Asset Prices and Exchange Rates

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How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

The Role of Portfolio Constraints in the International Propagation of Shocks (2008, background): “In Pavlova and Rigobon (2007) we find that in the data demand shocks are positively correlated with domestic supply innovations.”
Intermediary Asset Pricing: New Evidence from Many Asset Classes (2017, background): “…this theory includes Allen and Gale (1994), Basak and Cuoco (1998), Gromb and Vayanos (2002), Xiong (2001), Kyle and Xiong (2001), Vayanos (2004), Pavlova and Rigobon (2007)„ Brunnermeier and Pedersen (2009), Duffie (2010), Adrian and Shin (2010), Garleanu and Pederson (2011), Adrian and…”
Capital Flows and Foreign Exchange Intervention (2019, neutral): “See for example Lucas Jr (1982), Backus, Kehoe and Kydland (1992), Backus and Smith (1993), Pavlova and Rigobon (2007) Verdelhan (2010), Colacito and Croce (2011), Stathopoulos (2012) and Farhi and Gabaix (2014).”
Financial Intermediation, International Risk Sharing, and Reserve Currencies (2017, background): “See Pavlova and Rigobon (2007, 2010a,b) for a discussion of how the result of Cole and Obstfeld (1991) affects a set-up with domestic bias and demand shocks.”