The impact of mega-sporting events on stock markets

The impact of mega-sporting events on stock markets

Posted: yuran1979 Date: 31.05.2017

Professor of International Business Economic Analysis and Policy. Haas School of Business. University of California, Berkeley. BerkeleyCA Recent unpublished papers are available in reverse chronological order. What have I done recently? My research since is organized by topic. Some pieces are easier to read. What have I ever done? A complete list of my publications in reverse chronological order is available in my curriculum vitae.

What else is available at this website? Research Organized by Topic. My recent research can be clustered into a few sometimes overlapping areas research is typically listed within area in reverse chronological order: Effects on Trade ; Effects on Output and other Phenomena ; Optimum Currency Areas. International Finance ; Financial Asset Integration.

Speculative Exchange Rate Attacks ; Contagion in Currency Crises ; Crises in Developing Countries ; "Great Recession" of Determination ; Monetary Regimes. What Else is Available? From this page you can check out my recordfind out about and buy! Citations of my papers and the papers themselves through Google Scholar. As of Maymy Google citation count was over 40, my h-index was 69 I have 69 papers with at least 69 citations eachand my iindex was I have papers with at least 10 citations each.

My papers in the SSRN Electronic Library. As of MayI was ranked 22 out ofsocial scientists on SSRN. Papers as of May and citations ditto.

Working papers, Journal Articles, Books, Chapters and Access Statistics. Abstracts and Citations for my papers. I had SCOPUS citations as of May I provide the files below for individual use only.

Please obtain legal permission from the publisher for reproduction, if it is necessary. Since my papers are freely available on the web, I do not ordinarily mail reprints. If you use my data sets, please acknowledge this in print where appropriate. More importantly, if you find an error in one of my data sets or programs, please let me know! There are also some sample programs and output. Graduate Students and others: I provide data sets and sample output as a professional courtesy so that others can replicate my findings I try to adhere to King's Replication Standardnot primarily for the convenience of others doing their own research.

Please do not abuse my courtesy e. Lots of people think my data sets are easily accessible. I usually do not respond to questions that can be answered easily with information on my website. Please try to look before you ask! One among many choice is Winzip; you may obtain it from their web site.

I try not to use data sets that are proprietary or confidential.

Sport and emerging capital markets: market reaction to the World Cup announcement - ProQuest

Please do not ask me to provide data sets that are easily accessible. Variable descriptions and descriptive statistics are also typically provided in each output. If you do have an issue with a data set or whateverplease ensure I can understand it e.

All my recent research that is publicly available is … publicly available here. Graduate students and others: Occasionally a co-author asks me not to post a data set; in such circumstances, please just ask the co-author. If you're interested in how I work with data, here are some of my guidelines. Recent Unpublished Papers, in Reverse Chronological Order: Evidence from Capital Flows". Unconventional Monetary Policy Does Not Stimulate Exports".

Some Early Negative Observations". Current version ; shorter version. Key output ; data. CEPR DP 11,forthcoming Pacific Economic Review. Key output ; data ; Powerpoint presentation. Cato Research Brief Checking the BS in BDS". Key output ; STATA data set. International Journal of Central Bankingforthcoming. Earlier versions available as CEPR DP 10, Key output ; STATA data set ; some data on bond dates.

Less Technical Papers that are Easier to Read: Protectionism isn't Countercyclical anymore. Hiring the Stock Market as an Advisor also available in German.

A draft is available as a PDF file. Did Anything Matter to Everybody? A Test of Optimum Currency Area Theory from Vox. Inflation Targeting as a Monetary Vaccine from Vox.

A Quantitative Assessment disputed by many Brits. Is there a Case for an Asian Monetary Fund? Are the Geese Still Flying in Formation? The Effect of Soft Power on Exports". Economics and Politics, The View from the Stock Market". European Economic Review, Key output and data for final version.

Assessing the Long-term Economic Impacts of the World Cup as Mega-sport Event | The People, Ideas, and Things (PIT) Journal

Slides for a presentation. Curent version, available as a PDF file ; the original draft is also available. Powerpoint slides are available.

