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Financial Integration and Growth in a Risky World / Nicolas Coeurdacier, Hélène Rey, Pablo Winant.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Coeurdacier, Nicolas.
Contributor:
National Bureau of Economic Research.
Rey, Hélène.
Winant, Pablo.
Series:
Working Paper Series (National Bureau of Economic Research) no. w21817.
NBER working paper series no. w21817
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2015.
Summary:
The debate on the benefits of financial integration is revisited in a two-country neoclassical growth model with aggregate uncertainty. Gains from more efficient capital allocation and gains from risk sharing are accounted for simultaneously|together with their interaction. Global numerical methods allow for meaningful welfare comparisons. Gains from integration are quantitatively small, even for riskier and capital scarce emerging economies. These countries import capital for efficiency reasons before exporting it for self-insurance, leading to capital ows and growth reversals along the transition. This opens the door to a richer set of empirical implications than previously considered in the literature.
Notes:
Print version record
December 2015.

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