 1014–1024.

31. Eichler, M., Motta, G., & von Sachs, R. (2011). Fitting dynamic factor models to non-stationary time series. Journal of Econometrics, 163(1), 51–70.

32. Eickmeier, S. (2009). Comovements and heterogeneity in the Euro area in a non-stationary dynamic factor model. Journal of Applied Econometrics, 24, 933–959.

33. Engel, C., Mark, N., & West, K. (2015). Factor model forecasts of exchange rates. Econometric Reviews, 34(1–2), 32–55.

34. Escribano, A., & Peña, D. (1994). Cointegration and common factors. Journal of Time Series Analysis, 15(6), 577–586.

35. Forni, M., & Reichlin, L. (1998). Let’s get real: A factor analytical approach to disaggregated business cycle dynamics. Review of Economic Studies, 65(3), 453–473.

36. Forni, M., Gambetti, L., & Sala, L. (2014). No news in business cycles. Economic Journal, 124, 1168–1191.

37. Forni, M., Giannone, D., Lippi, M., & Reichlin, L. (2009). Opening the black box: Structural factor models versus structural VARs. Econometric Theory, 25, 1319–1347.

38. Fuleky, P., Ventura, L., & Zhao, Q. (2015). International risk sharing in the short and in the long run under country heterogeneity. International Journal of Finance and Economics, 20, 374–384.

39. Geweke, J. (1977). The dynamic factor analysis of economic time series. In D. J. Aigner & A. S. Goldberger (Eds.), Latent variables in socio-economic models. Amsterdam: North-Holland.
    Paper not yet in RePEc: Add citation now
    

40. Giannone, D., & Reichlin, L. (2006). Does information help recovering structural shocks from past observations? Journal of the European Economic Association, 4(2–3), 455–465.

41. Gonzalo, J., & Granger, C. W. J. (1995). Estimation of common long-memory components in cointegrated systems. Journal of Business & Economic Statistics, 13(1), 27–35.

42. Greenway-McGrevy, R., Mark, N., Sul, D., & Wu, J.-L. (2018). Identifying exchange rate common factors. International Economic Review, 59, 2193–2218.

43. Harvey, A. C. (1989). Forecasting structural time series models and the Kalman filter. Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
    
44. Harvey, A. C., & Phillips, G. (1979). Maximum likelihood estimation of regression models with autoregressive-moving average disturbances. Biometrika, 152, 49–58.
    Paper not yet in RePEc: Add citation now
    

45. Johansen, S. (1991). Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Econometrica, 59(6), 1551–1580.

46. Kalemki-Ozcan, S., Luttini, E., & Sensen, B. (2014). Debt crises and risk-sharing: The role of markets versus sovereigns. Scandinavian Journal of Economics, 116(1), 253–276.

47. Kapetanios, G. (2010). A testing procedure for determining the number of factors in approximate factor models with large datasets. Journal of Business & Economic Statistics, 28(3), 397–409.

48. Koopman, S. (1997). Exact initial Kalman filtering and smoothing for nonstationary time series models. Journal of the American Statistical Association, 92(440), 1630–1638.
    Paper not yet in RePEc: Add citation now
    

49. Lam, C., Yao, Q., & Bathia, N. (2011). Estimation of latent factors using high-dimensional time series. Biometrika, 98(4), 901–918.

50. Leibrecht, M., & Scharler, J. (2008). Reconsidering consumption risk sharing among OECD countries: Some evidence based on panel cointegration. Open Economies Review, 19(4), 493–505.

51. Lucas, R. J. (1987). Models of business cycles. Oxford: Basil Blackwell.
    Paper not yet in RePEc: Add citation now
    

52. Moon, H. R., & Perron, B. (2004). Testing for a unit root in panels with dynamic factors. Journal of Econometrics, 122(1), 81–126.

53. Onatski, A. (2010). Determining the number of factors from empirical distribution of eigenvalues. The Review of Economics and Statistics, 92(4), 1004–1016.

54. Onatski, A. (2012). Asymptotics of the principal components estimator of large factor models with weakly influential factors. Journal of Econometrics, 168, 244–258.

