H
Hélène Rey
Researcher at London Business School
Publications - 141
Citations - 12686
Hélène Rey is an academic researcher from London Business School. The author has contributed to research in topics: Equity (finance) & Asset (economics). The author has an hindex of 45, co-authored 140 publications receiving 11418 citations. Previous affiliations of Hélène Rey include National Bureau of Economic Research & Princeton University.
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The Anatomy of Cyber Risk
TL;DR: In this article, the authors construct novel text-based measures of firm-level cyber risk exposure based on quarterly earnings calls of 12,000+ firms from 85 countries over 20+ years.
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Globalization and Emerging Markets: With or Without Crash?
TL;DR: This article analyzed the impact of financial and trade globalization on asset prices, investment and the possibility of self-fulfilling financial crashes in the emerging market and developed a theory of financial crisis based on demand side of the economy.
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Global real rates: a secular approach
TL;DR: In this paper, a present-value approach decomposes fluctuations in the global consumption-to-wealth ratio over long periods of time and show that this ratio anticipates future movements of the global real risk-free rate.
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The Financial Crisis and the Geography of Wealth Transfers
Pierre-Olivier Gourinchas,Pierre-Olivier Gourinchas,Hélène Rey,Hélène Rey,Hélène Rey,Kai Truempler +5 more
TL;DR: This article studied the geography of wealth transfers during the 2008 global financial crisis and constructed valuation changes on bilateral external positions in equity, direct investment and portfolio debt at the height of the crisis to map who benefited and who lost on their external exposure.
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Answering the Queen: Machine learning and financial crises
TL;DR: This article used the general framework of sequential predictions also called online machine learning to forecast crises out-of-sample, which is based on model averaging and is meta-statistic since they can incorporate any predictive model of crises in their set of experts and test its ability to add information.