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Country portfolios in open economy macro models

Citations

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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.
  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.
  3. Equiza-Goñi, Juan & Faraglia, Elisa & Oikonomou, Rigas, 2023. "Union debt management," Journal of International Money and Finance, Elsevier, vol. 130(C).
  4. Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2017. "Shadow Banks and Macroeconomic Instability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1483-1516, October.
  5. Ozhan, Galip Kemal, 2020. "Financial intermediation, resource allocation, and macroeconomic interdependence," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 265-278.
  6. 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.
  7. Matteo Maggiori & Brent Neiman & Jesse Schreger, 2020. "International Currencies and Capital Allocation," Journal of Political Economy, University of Chicago Press, vol. 128(6), pages 2019-2066.
  8. Emmanuel Farhi & Gita Gopinath & Oleg Itskhoki, 2014. "Fiscal Devaluations," Review of Economic Studies, Oxford University Press, vol. 81(2), pages 725-760.
  9. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "US International Equity Investment and Past and Prospective Returns," American Economic Review, American Economic Association, vol. 101(7), pages 3440-3455, December.
  10. Evans, Martin D.D. & Hnatkovska, Viktoria V., 2014. "International capital flows, returns and world financial integration," Journal of International Economics, Elsevier, vol. 92(1), pages 14-33.
  11. Trani, Tommaso, 2015. "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 49-77.
  12. Marcin Kolasa, 2022. "Equilibrium foreign currency mortgages," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 168-186, July.
  13. Michael B Devereux & James Yetman, 2010. "Financial deleveraging and the international transmission of shocks," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 274-298, Bank for International Settlements.
  14. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Journal of International Economics, Elsevier, vol. 80(1), pages 100-112, January.
  15. 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.
  16. Ozhan, Galip Kemal, 2020. "Financial intermediation, resource allocation, and macroeconomic interdependence," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 265-278.
  17. 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.
  18. 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.
  19. Ning Zhang, 2018. "Asset home bias in debtor and creditor countries," Working Papers 2019-11, Business School - Economics, University of Glasgow.
  20. Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
  21. Dedola, Luca & Karadi, Peter & Lombardo, Giovanni, 2013. "Global implications of national unconventional policies," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 66-85.
  22. Viktoria Hnatkovska & Michael Devereux, 2011. "Consumption Risk Sharing, the Real Exchange Rate, and Borders: Why Does the Exchange Rate Make Such a Difference?," 2011 Meeting Papers 1027, Society for Economic Dynamics.
  23. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2017. "Monetary and macroprudential policy with foreign currency loans," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 352-372.
  24. 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.
  25. Philip R. Lane & Jay C. Shambaugh, 2010. "Financial Exchange Rates and International Currency Exposures," American Economic Review, American Economic Association, vol. 100(1), pages 518-540, March.
  26. Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E. & Wongswan, Jon, 2014. "Uncovered Equity Parity and rebalancing in international portfolios," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 86-99.
  27. Taisuke Nakata & Sebastian Schmidt & Timothy Hills, 2016. "The Risky Steady State and the Interest Rate Lower Bound," 2016 Meeting Papers 39, Society for Economic Dynamics.
  28. Buch, Claudia M. & Neugebauer, Katja & Schröder, Christoph, 2013. "Changing Forces of Gravity: How the Crisis Affected International Banking," IWH Discussion Papers 15/2013, Halle Institute for Economic Research (IWH).
  29. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2014. "The International Dimension Of Productivity And Demand Shocks In The Us Economy," Journal of the European Economic Association, European Economic Association, vol. 12(1), pages 153-176, February.
  30. Dong He & Paul Luk & Wenlang Zhang, 2016. "Internationalisation of the Renminbi as an Investing and a Funding Currency: Analytics and Prospects," Pacific Economic Review, Wiley Blackwell, vol. 21(3), pages 295-323, August.
  31. Joseph Steinberg, 2018. "International Portfolio Diversification and the Structure of Global Production," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 195-219, July.