Journal of Economic Integrationand Edward Elgar in European Integration in a Global Economic Setting — CESEE and the Impact of China and Russia edited by Nowotny, E. The original version is available as a PDF file, as is a revisionboth longer and shorter versions of a second revisionand a set of overhead slides. The key STATA data sets are available. CEPR DP ; NBER WP 14, Where Do We Stand?

I review the evidence on the trade effects of WTO membership. I n Is t he World Trade Organization Attractive Enough for Emerging Economies? A draft is available as a PDF file as is a marginally different version for the Handbook of Economic Integration edited by Miroslav Jovanovic. The World Economy A draft is available as a PDF fileas is a revision. The zipped data set is available along with the underlying data sets, usually in Excel spreadsheets. Key STATA output is available for the original draftand for the revision.

The paper is summarized in the August NBER Digest. Overhead transparencies are available as a PDF file. I survey my work on trade, currency unions, the WTO, and sovereign debt.

NBER ReporterFall Open Economies Review The original draft is available as a PDF fileas is a revision. The zipped bilateral and multilateral data sets are available in STATA 8 format. Sample output is available in a zipped file. Output and data specific to the revision are available in a zipped file. Review of International Economics A draft is available as a PDF fileas is a revised version. The bilateral data set is available in zipped STATA 7.

Note that there is a small error in the data set. Supporting zipped output is available as are a few checks mentioned in the revision. American Economic Review MAS Occasional Paper No. A fuller draft is available as a PDF fileas is a shortened version.

This was summarized in the May NBER Digest. The Penn World Table mark 6 is available elsewhere. Overheads are available as a PDF file and the PowerPoint show is also available. I sometimes refer to the actual GATT; here are some GATT articles of interest. The CEPR has a press release. My response is available as a PDF file. The Review of Economics and Statistics The full version is available as a PDF file as is a much more user-friendly short version.

The Stata data set is availableas is key output. Reviewed in NBER DigestNovember NBER WPCEPR DP No. A draft is available as a PDF file as is a revision of the paper.

The STATA bilateral export data set is available as is sample output which covers Table 2. Note that there was a small error in the original data set. Review of Economics and StatisticsNBER WPCEPR DP Available as a PDF File. The raw data is available in a STATA data set. Country rankings are also available in a STATA data set. Asians export in an order. Federal Reserve Bank of San Francisco Economic Letter A draft is available as a PDF file as is a marginally different version intended for the Handbook of Economic Integration edited by Miroslav Jovanovic.

A short memo is available as a PDF file or in html. Journal of International Economics A draft of the paper is available as a PDF file as is a revised version. Tables are available as a PDF file. The data set is available in 3 formats: Supporting output is available in zipped ASCII files as is supplemental material output and a graphic added later.

Sovereign Default and Trade: Journal of Money, Credit, and Banking A new draft is available as a PDF fileas is an older draft. Overhead slides are available as a PDF file. A user-friendly executive summary is available from Vox. A ZIP file containing relevant data is available as is output. IMF Staff Papers A current version is available as a PDF file here are the derivations.

The data set is available in zipped STATA 7. One of JDE 's top cited papers during Journal of Development Economics A longer draft is available as a PDF fileas is a more condensed version. The data set is available in STATA 7. Details on Paris Club renegotiations are available as an Excel spreadsheet. Sample output covering Table 1 including descriptive statistics from Appendix 2 and the new Table 4c is available. Trade and the Environment: A newly revised draft is available as a PDF fileas is an earlier revision.

Journal of Finance NBER WP from NBER. CEPR DP from CEPR. Bank of England External MPC DP 32 from Bank of England. A non-technical version is available from VOXEU. Overhead slides are available for a presentation.

A web-only appendix is available. Comparison with Ait-Sahalia et al. Key output is available. The data set cannot be posted it's confidentialbut if you send me an appropriate program check the posted output! There's more evidence of financial protectionism during the global financial crisis.

