Financial Integration and International Risk Sharing

By Yan Bai, Jing Zhang. 2006

212 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/e2293a7f0f09d78310b68d89207116e92fcbb987

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Citations in the corpus

Default risk and income fluctuations in emerging economies (2008, unknown): “y0 £ θv(0, y0) + (1− θ)vd(y0) ¤ f(y0, y)dy0 (8)”
Heterogeneous Borrowers in Quantitative Models of Sovereign Default (2009, unknown): “4 See Aguiar and Gopinath (2006), Arellano (2005), Arellano and Ramanarayanan (2006), Bai and Zhang (2006) , Cuadra”
Debt Dilution and Sovereign Default Risk (2011, unknown): “2See, for instance, Aguiar and Gopinath (2006), Arellano (2008), Arellano and Ramanarayanan (2010), Bai and Zhang (2006), Benjamin and Wright (2008), Borri and Verdelhan (2009), Boz (2009), Cuadra et al. (forthcoming), Cuadra and Sapriza (2006, 2008), Chatterjee and Eyigungor (2009), D’Erasmo…”
How Does Financial Globalization Affect Risk Sharing? Patterns and Channels (2007, unknown): “Bai and Zhang (2005) employ a dataset comprising 21 industrial and 19 developing countries.”
Default risk and risk averse international investors (2013, background): “From Equation (19) is clear that if investors are risk averse, q(b′, s) depends not only on the emerging economy’s fundamentals (i.e. y and b′), but on γL and W .”
Long-Duration Bonds and Sovereign Defaults (Revised July 2009) (2009, background): “2See, for instance, Aguiar and Gopinath (2006), Arellano (2008), Arellano and Ramanarayanan (2008), Bai and Zhang (2006), Benjamin and Wright (2008), Cuadra and Sapriza (2006, 2008), D’Erasmo (2008), Eyigungor (2006), Hatchondo et al. (2006, 2007, 2009), Lizarazo (2005, 2006), Mendoza and Yue…”