  32. Yao, Wen, 2019. "International business cycles and financial frictions," Journal of International Economics, Elsevier, vol. 118(C), pages 283-291.
  33. Bergin, Paul R. & Pyun, Ju Hyun, 2016. "International portfolio diversification and multilateral effects of correlations," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 52-71.
  34. Ueda, Kozo, 2012. "Banking globalization and international business cycles: Cross-border chained credit contracts and financial accelerators," Journal of International Economics, Elsevier, vol. 86(1), pages 1-16.
  35. Bianca De Paoli & Anna Lipinska, 2012. "Capital controls: a normative analysis," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-36.
  36. Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2013. "Banks, Sovereign Debt, and the International Transmission of Business Cycles," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 181-213.
  37. Anmol Bhandari & David Evans & Mikhail Golosov & Thomas Sargent, 2019. "The Optimal Maturity of Government Debt," 2019 Meeting Papers 1011, Society for Economic Dynamics.
  38. 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.
  39. Giovanni Lombardo & Luca Dedola, 2011. "Financial frictions, financial integration and the international propagation of shocks," Research Bulletin, European Central Bank, vol. 14, pages 5-10.
  40. 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.
  41. 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.
  42. Tarek A. Hassan & Thomas M. Mertens, 2014. "Information Aggregation in a DSGE Model," NBER Working Papers 20193, National Bureau of Economic Research, Inc.
  43. 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.
  44. Andrei, Daniel & Carlin, Bruce I., 2023. "Schumpeterian competition in a Lucas economy," Journal of Economic Theory, Elsevier, vol. 208(C).
  45. James Staveley-O'Carroll & Olena M. Staveley-O'Carroll, 2016. "Impact of Pension System Structure on International Financial Capital Allocation," Working Papers 1601, College of the Holy Cross, Department of Economics.
  46. Enders, Almira & Enders, Zeno & Hoffmann, Mathias, 2018. "International financial market integration, asset compositions, and the falling exchange rate pass-through," Journal of International Economics, Elsevier, vol. 110(C), pages 151-175.
  47. 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.
  48. Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2015. "When Bonds Matter: Home Bias in Goods and Assets," SciencePo Working papers Main hal-03470191, HAL.
  49. repec:awi:wpaper:0569 is not listed on IDEAS
  50. Tarek A. Hassan & Thomas M. Mertens, 2017. "The Social Cost of Near-Rational Investment," American Economic Review, American Economic Association, vol. 107(4), pages 1059-1103, April.
  51. Alejandro Justiniano & Giorgio E. Primiceri & Andrea Tambalotti, 2013. "The Effects of the Saving and Banking Glut on the U.S. Economy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 52-67, National Bureau of Economic Research, Inc.
  52. Cacciatore, Matteo & Ghironi, Fabio & Stebunovs, Viktors, 2015. "The domestic and international effects of interstate U.S. banking," Journal of International Economics, Elsevier, vol. 95(2), pages 171-187.
  53. 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.
  54. Tobias Broer, 2008. "The home bias of the poor: terms of trade effects and portfolios across the wealth distribution," Economics Working Papers ECO2008/28, European University Institute.
  55. John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2018. "Benchmarking Portfolio Flows," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(3), pages 527-563, September.
  56. Devereux, Michael B. & Sutherland, Alan, 2008. "Financial globalization and monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1363-1375, November.
  57. Bianca De Paoli & Hande Küçük, 2015. "News shocks, monetary policy, and foreign currency positions," Staff Reports 750, Federal Reserve Bank of New York.
  58. Simone Auer, 2023. "Financial globalization and monetary transmission," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 721-760, May.
  59. Katrin Rabitsch, 2012. "The Role of Financial Market Structure and the Trade Elasticity for Monetary Policy in Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 603-629, June.
  60. 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.
  61. Tille, Cédric & van Wincoop, Eric, 2010. "International capital flows," Journal of International Economics, Elsevier, vol. 80(2), pages 157-175, March.
