Browsing Department of Economics (ECO) by Author "VIANI, Francesca"

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Browsing Department of Economics (ECO) by Author "VIANI, Francesca"

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    Title: Measuring International Risk-Sharing: Theoretical Issues and Empirical Evidence from OECD Countries  Author(s): VIANI, Francesca Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Whether financial market integration raised global insurance is a crucial, still open issue. All empirical methods to measure cross-border risk-sharing are based on the implicit assumption that international prices do not ...
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    Title: The International Risk-Sharing Puzzle is at Business Cycle and Lower Frequency  Author(s): CORSETTI, Giancarlo; DEDOLA, Luca; VIANI, Francesca Date: 2011-01-01 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We decompose the Backus-Smith [1993] statistic -- a low or negative correlation between relative consumption and the real exchange rate at odds with a high degree of international risk sharing -- in its dynamic components ...
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    Title: International Financial Markets, Cross-Border Transmission of Shocks and Risk-Sharing  Author(s): VIANI, Francesca Date: 2010 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: One of the most relevant events of the last decades has been the fast integration of international financial markets. As most restrictions to cross-border asset trade were removed, the volume of activity in international ...