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Country Size, Currency Unions, and International Asset Returns. (2012). Hassan, Tarek.
In: NBER Working Papers.
RePEc:nbr:nberwo:18057.

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  1. Portfolio and welfare consequences of debt market dominance. (2015). Tsyrennikov, Viktor ; Stepanchuk, Serhiy .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:74:y:2015:i:c:p:89-101.

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  2. The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?. (2014). Gorea, Denis ; Radev, Deyan .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:30:y:2014:i:c:p:78-100.

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  3. Chapter 10 External Adjustment, Global Imbalances, Valuation Effects. (2014). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt42k8h7mp.

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  4. External adjustment, global imbalances, valuation effects. (2014). Rey, H ; Gourinchas, PO.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt2k77x6tn.

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  1. 25The algorithm is available from the author upon request. 18 Interest Rate Differential to US 10-Year Inflation-Linked Government Bonds ♦nzl ■ nzl ♦a lis ■ ..'[ - - ■ BUS - -♦ e - ■gbr ♦ipn +' . 1 t-1-1-1-1-r -5 -4 -3 -2 log[Share ofOECD GDP) ■ Jan97-Nov01 + Dec01-NowQ7 - Fitted Figure 4: Unconditional scatterplot of average differences in annualized yields on inflation-linked bonds of various countries to US TIPS for the time periods Jan 1997-Nov 2001 and Dec 2001-Nov 2007 plotted over the log of the share that each country contributes to total OECD output.
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