  62. Philipp Kirchner & Benjamin Schwanebeck, 2020. "Shadow banking and the design of macroprudential policy in a monetary union," MAGKS Papers on Economics 202024, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  63. 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.
  64. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g821o6lsg is not listed on IDEAS
  65. Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," SciencePo Working papers hal-03473901, HAL.
  66. Kavli, Haakon & Viegi, Nicola, 2015. "Portfolio Flows in a two-country RBC model with financial intermediaries," MPRA Paper 66875, University Library of Munich, Germany, revised Sep 2015.
  67. Tarek A. Hassan & Thomas M. Mertens, 2015. "Information Aggregation in a Dynamic Stochastic General Equilibrium Model," NBER Macroeconomics Annual, University of Chicago Press, vol. 29(1), pages 159-207.
  68. 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.
  69. Philip R. Lane & Gian Maria Milesi-Ferretti, 2007. "Europe and global imbalances [‘New rates for new weights’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 22(51), pages 520-573.
  70. Benczur, Peter & Konya, Istvan, 2013. "Convergence, capital accumulation and the nominal exchange rate," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 260-281.
  71. Agustín Bénétrix, 2009. "The anatomy of large valuation episodes," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(3), pages 489-511, October.
  72. Gianluca Benigno & Hande Küçük, 2012. "Portfolio allocation and international risk sharing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 535-565, May.
  73. Zhang, Ning, 2019. "Country portfolios under global imbalances," European Economic Review, Elsevier, vol. 119(C), pages 302-317.
  74. Contessi, Silvio & De Pace, Pierangelo, 2009. "Do European capital flows comove?," The North American Journal of Economics and Finance, Elsevier, vol. 20(2), pages 145-161, August.
  75. Broner, Fernando & Didier, Tatiana & Erce, Aitor & Schmukler, Sergio L., 2013. "Gross capital flows: Dynamics and crises," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 113-133.
  76. Hamano, Masashige, 2013. "The consumption-real exchange rate anomaly with extensive margins," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 26-46.
  77. Ángel Gavilán & Juan A. Rojas, 2009. "Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm," Working Papers 0838, Banco de España.
  78. Hamano, Masashige, 2015. "International equity and bond positions in a DSGE model with variety risk in consumption," Journal of International Economics, Elsevier, vol. 96(1), pages 212-226.
  79. Martinez, Joseba & Sihvonen, Markus, 2019. "Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets," CEPR Discussion Papers 14220, C.E.P.R. Discussion Papers.
  80. Devereux, Michael B. & Sutherland, Alan, 2009. "A portfolio model of capital flows to emerging markets," Journal of Development Economics, Elsevier, vol. 89(2), pages 181-193, July.
  81. 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.
  82. 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.
  83. Katsuhiro Oshima, 2017. "Search-for-Yield and Business Cycles," KIER Working Papers 962, Kyoto University, Institute of Economic Research.
  84. Grzegorz R. Dlugoszek, 2016. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," SFB 649 Discussion Papers SFB649DP2016-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  85. repec:hal:spmain:info:hdl:2441/5glg8brs7n87c8vqcn2qok0961 is not listed on IDEAS
  86. Mukherjee, Rahul, 2015. "Institutions, Corporate Governance and Capital Flows," Journal of International Economics, Elsevier, vol. 96(2), pages 338-359.
  87. Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2022. "Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It," Working Papers 22-14, Federal Reserve Bank of Cleveland.
  88. 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.
  89. He, Dong & Luk, Paul, 2017. "A Model Of Chinese Capital Account Liberalization," Macroeconomic Dynamics, Cambridge University Press, vol. 21(8), pages 1902-1934, December.
  90. Yu, Changhua, 2015. "Evaluating international financial integration in a center-periphery economy," Journal of International Economics, Elsevier, vol. 95(1), pages 129-144.
  91. Maria Teresa Punzi, 2018. "Role of Bank Lending in Financing Green Projects: A Dynamic Stochastic General Equilibrium Approach," Working Papers id:12938, eSocialSciences.