Journal of the Japanese and International Economies, Journal of Financehere's the version in their style. Global Journal of Economics. Pacific Economic Review, best paper award winner. CEPR Discussion Paper A PowerPoint presentation is available. The STATA data set. Japan and the World Forex technical analysis strategy How do Stocks and Exchange Rates Compare?

An earlier version circulated as "Why So Glum? The Meese-Rogoff Methodology Meets the Stock Market" CEPR DP A draft is available as a PDF fileas are overhead slides. The STATA data set is available as is key output. Journal of Development Economics A current version of the paper is available as a PDF fileas are earlier long and short versionsand overhead slides. Journal of International Money and Finance The data sets are available as is key output.

Slides for a presentation at the Italian Senate are available as a PDF file. International Herald Tribune coverage, Nov 28 PDF. Indian Express coverage, Jan 27 PDF. A draft of the original version of the paper is available as a PDF fileas is a revision.

The zipped Stata data set is available along with many of the underlying data sets, usually in Excel spreadsheets. Key output for the original is available in a zipped fileas is a set of output files for the revision. Overhead slides for a presentation are available as a PDF file. Economist coverage available as a PDF file. A press release is available as a PDF file.

the impact of mega-sporting events on stock markets

A short draft is available as a PDF fileas is a longer working paper version easier to read, more results. The zipped data sets are available in Excel, E-Views 4 and STATA 8 formats 2. The E-Views programs and sample output are available in a zipped file.

Overheads for a talk are available as a PDF file. Monetary and Economic Studies IMES Discussion Paper No. The zipped data sets are available in Excel rawSTATA 8 easyand E-Views 4 estimation formats 2. Forthcoming in Contemporary Issues in International Finance. A preliminary draft is available as a PDF basics of tips for binary options. A large 5 MB zipped Excel spreadsheet with the raw and massaged equity data is available.

A zipped set of 10 E-Views 4 programs which produce key all? Overhead slides for presentations are available as a PDF file. UIP still works badly. A shorter version that focuses exclusively on UIP is also available ; it is published in IMF Staff Papers A version is also in Economic Policy in the International Economy Helpman and Sadka, eds, Cambridge Press, The data set is available as a STATA ASCII dictionary file.

The pooled data set is also available as a STATA data set. The 2006 pontiac g6 gt aftermarket parts sources are described more fully in a PDF file.

Sample output for UIP tests is available. A draft is available as a PDF File. The E-Views interest and exchange rate and STATA macroeconomic data sets used in the questrade currency exchange fee working paper are availableas are the data sets in ASCII, Excel and STATA formats used in the revision.

Sample output corresponding to Table 1 is available. Review of Economics and Statistics NBER WP Available as a PDF File. The Journal of Monetary EconomicsNBER WP Available as a PDF File. In Canada in the Global Economy A draft is available as a PDF fileOverhead slides are available forex rates sbi a PDF file.

The zipped data sets are available in STATA 8 format 4. Journal of Monetary Economics Earlier versions are available as NBER WP The original version is available as a PDF fileas is a dramatic revision.

Sample output is available in a zipped file ; here are some monthly, dis-aggregated, GMM, without intercepts estimates from the revision. An appendix on a permanent-transitory decomposition of idiosyncratic shocks is available as a PDF file. Journal of the European Economic Association A draft is available as a PDF file, as is a Feb. The zipped data sets are available in E-Views 4 and STATA 8 formats. The E-Views programs and sample output for the current not lagged normalization are available in a zipped file.

the impact of mega-sporting events on stock markets

E-views materials for the second revision are available in a zipped file. Overhead slides for presentations are available as a PDF fileas are slides for a general talk on asset integration with examples from different papers in PDF format g shock watches online shopping india as a PowerPoint presentation.

A shorter version is short call long put option strategy Pacific Economic Review ; a longer version is make money free stuff craigslist in Contemporary Issues in International Finance.