55. Pan, J., & Yao, Q. (2008). Modelling multiple time series via common factors. Biometrika, 95(1), 365–379.

56. Peña, D., & Poncela, P. (2006). Non-stationary dynamic factor analysis. Journal of Statistical Planning and Inference, 136(1), 237–257.
    Paper not yet in RePEc: Add citation now
    

57. Pierucci, E., & Ventura, L. (2010). Risk sharing: A long run issue? Open Economies Review, 21(5), 705–730.

58. Poncela, P., & Ruiz, E. (2016). Small versus big data factor extraction in dynamic factor models: An empirical assessment. In E. Hillebrand & S. J. Koopman (Eds.), Advances in econometrics (Vol. 35, pp. 401–434). Emerald: Bingley.

59. Quah, D., & Sargent, T. J. (1993). A dynamic index model for large cross-sections. In J. H. Stock & M. W. Watson (Eds.), Business cycles, indicators and forecasting. Chicago: University of Chicago Press.

60. Sargent, T. J., & Sims, C. A. (1977). Business cycle modeling without pretending to have too much a priori economic theory. In C. A. Sims (Ed.), New methods in business cycle research. Minneapolis: Federal Reserve Bank of Minneapolis.

61. Seong, B., Ahn, A. K., & Zadrozny, P. A. (2013). Estimation of vector error correction models with mixed-frequency data. Journal of Time Series Analysis, 34, 194–205.

62. Sims, C. A. (2012). Comments and discussion: Disentangling the channels of the 2007–2009 recession. Brooking Papers on Economic Activity, Spring 2012, 141–148.
    Paper not yet in RePEc: Add citation now
    
63. Stock, J. H., & Watson, M. W. (1988). Testing for common trends. Journal of the American Statistical Association, 83(1), 1097–1107.
    Paper not yet in RePEc: Add citation now
    

64. Stock, J. H., & Watson, M. W. (1989). New indexes of coincident and leading economic indicators. In O. J. Blanchard & S. Fischer (Eds.), NBER macroeconomics Annual 1989. Cambridge: MIT Press.

65. Stock, J. H., & Watson, M. W. (2002). Forecasting using principal components from a large number of predictors. Journal of the American Statistical Association, 97(460), 1167–1179.

66. Stock, J. H., & Watson, M. W. (2011). Dynamic factor models. In M. P. Clements & D. F. Hendry (Eds.), Oxford handbook of economic forecasting. Oxford: Oxford University Press.

67. Stock, J. H., & Watson, M. W. (2012). Disentangling the channels of the 2007–2009 recession. Brooking Papers on Economic Activity, Spring 2012, 81–130.
    Paper not yet in RePEc: Add citation now
    

68. Vahid, F., & Engle, R. F. (1993). Common trends and common cycles. Journal of Applied Econometrics, 81(1), 341–360.

69. Zhang, R., Robinson, P., & Yao, Q. (2018) Identifying cointegration by eigenanalysis. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.2018.1458620 .

1. Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries. (2024). Yersh, Valeryia ; Beck, Krzysztof.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pb:p:784-803.

   Full description at Econpapers || Download paper

2. Economic and financial integration, capital controls, and risk sharing. (2024). Donadelli, Michael ; Gufler, Ivan.
   In: Economica.
   RePEc:bla:econom:v:91:y:2024:i:364:p:1482-1520.

   Full description at Econpapers || Download paper

3. Risk sharing in currency unions: The migration channel. (2023). Müller, Gernot ; Kohler, Wilhelm ; Wellmann, Susanne ; Muller, Gernot J.
   In: European Economic Review.
   RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300168x.

   Full description at Econpapers || Download paper

4. A deep dive into the capital channel of risk sharing in the euro area. (2023). Bremus, Franziska ; Kastelein, Wieger ; Fuentes, Natalia Martin ; Lambert, Claudia ; Born, Alexandra.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20232864.

   Full description at Econpapers || Download paper

5. Encompassing measures of international consumption risk sharing and their link with trade and financial globalization. (2022). Everaert, Gerdie ; Pozzi, Lorenzo.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:37:y:2022:i:2:p:433-449.

   Full description at Econpapers || Download paper

6. Financial Reforms and Low-Income Households’ Impact on International Consumption Risk Sharing. (2022). Gardberg, Malin.
   In: Working Paper Series.
   RePEc:hhs:iuiwop:1261.

