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Conference Paper
The U.S. current account deficit: collateral for a total return swap
Garber, Peter M.; Dooley, Michael P. (2005-02)
Proceedings , Issue Feb

Journal Article
Financial sector FDI and host countries: new and old lessons
Goldberg, Linda S. (2007-03)
Foreign direct investment (FDI) into the financial sectors of emerging economies soared during the 1990s, leaving many countries with banking sectors owned primarily by foreign institutions. While the implications of FDI into emerging markets are well documented, less clearly understood is how the host countries are affected by financial sector FDI specifically. An understanding of this relationship is crucial for countries formulating policy with respect to foreign banks. This article argues that many lessons learned from work on FDI into manufacturing and primary resource industries apply ...
Economic Policy Review , Volume 13 , Issue Mar , Pages 1-17

Journal Article
Mexico rides global recovery but still faces hurdles
Gilmer, Robert W.; Coronado, Roberto; Cañas, Jesus (2011-07)
The Mexican economy has grown robustly following the worst recession since the peso crisis of 1994. Gross domestic product (GDP) growth surged 5.4 percent in 2010, surpassing expectations. Though the pace of expansion slowed in early 2011 as the U.S. engine sputtered, forecasts call for a slight pickup in the second half. ; The recovery is the product of primarily three factors: first, a rebound in manufacturing exports, mostly to the U.S. but also to other markets; second, a strengthening internal market fueled by a healthy domestic financial sector; and third, significant capital inflows ...
Southwest Economy , Issue Q3 , Pages 11-13, 20

Journal Article
Bank credit to foreigners
anonymous (1965-03)
Federal Reserve Bulletin , Issue Mar , Pages 361-370

Journal Article
The changing nature of the U.S. balance of payments
Tille, Cedric; Hellerstein, Rebecca (2008-06)
Earnings on cross-border investments figure only marginally in net estimates of the U.S. current account, but they represent an increasingly large share of gross flows between the United States and other nations. Because these earnings fluctuate much more sharply than trade flows, they can be expected to create permanently higher current account volatility. Such increased volatility is not necessarily grounds for concern, however; it reflects an international sharing of risk that provides a buffer against domestic economic uncertainty.
Current Issues in Economics and Finance , Volume 14 , Issue Jun

Working Paper
Small caps in international equity portfolios: the effects of variance risk
Nicodano, Giovanna; Guidolin, Massimo (2007)
We show that predictable covariances between means and variances of stock returns may have a first order effect on portfolio composition. In an international asset menu that includes both European and North American small capitalization equity indices, we find that a three-state, heteroskedastic regime switching VAR model is required to provide a good fit to weekly return data and to accurately predict the dynamics in the joint density of returns. As a result of the non-linear dynamic features revealed by the data, small cap portfolios become riskier in bear markets, i.e. display negative ...
Working Papers , Paper 2005-075

Journal Article
Latin multinationals become global headliners
Davidson, Charles; Kay, Stephen J. (2007)
Emerging-market multinationals are grabbing the spotlight in the world economy. Gaining ground on firms from Asia, sophisticated Latin American companies are becoming giants in their industries, acquiring firms and tapping into the fertile markets in developed economies like the United States and Europe.
EconSouth , Volume 9 , Issue 3

Conference Paper
Foreign direct investment, trade, and real exchange rate linkages in developing countries
Goldberg, Linda S.; Klein, Michael W. (1996)
Proceedings

Working Paper
Cross-border diversification in bank asset portfolios
Ostergaard, Charlotte; Driscoll, John C.; Buch, Claudia M. (2004)
Taking the mean-variance portfolio model as a benchmark, we compute the optimally diversified portfolio for banks located in France, Germany, the U.K., and the U.S. under different assumptions about currency hedging. We compare these optimal portfolios to the actual cross-border assets of banks from 1995-1999 and try to explain the deviations. We find that banks over-invest domestically to a considerable extent and that cross-border diversification entails considerable gain. Banks underweight countries which are culturally less similar or have capital controls in place. Capital controls have ...
Finance and Economics Discussion Series , Paper 2004-26

Working Paper
Optimal foreign borrowing and investment with an endogenous lending constraint
Glick, Reuven; Kharas, Homi J. (1985)
Working Papers in Applied Economic Theory , Paper 86-02

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