Growth Volatility and Financial Liberalization
By Geert Bekaert, Campbell R. Harvey, Christian Lundblad. 2005
521 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/90244714a46c6d7242ae9698dfdacd296ece30f0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Robert F. Engle
- José Gonzalo Rangel
- C. Ebeke
- Andrei A. Levchenko
- James B. Ang
- Jean-Louis Combes
- George Filis
- Christian M. Hafner
In Finance
- Robert F. Engle
- José Gonzalo Rangel
- C. Ebeke
- Andrei A. Levchenko
- James B. Ang
- Jean-Louis Combes
- Christian M. Hafner
- Timo Teräsvirta
Citations in the corpus
- Financial Liberalization and Consumption Volatility in Developing Countries (2005, background): “The optimal participation in foreign markets, ψ, is determined by equation (7).”
- Policy Uncertainty, Irreversibility, and Cross-Border Flows of Capital (2013, unknown): “Capital controls mayalso have a direct or indirect implication on FDI by influencing the foreign affiliates’ borrowing environments or repatriation decisions (Desai et al. (2006)), or by influencing the volatility of macroeconomic conditions (Aizenman (2003), Bekaert, Harvey, and Lundblad (2006)).”
- Financial development, liberalization and technological deepening (2011, methodology): “Following the approach of Bekaert et al. (2006), these volatility variables are measured by the rolling standard deviation of the variables of interest over a five-year period.”
- The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes (2008, unknown): “Bekaert, Harvey, and Lundblad (2006) find that a larger inflation rate, as well as a larger external sector, is positively related to consumption and GDP growth volatility.”
- The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes (2005, background): “Bekaert, Harvey, and Lundblad (2004) find that a larger external sector, as well as a larger inflation rate, is positively related to consumption and GDP growth volatility.”