   Full description at Econpapers || Download paper

7. Financial reforms and low‐income households impact on international consumption risk sharing. (2022). Gardberg, Malin.
   In: International Finance.
   RePEc:bla:intfin:v:25:y:2022:i:3:p:375-395.

   Full description at Econpapers || Download paper

8. Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco.
   In: Computational Economics.
   RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

   Full description at Econpapers || Download paper

9. A provincial view of consumption risk sharing in Korea:Asset classes as shock absorbers. (2020). Pontines, Victor.
   In: Journal of the Japanese and International Economies.
   RePEc:eee:jjieco:v:55:y:2020:i:c:s0889158320300010.

   Full description at Econpapers || Download paper

10. Assessing the degree of international consumption risk sharing . (2018). Servén, Luis ; Hevia, Constantino ; Serven, Luis.
    In: Department of Economics Working Papers.
    RePEc:udt:wpecon:2018_01.

    Full description at Econpapers || Download paper

11. Temporal and Spatial Dependence of Inter-Regional Risk Sharing: Evidence from Russia. (2018). Fidrmuc, Jarko ; Degler, Moritz.
    In: Working Papers.
    RePEc:ost:wpaper:373.

    Full description at Econpapers || Download paper

12. Globalization and international risk-sharing: The role of social and political integration. (2018). Pericoli, Filippo Maria ; Balli, Faruk ; Pierucci, Eleonora.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:55:y:2018:i:c:p:324-345.

    Full description at Econpapers || Download paper

13. Assessing the degree of international consumption risk sharing. (2018). Servén, Luis ; Hevia, Constantino ; Serven, Luis.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:134:y:2018:i:c:p:176-190.

    Full description at Econpapers || Download paper

14. Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:24585.

    Full description at Econpapers || Download paper

15. Risk sharing among economic sectors. (2016). Balli, Faruk ; Eleonora, Pierucci ; Faruk, Balli.
    In: MPRA Paper.
    RePEc:pra:mprapa:72452.

    Full description at Econpapers || Download paper

16. Determinants of International Consumption Risk Sharing in Emerging Markets and Developing Countries. (2016). Gardberg, Malin.
    In: EcoMod2016.
    RePEc:ekd:009007:9452.

    Full description at Econpapers || Download paper

17. Capital market integration and consumption risk sharing over the long run. (2016). Schmeling, Maik ; Santa-Clara, Pedro ; Rangvid, Jesper.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:103:y:2016:i:c:p:27-43.

    Full description at Econpapers || Download paper

18. Taxes and international risk sharing. (2016). Ramnath, Shanthi ; Mukherjee, Rahul ; Epstein, Brendan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:102:y:2016:i:c:p:310-326.

    Full description at Econpapers || Download paper

19. Intranational risk sharing and its determinants. (2015). Ho, Chun-Yu ; Li, Dan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:51:y:2015:i:c:p:89-113.

    Full description at Econpapers || Download paper

20. Taxes and International Risk Sharing. (2014). Ramnath, Shanthi ; Mukherjee, Rahul ; Epstein, Brendan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1110.

    Full description at Econpapers || Download paper

21. Financial integration and consumption risk sharing and smoothing. (2014). Suzuki, Yui.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:29:y:2014:i:c:p:585-598.

    Full description at Econpapers || Download paper

22. Consumption risk sharing and self-insurance across provinces in China: 1952–2008. (2014). Lai, Jennifer ; Chan, Kenneth ; Yan, Isabel K. M., .
    In: China Economic Review.
    RePEc:eee:chieco:v:30:y:2014:i:c:p:66-85.

    Full description at Econpapers || Download paper

23. Persistence in the price-to-dividend ratio and its macroeconomic fundamentals. (2013). Herwartz, Helmut ; Xu, Fang ; Rengel, Malte.
    In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79860.

    Full description at Econpapers || Download paper

24. Partial consumption insurance and financial openness across the world. (2013). Servén, Luis ; Hevia, Constantino ; Serven, Luis.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6479.

    Full description at Econpapers || Download paper

25. EMU, EU, Market Integration and Consumption Smoothing. (2013). Melitz, Jacques ; Christev, Atanas.
    In: Open Economies Review.
    RePEc:kap:openec:v:24:y:2013:i:5:p:789-818.

    Full description at Econpapers || Download paper

26. Banking sectors international interconnectedness: Implications for consumption risk sharing in Europe. (2012). Nitschka, Thomas.
    In: Working Papers.
    RePEc:snb:snbwpa:2012-04.

    Full description at Econpapers || Download paper

27. EMU, EU, Market Integration and Consumption Smoothing. (2012). Melitz, Jacques ; Christev, Atanas.
    In: Heriot-Watt University Economics Discussion Papers.
    RePEc:hwe:hwuedp:1209.

    Full description at Econpapers || Download paper

28. The impact of international portfolio composition on consumption risk sharing. (2012). Muysken, Joan ; Kool, Clemens ; Holinski, Nils ; Kool, Clemens J. M., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1715-1728.

    Full description at Econpapers || Download paper

29. EMU, EU, Market Integration and Consumption Smoothing. (2012). Melitz, Jacques ; Christev, Atanas.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:411.

    Full description at Econpapers || Download paper

30. The Impact of International Portfolio Composition on Consumption Risk Sharing. (2011). Muysken, Joan ; Kool, Clemens ; Holinski, Nils.
    In: Working Papers.
    RePEc:use:tkiwps:1120.

    Full description at Econpapers || Download paper

31. On international risk sharing and financial globalization: some gloomy evidence. (2011). Ventura, Luigi ; Pierucci, Eleonora.
    In: Departmental Working Papers of Economics - University 'Roma Tre'.
    RePEc:rtr:wpaper:0124.

    Full description at Econpapers || Download paper

32. Labour market rigidities and international risk sharing across OECD countries. (2011). Scharler, Johann ; Foster-McGregor, Neil ; Fidrmuc, Jarko.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:4:p:660-677.

    Full description at Econpapers || Download paper

33. Risk Sharing: A Long Run Issue?. (2010). Ventura, Luigi ; Pierucci, Eleonora.
    In: Open Economies Review.
    RePEc:kap:openec:v:21:y:2010:i:5:p:705-730.

    Full description at Econpapers || Download paper

34. Have Consumption Risks in the G7 Countries Become Diversified?. (2010). Scharler, Johann ; Antonakakis, Nikolaos.
    In: Economics working papers.
    RePEc:jku:econwp:2010_16.

    Full description at Econpapers || Download paper

35. Equity fund ownership and the cross-regional diversification of household risk. (2010). Hoffmann, Mathias ; Becker, Sascha.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:1:p:90-102.

    Full description at Econpapers || Download paper

36. Banks, financial markets, and international consumption risk sharing. (2009). Scharler, Johann ; Leibrecht, Markus.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:1664.

    Full description at Econpapers || Download paper

37. Capital Market Integration: A Review of the Issues and an Assessment of New Zealands Position.. (2009). boyle, glenn.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:4034.

    Full description at Econpapers || Download paper

38. Taking home bias seriously: absolute and relative measures explaining consumption risk-sharing. (2009). Kool, Clemens ; Holinski, Nils ; Joan, Muysken ; Nils, Holinski .
    In: Research Memorandum.
    RePEc:unm:umamet:2009035.

    Full description at Econpapers || Download paper

39. Banks, Financial Markets and International Consumption Risk Sharing. (2009). Scharler, Johann ; Leibrecht, Markus.
    In: Economics working papers.
    RePEc:jku:econwp:2009_14.

    Full description at Econpapers || Download paper

40. International Risk Sharing During the Globalization Era. (2009). Matsumoto, Akito ; Flood, Robert P ; Marion, Nancy P.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/209.

    Full description at Econpapers || Download paper

41. Securitization of Mortgage Debt, Asset Prices and International Risk Sharing. (2009). Nitschka, Thomas ; Hoffmann, Mathias.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2527.

    Full description at Econpapers || Download paper

42. Securitization of Mortgage Debt, Asset Prices and International Risk Sharing. (2008). Nitschka, Thomas ; Hoffmann, Mathias.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:376.

    Full description at Econpapers || Download paper

43. The Impact of the Euro on International Stability and Volatility. (2008). Hoffmann, Mathias ; Gerlach, Stefan.
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0309.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 21:24:26 || Missing content? Let us know