A full draft is available as a PDF file as is a shorter version. Open Economies Review Current version ; shorter version PDF. Early versions available as CEPR DP 10, Powerpoint presentation ; Heidelberg version. Available as a PDF file. The data set and key output is available in a Using candlestick charts for day trading file.

Slides for a presentation are available as a PDF file. Printed in Towards best cci settings for day trading First Decade of Economic and Monetary Union What Do We Know and What Does it Mean for Poland? Poland is a good candidate best currency pair for binary options EMU accession on the basis of its trade and business cycle synchronization with the eurozone.

This is a variant of "EMU, Trade and Business Cycle Synchronization" and was used for the National Bank of Poland's Report on Adopting the Euro. The Polish data set is available in a Zip file. Journal of Economic Surveys Earlier versions are available as: Available in early draft form as a PDF file.

Overhead slides for a talk are available as a PDF file. The Excel data set is also availableas is sample output. In Monetary Unions and Hard Pegs: Available in draft form as a PDF file. The Excel data set is also availableas is sample outputand a set of overheads for a talk as a PDF file.

The European Economic Review A revised draft is available as a PDF file ; earlier versions are available as CEPR DP and NBER WP The relevant part of the data set is available as a STATA 7. Sample output for Tables is also short call long put option strategy. Overhead transparencies for talks are available as a PDF file.

This is in The World Economy and is also available as a PDF file. The data and Gauss programs used to compute the results in Table 2 are available. This paper is available as a PDF file.

A more accessible version is also available as a PDF file ; it is in California Management Review Forexpros dollar pound cross abstract and a non-technical summary are available as a PDF file. The STATA data set is available. The data set is also available as a large ACII lyrics to the song money maker by too short file.

A few small errors in the original data set have been identified by scholars. An early version is available as IIES Seminar Paper No. Later versions are available as NBER WP and CEPR DP Journal quotation and the Economist quotation. Overhead transparencies for my talk on this issue are available how to make money betting on horses a PDF file.

Here is my accurate binary options signals fishing net strategy 80 accurate responsewhich questions his methods and confirms my results using a variety of techniques and a new data set.

The overhead transparencies I used at the conference are also available. A more refined final version of the response is in Economic Policy ; some of the best book for financial treasury and forex management output for it is available.

Here is my quick response to his initial draft: Their article was published without my being offered the possibility of a response, so stockbroker jobs formal response will appear only on the web.

Since the authors simply add dyadic fixed effects to my original data set, the real response is my paper with Glick. My response is in my paper with Glick. Check how to win in binary options zeta formula my brief response available as a PDF file.

If you want to add something to this list, just send me an e-mail with a linkable paper of relevance. Commissioned for Britain in Europe. This paper was discussed by, among others, the Financial Timesthe Guardianthe Daily Telegraphthe Irish Timesand the Scotsman. Other Effects of Currency Union on output, integration, …: Journal of Financial Transformation There is a small error in the data set.

Quarterly Journal of Economics CEPR DP more up to date than the NBER version. A current draft is available as a PDF file. Zipped sample output for Table 2 is the impact of mega-sporting events on stock markets. A longer version of Table V is available. Overhead transparencies for a seminar are available as a PDF file. Note that there was a small error in the data set used for the first version of the paper.

Here is our response, which shows the robustness of our findings and the zipped sample output that underlies it and provides even more sensitivity analysis. The data sets are documented in the paper, though a brief documentation note is available here. Some zipped sample output is available as is a comprehensive set of output files with programs embedded. In Revisiting the Case for Flexible Exchange Rates Bank of Canada, CEPR DPIMF Staff Papers The data set is available in STATAExcel or ASCII format.

Sample output corresponding to Table 3 is available. Where do we Stand? Available as a PowerPoint presentaion. This is a variant of "EMU, Trade and Business Cycle Synchronization. Magyar Nemzeti Bank WP The main data is available in a zip-file.

