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Faculty of Economics

G15

International Financial Markets


Title AuthorsYearJEL Codes
Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of TradeCorsetti, G., Lipinska, A. and Lombardo, G.[2021]F15 F41 G15
Finance as Perpetual Orgy How the ‘new alchemists’ twisted Kindleberger’s cycle of “manias, panics and crashes” into “manias, panics and renewed manias”Palma, J. G.[2020]E22 D70 D81,E24 E51 F02 F21 F32 F40 F44 F63 G15 G20 G28 G30 G38 L51 N20 O16
Gravity in International Finance: Evidence From Fees on Equity TransactionsMilsom, L., Pazitka, V., Roland, I. and Wójcik, D.[2020]F14 F23 F65 G15 G24
A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market Corsetti, G. and Marin, E. A.[2020]F31 F41 G15
A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching ModelGe, S.[2020]C10 C58 F36 G12 G15
Emerging Markets and the Conditional CAPMAhmed, M. F. and Satchell, S.[2019]C22 G11 G15
Foreign Direct Investment as a Determinant of Cross-Country Stock Market ComovementAnagnostopoulos, A., Atesagaoglu, O., Faraglia, E., Giannitsarou, C.[2019]G15 F21 F23 G12 F44
Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange MarketCorsetti, G., Lafarguette, R. and Mehl, A.[2019]F31 G14 G15
Modeling the Interactions between Volatility and ReturnsHarvey, A. C. and Lange, R.-J.[2015]C22 G15
Uncertainty and Economic Activity: A Global PerspectivePesaran, H., Cesa-Bianchi, A. and Rebucci, A.[2014]E44 F44 G15
How to create a financial crisis by trying to avoid one: the Brazilian 1999-financial collapse as "Macho-Monetarism" can't handle "Bubble Thy Neighbour" levels of inflowsPalma, J. G.[2013]D70 D81 F21 F32 F40 G15 G28 G38 H12 L51 N20 O16 O43
How the full opening of the capital account to highly liquid financial markets led Latin America to two and a half cycles of ‘mania, panic and crash’Palma, J. G.[2012]D70 D81 F21 F32 F40 G15 G28 G38 H12 L51 N20 O16 O43

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