Ivan Gufler
Biographic Data
| ID | 5739825 |
|---|---|
| NAME | Ivan Gufler |
| GIVEN NAMES | Ivan |
| FAMILY NAME | Gufler |
| SIGNATURE | GUFLER I |
| AFFILIATIONS | Libera Università Internazionale degli Studi Sociali Guido Carli |
| ORCID | 0000-0003-2713-0537 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Economic and financial integration, capital controls, and risk sharing
We analyse economic (EI) and financial (FI) integration, and their effects on international consumption risk sharing (RS) across 40 countries, including 21 developed (DEV) and 19 emerging (EM) markets, from 1995 to 2019. Utilizing the metric for EI and FI of Akbari et al . (2020, Journal of Financial and Quantitative Analysis , 55 , 2270–303), and various RS proxies, we find that increasing EI reduces RS in EM, while FI enhances it. Conversely, t…
Global risks, the macroeconomy, and asset prices
We propose a novel index of global risks awareness (GRAI) based on the most concerning risks—classified in five categories (economic, environmental, geopolitical, societal, and technological)—reported by the World Economic Forum (WEF) according to the potential impact and likelihood occurrence. The degree of public concern toward these risks is captured by Google search volumes on topics having the same or similar wording of that one of the WEF G…
Consumption smoothing, risk sharing and financial integration
Theories indicate that financial integration should allow economies to better share risk and thus improve consumption smoothing. We construct two widely used price‐based measures of financial integration (i.e., the standard correlation and the adjusted R ‐squared) and test whether consumption volatility declines as international equity markets become more integrated. Pooled and panel estimates for three different groups of countries (i.e., G7, G2…
No prominent works on this page.
Consumption smoothing, risk sharing and financial integration
Theories indicate that financial integration should allow economies to better share risk and thus improve consumption smoothing. We construct two widely used price‐based measures of financial integration (i.e., the standard correlation and the adjusted R ‐squared) and test whether consumption volatility declines as international equity markets become more integrated. Pooled and panel estimates for three different groups of countries (i.e., G7, G2…
Global risks, the macroeconomy, and asset prices
We propose a novel index of global risks awareness (GRAI) based on the most concerning risks—classified in five categories (economic, environmental, geopolitical, societal, and technological)—reported by the World Economic Forum (WEF) according to the potential impact and likelihood occurrence. The degree of public concern toward these risks is captured by Google search volumes on topics having the same or similar wording of that one of the WEF G…
Economic and financial integration, capital controls, and risk sharing
We analyse economic (EI) and financial (FI) integration, and their effects on international consumption risk sharing (RS) across 40 countries, including 21 developed (DEV) and 19 emerging (EM) markets, from 1995 to 2019. Utilizing the metric for EI and FI of Akbari et al . (2020, Journal of Financial and Quantitative Analysis , 55 , 2270–303), and various RS proxies, we find that increasing EI reduces RS in EM, while FI enhances it. Conversely, t…
Economics (3 works) · Financial Markets and Investment Strategies (3 works) · Business (2 works) · Computer Science (2 works) · Finance (2 works) · Financial Integration (2 works) · Financial market (2 works) · Macroeconomics (2 works) · Market Dynamics and Volatility (2 works) · Banking stability, regulation, efficiency (1 works)