It is in 3 formats: STATA 8STATA outsheet ASCII, suitable for spreadsheetsand STATA dictionary ASCII. Key output is available in a zip-file. Slides for a presentation are available as a PDF fileand slightly different as a PowerPoint show. An accessible version if you speak Hungarian is available in Vilaggazdasag Nov 22, I survey work on currency unions.

Also circulating in a less technical format, with application to Sweden as " Economic Structure and the Decision to Adopt a Common Currency " NBER WP CEPR DP The STATA data is available. The most current version is available as a PDF File.

A longer version is also available as a PDF File. A short press release is available as a PDF File. Yes, since trade integration causes business cycle synchronization. Speculative Attacks on Exchange Rate Systems: Pacific Economic Review, In Managing Currency Crises edited by Jeffrey Frankel and Michael Dooley. The data set is available as an ASCII dictionary file. NBER Reporter Available as a PDF file.

Economic Policyavailable as a PDF file. A Survey " by Angkinand, Li and Willett. Do Fixed Exchange Rates Allow Inter-Temporal Volatility Tradeoffs? NBER WP CEPR DPInternational Journal of Finance and Economics Contagion in Currency Crises: Why Are Currency Crises Regional? NBER WPCEPR DPJournal of International Money and Finance A working draft is available as a PDF File. The Data set is available in an Excel spreadsheet. A short version of the research focusing on understanding the incidence of attacks is available, as is a longer version which also has analysis of attack intensity and sensitivity analysisand a more accessible version for non-economists in Risk.

NBER WP CEPR DP Click for the STATA data. Part of this paper was published in the Scandinavian Journal of Economics A sample program and its output log are available. Replication requires this file of trade weights. Delivered as a public lecture while I was the Professorial Fellow in Monetary Economics at Victoria University and the Reserve Bank of New Zealand.

Versions of this have been published as an op-ed and a Federal Reserve Bank of San Francisco Economic Letter Banking and Exchange Crises in Developing Countries: The Implications for China of Abandoning its Dollar Peg". China has little to fear from leaving its fixed exchange rate policy.

The STATA data set is available; key output is available. Northern interest rates provoke Southern banking crises. In Money, Factor Mobility and Trade: Essays in Honor of Robert Mundell edited by Guillermo Calvo, Rudiger Dornbusch and Maurice Obstfeld, Cambridge: The Journal of International EconomicsNBER WP CEPR DP The working paper version is available as a PDF file.

The STATA data is available as either a STATA data set or as an ASCII STATA dictionary file. A sample estimation program is available. Great Recession of Journal of Finance, here's the version in their style. Recent Monetary Regimes of Small Economies". Journal of International Money and Finance Current version PDF ; NBER WP 19, ; CEPR DP Powerpoint slides 5-slide version ; Key output ; STATA data set. A Powerpoint presentation is available.

Some Empirical Evidence on the Causes and Consequences of Public Banking Interventions in the UK". A draft is available. Presentations slides are available as a PDF file. Sample output for key tables. Journal of International Economics. An updated draft is available as a PDF file. The abbreviated version of the STATA data set ; the complete data set. A simpler version is available from Vox. European Economic Review A PDF presentation is available.

A combined longer presentation is available. Canadian Journal of Economics A revised draft is available as a PDF fileas is an earlier versionand overhead slides.

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Covered in the Business Times easy to printas well as the South China Morning Post and Today. The Journal of International Money and FinanceNBER WP CEPR DP The STATA data set and output are available. PPP works OK at medium and long horizons. In The Handbook of International Economics. Monetary and Exchange Rate Regimes: Effects of Abandoning Fixed Exchange Rates For Greater Flexibility".

China has a little to fear from leaving its fixed exchange rate policy. NBER International Seminar on Macroeconomics Slides for a presentation are available. The STATA data sets are available; key output is available. Fixed, Floating, and Flaky". Journal of Economic Literature Slides for a talk. Is Inflation Targeting Paving the Way to Asian Monetary Union? In " Costs and Benefits of Economic Integration in Asia " Barro and Lee, editors, Oxford University Press, A draft is available as a PDF file as is a set of overhead slides.

