Global Integration

  • Global Integration

How Can Asset Prices Value Exchange Rate Wedges?

with Edith X. Liu, 2021

Published Paper

Changing Risk Exposures of Cross-listed Firms and Market Integration

Journal of International Money and Finance,
January 2017, 70: pp. 378-405.

Published Paper

Evaluating International Consumption Risk Sharing Gains: An Asset Return View

with Edith Liu,
Journal of Monetary Economics,
April 2015, 71: pp. 84-98

Published Paper

Global Stock Market Linkages Reduce Potential for Diversification

Economic Letter,
Federal Reserve Bank of Dallas, Vol. 7, no. 2,
February 2012.

Published Paper

What Can Explain the Apparent Lack of International Consumption Risk-sharing?

Journal of Political Economy, reprinted in S.C.W. Eijfinger and J.J.H. Lemmen, eds. International Financial Integration (Edward Elgar Publishing Ltd), 2002.

Published Paper

Why Do Stocks and Consumption Suggest Such Different Gains from International Risk- Sharing?

Journal of International Economics,
October 2000, 52: 1-36.

Published Paper

Trying to Explain Home Bias in Equities and Consumption

Journal of Economic Literature,
June 1999, 37: 571-608.

Published Paper

Are Countries with Official International Capital Restrictions 'Liquidity Constrained'?

European Economic Review,
June 1997, 41: 1079-1109.

Published Paper

Why Don't Domestic Residents Invest Abroad?

London Financial Times, Mastering Finance Series,
June 16, 1997.