A Dynamic Equilibrium Model of International Portfolio Holdings

Citations

Cited by:

1. Anna Pavlova & Roberto Rigobon, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(4), pages 1215-1256.
   • Rigobon, Roberto & Pavlova, Anna, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," CEPR Discussion Papers 6647, C.E.P.R. Discussion Papers.
2. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
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4. Anna Pavlova & Roberto Rigobon, 2007. "Asset Prices and Exchange Rates," Review of Financial Studies, Society for Financial Studies, vol. 20(4), pages 1139-1180.
   • Anna Pavlova & Roberto Rigobon, 2003. "Asset Prices and Exchange Rates," NBER Working Papers 9834, National Bureau of Economic Research, Inc.
   • Pavlova, Anna & Rigobon, Roberto, 2004. "Asset Prices and Exchange Rates," Working papers 4322-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
   • Roberto Rigobon & Anna Pavlova, 2004. "Asset Prices and Exchange Rates," Econometric Society 2004 North American Winter Meetings 579, Econometric Society.
   • Pavlova, Anna & Rigobon, Roberto, 2003. "Asset Prices and Exchange Rates," Working papers 4322-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
5. Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From various degrees of trade to various degrees of financial integration: What do interest rates have to say?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 64(03), pages 365-402, December.
   • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say?," Working Papers 2009-01, CEPII research center.
   • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Post-Print hal-00649936, HAL.
   • Adeline Bachellerie & Jérôme Héricourt & Valérie Mignon, 2009. "From Various Degrees of Trade to Various Degrees of Financial Integration: What Do Interest Rates Have to Say?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649936, HAL.
6. Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2016. "Human Capital and International Portfolio Diversification: A Reappraisal," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
   • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
   • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 119454, London School of Economics and Political Science, LSE Library.
   • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 64835, London School of Economics and Political Science, LSE Library.
   • Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
7. Klaus Wälde, 2003. "Endogenous Business Cycles and Growth," CESifo Working Paper Series 920, CESifo.
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8. Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," SciencePo Working papers hal-01069440, HAL.
9. Andreas Stathopoulos, 2012. "Portfolio Home Bias and External Habit Formation," 2012 Meeting Papers 502, Society for Economic Dynamics.
10. Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
    • Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
    • Gourinchas, Pierre-Olivier & Coeurdacier, Nicolas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers 8649, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Sciences Po publications info:hdl:2441/5glg8brs7n8, Sciences Po.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008. "When bonds matter: home bias in goods and assets," Working Paper Series 2008-25, Federal Reserve Bank of San Francisco.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Working Papers hal-03602482, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Sciences Po publications info:hdl:2441/5djvq5crl99, Sciences Po.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Working Papers hal-03470191, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Post-Print hal-03392947, HAL.
11. Massimo Guidolin & Allan Timmermann, 2008. "International asset allocation under regime switching, skew, and kurtosis preferences," The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 889-935, April.
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12. Ehling, Paul & Heyerdahl-Larsen, Christian, 2015. "Complete and incomplete financial markets in multi-good economies," Journal of Economic Theory, Elsevier, vol. 160(C), pages 438-462.
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14. Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
    • Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Working Papers hal-01069440, HAL.
    • Rey, Hélène & Coeurdacier, Nicolas, 2012. "Home Bias in Open Economy Financial Macroeconomics," CEPR Discussion Papers 8746, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
    • Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
    • Nicolas Coeurdacier & Hélène Rey, 2011. "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers 17691, National Bureau of Economic Research, Inc.
    • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Sciences Po publications info:hdl:2441/1shj1p7td8e, Sciences Po.
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16. Coeurdacier, Nicolas, 2009. "Do trade costs in goods market lead to home bias in equities?," Journal of International Economics, Elsevier, vol. 77(1), pages 86-100, February.
    • Coeurdacier, Nicolas, 2006. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," ESSEC Working Papers DR 06011, ESSEC Research Center, ESSEC Business School.
    • Nicolas Coeurdacier, 2009. "Do trade costs in goods market lead to home bias in equities?," Post-Print hal-03602479, HAL.
    • Coeurdacier, Nicolas, 2008. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," CEPR Discussion Papers 6991, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier, 2006. "Do trade costs in goods market lead to home bias in equities?," 2006 Meeting Papers 111, Society for Economic Dynamics.
17. Marta Arespa, 2015. "Endogenous Home Bias in Portfolio Diversification and Firms’ Entry," Review of International Economics, Wiley Blackwell, vol. 23(1), pages 14-44, February.
18. Martin D. D. Evans & Viktoria Hnatkovska, 2005. "Solving General Equilibrium Models with Incomplete Markets and Many Assets," NBER Technical Working Papers 0318, National Bureau of Economic Research, Inc.
    • Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005. "Solving General Equilibrium Models with Incomplete Markets and Many Assets," Working Papers gueconwpa~05-05-18, Georgetown University, Department of Economics.
19. Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
    • Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
    • Coeurdacier, N & Gourinchas, PO, 2016. "When bonds matter: Home bias in goods and assets," Department of Economics, Working Paper Series qt31x18113, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    • Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2011. "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers 8649, C.E.P.R. Discussion Papers.
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    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Sciences Po publications info:hdl:2441/5djvq5crl99, Sciences Po.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
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    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
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    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Post-Print hal-03392947, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," SciencePo Working papers hal-03392947, HAL.
20. Mr. Akito Matsumoto, 2007. "The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice," IMF Working Papers 2007/163, International Monetary Fund.
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22. Bhamra, Harjoat S. & Coeurdacier, Nicolas & Guibaud, Stéphane, 2014. "A dynamic equilibrium model of imperfectly integrated financial markets," Journal of Economic Theory, Elsevier, vol. 154(C), pages 490-542.
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    • Harjoat Bhamra & Nicolas Coeurdacier & Stéphane Guibaud, 2014. "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," SciencePo Working papers Main hal-03393013, HAL.
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25. Berrada, Tony & Hugonnier, Julien & Rindisbacher, Marcel, 2007. "Heterogeneous preferences and equilibrium trading volume," Journal of Financial Economics, Elsevier, vol. 83(3), pages 719-750, March.
26. Aviat, Antonin & Coeurdacier, Nicolas, 2007. "The geography of trade in goods and asset holdings," Journal of International Economics, Elsevier, vol. 71(1), pages 22-51, March.
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34. Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
    • Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," SciencePo Working papers hal-03392947, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
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    • Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2011. "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers 8649, C.E.P.R. Discussion Papers.
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62. Antonin Aviat & Nicolas Coeurdacier, 2007. "The geography of trade in goods and asset holdings," SciencePo Working papers hal-01045223, HAL.
63. Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
    • Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," SciencePo Working papers hal-03470191, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008. "When bonds matter: home bias in goods and assets," Working Paper Series 2008-25, Federal Reserve Bank of San Francisco.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Sciences Po publications info:hdl:2441/5glg8brs7n8, Sciences Po.
    • Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2011. "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers 8649, C.E.P.R. Discussion Papers.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2009. "When bonds matter: home bias in goods and assets," Working Papers hal-03602482, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Sciences Po publications info:hdl:2441/5djvq5crl99, Sciences Po.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," Working Papers hal-03470191, HAL.
    • Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2016. "When bonds matter: Home bias in goods and assets," Post-Print hal-03392947, HAL.
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64. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g821o6lsg is not listed on IDEAS
65. repec:hal:spmain:info:hdl:2441/5glg8brs7n87c8vqcn2qok0961 is not listed on IDEAS