The zipped STATA data set is available, as is key output. Sample output is available.

Duration and Monetary Regimes. Economic Journal CEPR DP The Stata data set is available in a zip-file. Journal of the Japanese and International Economies The key Stata data sets are available in a zip-file. Why Small Countries Should Not Fear Center-Country Monetary and Financial Policy Singapore May Link to the RBA Conference Volume.

A draft is available as is a PowerPoint presentation. Available as a PowerPoint Presentation. Journal of Money, Credit, and Banking ; also NBER WPCEPR DPand ECB WP A draft of the original version is available as a PDF file. The zipped Stata data set is available. Key output is available in a zipped file. Background for chapter III of the September World Economic Outlook. The informal background paper is available as a PDF file; please do not quote without permission!

The data set is described in a PDF file and is available in zipped STATA 7. In Economics for an Imperfect World Essays in Honor of Joseph E. Stiglitz Arnott, Greenwald, Kanbur, and Nalebuff, eds, MIT Press, This paper has been adapted from NBER WP Scandinavian Journal of Economics. Comments on Frankel are available as a PowerPoint file. Output and data are available. A Meta-Analysis" Jan Comments on Polak are available as a PDF file. Evidence from the Classical Gold Standard" Santa Clara Oct Comments on Mitchener and Pina are available as a Powerpoint file.

Comments on Agarwal and Kimball are available as a Powerpoint file. Balassa-Samuelson Effects Reconsidered" AEA Meetings Jan Comments on Bordo, Choudhri, Fazio and MacDonald are available as a Powerpoint file.

Comments on Dutt, Santacreu and Trade are available as a Powerpoint file. Comments on Ghosh, Qureshi and Tsangarides are available as a Powerpoint file. Comments on Forbes, Fratzscher, Kostka, and Straub are available as a Powerpoint file. Comments on Lei, Wang and Zhao are available as a Powerpoint file. Comments on Schmitt-Grohe and Uribe are available as a Powerpoint file.

Comments on Berka and Devereux are available as a PDF file. Comments on Kim et al are available as a PDF file. Comments on Eaton et al are available as a PDF file. Comments on O'Rourke are available as a PowerPoint presentation. Comments on Mitchener and Voth are available as a PDF file. Comments on Lane are available as a PDF file.

Comments on Di Giovanni and Levchenko are available as a PDF file. Comments on Bauer and Herz are available as a PDF file. Comments on Burnside, Eichenbaum, and Rebelo are available as a PDF file.

Comments on Henry are available as a PDF file. Comments on Flandreau and Accominotti are available as a PDF file. Slides for Fukuda and Kon are available as a PDF file ; full written comments are also available as a PDF file. Comments on Fukuda and Ono are available as a PDF file. Comments on Tytell and Wei are available as a PDF file. Comments on Blanchard, Giavazzi, and Sa are available as a PDF file. Comments on Cheung and Chinn are available as a PDF file. Comments on Lane and Milesi-Ferretti are available as a PDF file.

Comments on Crucini and Shintani are available as a PDF file. Supporting output and the multilateral data sets in STATA 8. Comments on Chinn and Forbes are available as a PDF file. Comments on Kose, Prasad, and Terrones are available as a PDF file.

Comments on Ho and McCauley are available as a PDF file.

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Comments on Huang are available as a PDF file ; supporting output is available. Comments on Girardin are available as a PDF file as are comments on Ito and Park.

Overhead slides for the Feb paper and for the May paper to be presented. Supporting output ; Overhead slides ; final comment. How Common are Twins. Home What's New Topics Research Teaching Conferences Experience Contact Links Sprog. Professor of International Business Economic Analysis and Policy URL: Journal of International Money and Finance, CEPR Policy Insight No.

Fatas ; Krugman ; Romanchuk ; Gagnon Alex KiermeierStephanie MitchellSarah Schroderand Paul Symon have found some duplicates in the data set and some other issues.

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