Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Narrow Search
Search narrowed by
Last searches

Results for *

Displaying results 1 to 2 of 2.

  1. The channels of international comovement
    Author: Barbiero, Omar
    Published: [2023]
    Publisher:  [Federal Reserve Bank of Boston], [Boston]

    How does exposure to international markets affect returns and cash flow comovements? Foreign bond owners, lenders, affiliates, investors, customers, and suppliers all transmit country shocks to companies. Most multinationals have many of these... more

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 82
    Inter-library loan:
    No inter-library loan

     

    How does exposure to international markets affect returns and cash flow comovements? Foreign bond owners, lenders, affiliates, investors, customers, and suppliers all transmit country shocks to companies. Most multinationals have many of these exposures simultaneously within the same foreign market. Returns and cash flows of two companies comove when exposed to the same country through the same channel. Within-country exposure through different channels is generally associated with lower comovement, in line with an operational hedging strategy. This evidence can help reconcile how, on average, increased market integration does not lead to increased comovement.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/284093
    Edition: This version: October 2023
    Series: Working papers / Federal Reserve Bank of Boston ; no. 23, 16
    Subjects: Return comovement; business cycle; multinationals; FDI; international financing; supply chain; foreign exposure
    Scope: 1 Online-Ressource (circa 68 Seiten), Illustrationen
  2. Crude oil and agricultural futures
    an analysis of correlation dynamics
    Author: Silvennoinen, Annastiina; Thorp, Susan
    Published: [2015]
    Publisher:  National Centre for Econometric Research, [Brisbane]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NCER working paper series ; #109 (October 2015)
    Subjects: Smooth transition conditional correlation; Structural breaks; Return comovement; Biofuel; Commodity futures
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen