Country portfolio dynamics

Citations

Cited by:

1. Jonathan Heathcote & Fabrizio Perri, 2013. "The International Diversification Puzzle Is Not as Bad as You Think," Journal of Political Economy, University of Chicago Press, vol. 121(6), pages 1108-1159.
   • Jonathan Heathcote & Fabrizio Perri, 2004. "The international diversification puzzle is not as bad as you think," 2004 Meeting Papers 152, Society for Economic Dynamics.
   • Jonathan Heathcote & Fabrizio Perri, 2013. "The international diversification puzzle is not as bad as you think," Working Papers 472, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
   • Fabrizio Perri & Jonathan Heathcote, 2007. "The International Diversification Puzzle Is Not as Bad as You Think," Working Papers 2007-3, University of Minnesota, Department of Economics, revised 08 Oct 2007.
   • Heathcote, Jonathan & Perri, Fabrizio, 2008. "The International Diversification Puzzle is Not as Bad as You Think," CEPR Discussion Papers 6982, C.E.P.R. Discussion Papers.
   • Jonathan Heathcote & Fabrizio Perri, 2007. "The International Diversification Puzzle Is Not As Bad As You Think," NBER Working Papers 13483, National Bureau of Economic Research, Inc.
   • Jonathan Heathcote & Fabrizio Perri, 2007. "The international diversification puzzle is not as bad as you think," Staff Report 398, Federal Reserve Bank of Minneapolis.
2. Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro, 2015. "The valuation channel of external adjustment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 86-114.
   • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2006. "The Valuation Channel of External Adjustment," 2006 Meeting Papers 195, Society for Economic Dynamics.
   • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The valuation channel of external adjustment," Working Papers 09-18, Federal Reserve Bank of Boston.
   • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007. "The Valuation Channel of External Adjustment," NBER Working Papers 12937, National Bureau of Economic Research, Inc.
   • Mr. Jaewoo Lee & Mr. Fabio Ghironi & Mr. Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," IMF Working Papers 2009/275, International Monetary Fund.
   • Ghironi, Fabio & Rebucci, Alessandro & Lee, Jaewoo, 2015. "The Valuation Channel of External Adjustment," CEPR Discussion Papers 10564, C.E.P.R. Discussion Papers.
   • Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics 722, Boston College Department of Economics.
3. Sutherland, Alan & Devereux, Michael B, 2006. "Solving for Country Portfolios in Open Economy Macro Models," CEPR Discussion Papers 5966, C.E.P.R. Discussion Papers.
   • Michael B. Devereux & Mr. Alan Sutherland, 2007. "Solving for Country Portfolios in Open Economy Macro Models," IMF Working Papers 2007/284, International Monetary Fund.
   • Michael B. Devereux & Alan Sutherland, 2007. "Solving for Country Portfolios in Open Economy Macro Models," Working Papers 162007, Hong Kong Institute for Monetary Research.
4. Trani, Tommaso, 2015. "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 49-77.
   • Tommaso Trani, 2012. "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers 02-2012, Economics Section, The Graduate Institute of International Studies, revised 12 Feb 2012.
   • Tommaso Trani, 2013. "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers 02/13, School of Economics and Business Administration, University of Navarra.
5. Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A two-period model with portfolio choice: Understanding results from different solution methods," Economics Letters, Elsevier, vol. 124(2), pages 239-242.
   • Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Paper Series 162, WU Vienna University of Economics and Business.
   • Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," FinMaP-Working Papers 6, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
6. Michael B. Devereux & Ozge Senay & Alan Sutherland, 2014. "Nominal Stability and Financial Globalization," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 921-959, August.
   • Devereux, Michael B & Senay, Ozge & Sutherland, Alan, 2012. "Nominal Stability and Financial Globalization," CEPR Discussion Papers 8830, C.E.P.R. Discussion Papers.
   • Michael B Devereux & Ozge Senay & Alan Sutherland, 2013. "Nominal Stability and Financial Globalization," Discussion Paper Series, School of Economics and Finance 201311, School of Economics and Finance, University of St Andrews.
   • Devereux, Michael B & Senay, Ozge & Sutherland, Alan, 2013. "Nominal Stability and Financial Globalization," SIRE Discussion Papers 2013-90, Scottish Institute for Research in Economics (SIRE).
   • Michael B Devereux & Ozge Senay & Alan Sutherland, 2013. "Nominal Stability and Financial Globalization," CDMA Working Paper Series 201309, Centre for Dynamic Macroeconomic Analysis.
   • Michael B. Devereux & Ozge Senay & Alan Sutherland, 2012. "Nominal Stability and Financial Globalization," NBER Working Papers 17796, National Bureau of Economic Research, Inc.
7. Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
8. Pang, Ke, 2013. "Financial integration, nominal rigidity, and monetary policy," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 75-90.
9. Sven Blank & Mathias Hoffmann & Moritz A. Roth, 2020. "Foreign direct investment and the equity home bias puzzle," Working Papers 2008, Banco de España.
10. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
11. Senay, Ozge & Sutherland, Alan, 2013. "The Timing Of Asset Trade And Optimal Policy In Dynamic Open Economies," Macroeconomic Dynamics, Cambridge University Press, vol. 17(8), pages 1543-1573, December.
    • Senay, Ozge & Sutherland, Alan, 2010. "The Timing of Asset Trade and Optimal Policy in Dynamic Open Economies," SIRE Discussion Papers 2010-60, Scottish Institute for Research in Economics (SIRE).
12. Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 71-105, September.
    • Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 71-105, September.
    • Michael B Devereux & James Yetman, 2009. "Leverage Constraints and the International Transmission of Shocks," RBA Research Discussion Papers rdp2009-08, Reserve Bank of Australia.
    • Michael B. Devereux, 2010. "Leverage constraints and the international transmission of shocks," Globalization Institute Working Papers 45, Federal Reserve Bank of Dallas.
    • Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," Working Papers 132010, Hong Kong Institute for Monetary Research.
    • Michael B. Devereux & James Yetman, 2010. "Leverage Constraints and the International Transmission of Shocks," NBER Working Papers 16226, National Bureau of Economic Research, Inc.
    • James Yetman & Michael B. Devereux, 2010. "leverage constraints and the international transmission of shocks," 2010 Meeting Papers 1341, Society for Economic Dynamics.
13. Bacchetta, Philippe & Tièche, Simon & van Wincoop, Eric, 2020. "International Portfolio Choice with Frictions: Evidence from Mutual Funds," CEPR Discussion Papers 14898, C.E.P.R. Discussion Papers.
    • Philippe Bacchetta & Simon Tièche & Eric van Wincoop, 2020. "International Portfolio Choice with Frictions: Evidence from Mutual Funds," Swiss Finance Institute Research Paper Series 20-46, Swiss Finance Institute.
14. Michael B. Devereux, 2007. "Financial Globalization and Emerging Market Portfolios," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 101-130, December.
    • Michael B Devereux, 2007. "Financial Globalization and Emerging Market Portfolios," IMES Discussion Paper Series 07-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
15. Devereux, Michael B. & Sutherland, Alan, 2010. "Valuation effects and the dynamics of net external assets," Journal of International Economics, Elsevier, vol. 80(1), pages 129-143, January.
    • Sutherland, Alan & Devereux, Michael B, 2009. "Valuation Effects and the Dynamics of Net External Assets," CEPR Discussion Papers 7273, C.E.P.R. Discussion Papers.
    • Michael B. Devereux & Alan Sutherland, 2009. "Valuation Effects and the Dynamics of Net External Assets," NBER Working Papers 14794, National Bureau of Economic Research, Inc.
16. Giancarlo Corsetti & Panagiotis T. Konstantinou, 2012. "What Drives US Foreign Borrowing? Evidence on the External Adjustment to Transitory and Permanent Shocks," American Economic Review, American Economic Association, vol. 102(2), pages 1062-1092, April.
    • Giancarlo Corsetti & Panagiotis Th. Konstantinou, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," Discussion Paper Series 2009_03, Department of Economics, University of Macedonia, revised Jan 2009.
    • Corsetti, Giancarlo & Konstantinou, Panagiotis, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," CEPR Discussion Papers 7134, C.E.P.R. Discussion Papers.
17. Tille, Cédric & van Wincoop, Eric, 2010. "International capital flows," Journal of International Economics, Elsevier, vol. 80(2), pages 157-175, March.
    • Cedric Tille & Eric van Wincoop, 2007. "International Capital Flows," Working Papers 122007, Hong Kong Institute for Monetary Research.
    • van Wincoop, Eric & Tille, Cédric, 2008. "International Capital Flows," CEPR Discussion Papers 6705, C.E.P.R. Discussion Papers.
    • Cédric Tille & Eric Van Wincoop, 2007. "International capital flows," Staff Reports 280, Federal Reserve Bank of New York.
    • Eric Van Wincoop & Cedric Tille, 2007. "International Capital Flows," NBER Working Papers 12856, National Bureau of Economic Research, Inc.
18. Leon, Jorge, 2010. "International Portfolios and the U.S. Current Account," MPRA Paper 45281, University Library of Munich, Germany.
19. Philippe Bacchetta & Eric Van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Cahiers de Recherches Economiques du Département d'économie 17.05, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Bacchetta, Philippe & van Wincoop, Eric, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," CEPR Discussion Papers 11983, C.E.P.R. Discussion Papers.
    • Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers 23363, National Bureau of Economic Research, Inc.
    • Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Swiss Finance Institute Research Paper Series 17-15, Swiss Finance Institute.
20. 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," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
    • 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, 2010. "Home bias in open economy financial macroeconomics," Working Papers hal-01069440, HAL.
    • Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
    • 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.
21. Mr. Martin D Evans, 2012. "International Capital Flows and Debt Dynamics," IMF Working Papers 2012/175, International Monetary Fund.
22. Senay, Ozge & Sutherland, Alan, 2019. "Optimal monetary policy, exchange rate misalignments and incomplete financial markets," Journal of International Economics, Elsevier, vol. 117(C), pages 196-208.
    • Senay, Ozge & Sutherland, Alan, 2016. "Optimal Monetary Policy, Exchange Rate Misalignments and Incomplete Financial Markets," CEPR Discussion Papers 11198, C.E.P.R. Discussion Papers.
    • Ozge Senay & Alan Sutherland, 2016. "Optimal Monetary Policy, Exchange Rate Misalignments and Incomplete Financial Markets," CDMA Working Paper Series 201602, Centre for Dynamic Macroeconomic Analysis, revised 30 Apr 2018.
    • Ozge Senay & Alan Sutherland, 2016. "Optimal Monetary Policy, Exchange Rate Misalignments and Incomplete Financial Markets," Discussion Paper Series, School of Economics and Finance 201603, School of Economics and Finance, University of St Andrews, revised 30 Apr 2018.
23. Martin Evans, 2012. "International Capital Flows and Debt Dynamics," Working Papers gueconwpa~12-12-04, Georgetown University, Department of Economics.
24. Charles Engel & Akito Matsumoto, 2009. "The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 155-188, July.
    • Mr. Akito Matsumoto & Mr. Charles Engel, 2009. "The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios," IMF Working Papers 2009/012, International Monetary Fund.
25. Corsetti, Giancarlo, 2016. "Comments on “Obstfeld and Rogoff׳s international macro puzzles: a quantitative assessment” by J. Eaton, S. Kortum and B. Neiman," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 24-28.
26. Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
    • Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
    • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
    • Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
27. Alberto Fuertes, 2022. "External adjustment with a common currency: the case of the euro area," Empirical Economics, Springer, vol. 62(5), pages 2205-2238, May.
28. Ersal-Kiziler, Eylem, 2016. "International portfolio flows with growth shocks," Economics Letters, Elsevier, vol. 141(C), pages 84-86.
29. Dellas, Harris & Tavlas, George, 2013. "Exchange rate regimes and asset prices," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 85-94.
30. Nelson Camanho & Harald Hau & Hélène Rey, 2022. "Global Portfolio Rebalancing and Exchange Rates," Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5228-5274.
    • Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers 24320, National Bureau of Economic Research, Inc.
    • Rey, Hélène & Camanho, Nelson & Hau, Harald, 2020. "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers 15617, C.E.P.R. Discussion Papers.
    • Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," Swiss Finance Institute Research Paper Series 18-03, Swiss Finance Institute, revised Jun 2018.
31. Kosuke Aoki & Nao Sudo, 2012. "Asset Portfolio Choice of Banks and Inflation Dynamics," Bank of Japan Working Paper Series 12-E-5, Bank of Japan.
32. Grzegorz R. Dlugoszek, 2016. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," SFB 649 Discussion Papers SFB649DP2016-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    • Dlugoszek, Grzegorz, 2017. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168182, Verein für Socialpolitik / German Economic Association.
33. Mukherjee, Rahul, 2015. "Institutions, Corporate Governance and Capital Flows," Journal of International Economics, Elsevier, vol. 96(2), pages 338-359.
    • Rahul Mukherjee, 2011. "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers 08-2011, Economics Section, The Graduate Institute of International Studies.
    • Rahul Mukherjee, 2013. "Institutions, Corporate Governance and Capital Flows," IHEID Working Papers 10-2013, Economics Section, The Graduate Institute of International Studies.
34. Philip R. Lane, 2010. "Comment on "The Feldstein-Horioka Fact"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 122-124, National Bureau of Economic Research, Inc.
35. Cedric Tille & Eric van Wincoop, 2009. "Disconnect and Information Content of International Capital Flows: Evidence and Theory," Working Papers 102009, Hong Kong Institute for Monetary Research.
36. Evans, Martin D.D. & Hnatkovska, Viktoria, 2012. "A method for solving general equilibrium models with incomplete markets and many financial assets," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1909-1930.
37. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015. "International portfolios: A comparison of solution methods," Journal of International Economics, Elsevier, vol. 97(2), pages 404-422.
    • Viktor Tsyrennikov & Serhiy Stepanchuk & Katrin Rabitsch, 2013. "International Portfolios: A Comparison of Solution Methods," 2013 Meeting Papers 1146, Society for Economic Dynamics.
    • Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers wuwp159, Vienna University of Economics and Business, Department of Economics.
    • Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series 159, WU Vienna University of Economics and Business.
38. Anna Grodecka-Messi, 2019. "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics, Canadian Economics Association, vol. 52(4), pages 1600-1654, November.
    • Anna Grodecka‐Messi, 2019. "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(4), pages 1600-1654, November.
    • Grodecka, Anna, 2013. "Subprime borrowers, securitization and the transmission of business cycles," Bonn Econ Discussion Papers 07/2013, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • Grodecka, Anna, 2014. "Subprime borrowers, securitization and the transmission of business cycles," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100456, Verein für Socialpolitik / German Economic Association.
    • Grodecka, Anna, 2016. "Subprime Borrowers, Securitization and the Transmission of Business Cycles," Working Paper Series 317, Sveriges Riksbank (Central Bank of Sweden).
39. Hnatkovska, Viktoria, 2010. "Home bias and high turnover: Dynamic portfolio choice with incomplete markets," Journal of International Economics, Elsevier, vol. 80(1), pages 113-128, January.
40. Kosuke Aoki & Nao Sudo, 2013. "Bank’s regulation, asset portfolio choice of banks, and macroeconomic dynamics," CARF F-Series CARF-F-323, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
41. Martin Schmitz, 2010. "Financial Markets and International Risk Sharing," Open Economies Review, Springer, vol. 21(3), pages 413-431, July.
    • Martin Schmitz, 2007. "Financial Markets and International Risk Sharing," The Institute for International Integration Studies Discussion Paper Series iiisdp233, IIIS.
42. Mr. Akito Matsumoto & Mr. Charles Engel, 2009. "International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?," IMF Working Papers 2009/138, International Monetary Fund.
43. Devereux, Michael B. & Sutherland, Alan, 2008. "Financial globalization and monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1363-1375, November.
    • Sutherland, Alan & Devereux, Michael B, 2007. "Financial Globalization and Monetary Policy," CEPR Discussion Papers 6147, C.E.P.R. Discussion Papers.
    • Devereux, Michael B. & Sutherland, Alan, 2008. "Financial globalization and monetary policy," Discussion Paper Series 1: Economic Studies 2008,20, Deutsche Bundesbank.
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44. Forlati, Chiara, 2015. "On the benefits of a monetary union: Does it pay to be bigger?," Journal of International Economics, Elsevier, vol. 97(2), pages 448-463.
45. Eylem Ersal Kiziler, 2011. "Growth Shocks and Portfolio Flows," Working Papers 11-02, UW-Whitewater, Department of Economics.
46. Katrin Rabitsch & Serhiy Stepanchuk, 2014. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Papers wuwp162, Vienna University of Economics and Business, Department of Economics.
47. Bacchetta, Philippe & Davenport, Margaret & van Wincoop, Eric, 2022. "Can sticky portfolios explain international capital flows and asset prices?," Journal of International Economics, Elsevier, vol. 136(C).
    • Philippe Bacchetta & Margaret Davenport & Eric van Wincoop, 2021. "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
    • Bacchetta, Philippe & Davenport, Margaret & van Wincoop, Eric, 2021. "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," CEPR Discussion Papers 16772, C.E.P.R. Discussion Papers.
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48. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
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50. Devereux, Michael B., 2009. "A simple model of emerging market portfolio structure," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 457-468, June.
51. Michael B Devereux, 2013. "Inflation and financial globalisation," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 119-128, Bank for International Settlements.
52. Oliver de Groot & Ceyhun Bora Durdu & Enrique G. Mendoza, 2019. "Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets," NBER Working Papers 26426, National Bureau of Economic Research, Inc.
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53. Kim, Kyounghun & Kim, Sunghyun & Lim, Sanho, 2023. "Optimal bond holding dynamics with hedging against real exchange rate risks," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 626-638.
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56. Michael B. Devereux & Alan Sutherland, 2011. "Country Portfolios In Open Economy Macro‐Models," Journal of the European Economic Association, European Economic Association, vol. 9(2), pages 337-369, April.
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57. Bengui, Julien & Nguyen, Ha, 2016. "Consumption baskets and currency choice in international borrowing," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 287-304.
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58. Senay, Ozge & Sutherland, Alan, 2013. "The Timing Of Asset Trade And Optimal Policy In Dynamic Open Economies," Macroeconomic Dynamics, Cambridge University Press, vol. 17(8), pages 1543-1573, December.
    • Senay, Ozge & Sutherland, Alan, 2010. "The Timing of Asset Trade and Optimal Policy in Dynamic Open Economies," SIRE Discussion Papers 2010-60, Scottish Institute for Research in Economics (SIRE).
    • Ozge Senay & Alan Sutherland, 2010. "The Timing of Asset Trade and Optimal Policy in Dynamic Open Economies," CDMA Working Paper Series 201006, Centre for Dynamic Macroeconomic Analysis.
59. Mesly, Olivier & Chkir, Imed & Racicot, François-Éric, 2019. "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Economic Modelling, Elsevier, vol. 78(C), pages 11-31.
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60. Eylem Ersal Kiziler & Ha Nguyen, 2014. "Currency Risk and Business Cycle Risk in the Geography of Debt Flows to Peripheral Europe," Working Papers 14-03, UW-Whitewater, Department of Economics.
61. Ning Zhang, 2017. "Two-way capital flows: A risk-sharing approach," Working Papers 2019-09, Business School - Economics, University of Glasgow.
62. Tille, Cédric & van Wincoop, Eric, 2014. "International capital flows under dispersed private information," Journal of International Economics, Elsevier, vol. 93(1), pages 31-49.
63. Cao, Dan & Evans, Martin & Lua, Wenlan, 2020. "Real Exchange Rate Dynamics Beyond Business Cycles," MPRA Paper 99054, University Library of Munich, Germany, revised 10 Mar 2020.
64. 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.
65. Fratzscher, Marcel & Saborowski, Christian & Straub, Roland, 2009. "Monetary Policy Shocks and Portfolio Choice," Working Paper Series 1122, European Central Bank.
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