  92. Adams, Jonathan J. & Barrett, Philip, 2021. "Why are countries’ asset portfolios exposed to nominal exchange rates?," Journal of International Money and Finance, Elsevier, vol. 110(C).
  93. Giancarlo Corsetti & Anna Lipinska & Giovanni Lombardo, 2021. "Sharing Asymmetric Tail Risk: Smoothing, Asset Prices and Terms of Trade," International Finance Discussion Papers 1324, Board of Governors of the Federal Reserve System (U.S.).
  94. Gourinchas, Pierre-Olivier & Rey, Hélène, 2014. "External Adjustment, Global Imbalances, Valuation Effects," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 585-645, Elsevier.
  95. Oliver de Groot, 2014. "The Risk Channel of Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 115-160, June.
  96. Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
  97. İrem Zeyneloğlu & Gilbert Koenig, 2016. "Recent Economic Developments and the Implications for Fiscal Policy in Open Economy Macroeconomics," Revue d'économie politique, Dalloz, vol. 126(6), pages 1023-1056.
  98. Pierpaolo Benigno & Salvatore Nisticò, 2012. "International Portfolio Allocation under Model Uncertainty," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 144-189, January.
  99. Lane, Philip R. & Shambaugh, Jay C., 2010. "The long or short of it: Determinants of foreign currency exposure in external balance sheets," Journal of International Economics, Elsevier, vol. 80(1), pages 33-44, January.
  100. Philipp Harms & Mathias Hoffmann & Christina Ortseifer, 2015. "The Home Bias in Equities and Distribution Costs," Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(3), pages 983-1018, July.
  101. Stracca, Livio & Habib, Maurizio Michael, 2013. "Foreign investors and risk shocks: seeking a safe haven or running for the exit?," Working Paper Series 1609, European Central Bank.
  102. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7084aa4m is not listed on IDEAS
  103. Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2022. "A natural level of capital flows," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 1-16.
  104. Okawa, Yohei & van Wincoop, Eric, 2012. "Gravity in International Finance," Journal of International Economics, Elsevier, vol. 87(2), pages 205-215.
  105. repec:hal:spmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91 is not listed on IDEAS
  106. 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.
  107. Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
  108. Martinez, Joseba & Philippon, Thomas & Sihvonen, Markus, 2022. "Does a currency union need a capital market union?," Journal of International Economics, Elsevier, vol. 139(C).
  109. Khalil, Makram, 2019. "Cross-border portfolio diversification under trade linkages," Journal of Monetary Economics, Elsevier, vol. 104(C), pages 114-128.
  110. Ning Zhang, 2017. "Two-way capital flows: A risk-sharing approach," Working Papers 2019_09, Business School - Economics, University of Glasgow.
  111. Kim, Kyounghun & Kim, Sunghyun Henry, 2021. "Explaining equity home bias using hedging motives against real exchange rate and wage risks," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 30-43.
  112. Kopoin, Alexandre, 2015. "Cross-border Banking, Spillover Effects and International Business Cycles," MPRA Paper 65515, University Library of Munich, Germany, revised 06 Apr 2015.
  113. Stanley W. Black, 2015. "The Portfolio Theory of Exchange Rates—Then and Now," Review of International Economics, Wiley Blackwell, vol. 23(2), pages 379-386, May.
  114. Thomas Philippon & Joseba Martinez, 2015. "Does a Currency Union Need a Capital Market Union?," 2015 Meeting Papers 501, Society for Economic Dynamics.
  115. M. Hashem Pesaran & TengTeng Xu, 2013. "Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults," Staff Working Papers 13-19, Bank of Canada.
  116. Rohan Kekre & Moritz Lenel, 2022. "Monetary Policy, Redistribution, and Risk Premia," Econometrica, Econometric Society, vol. 90(5), pages 2249-2282, September.
  117. Florez-Orrego, Sergio & Maggiori, Matteo & Schreger, Jesse & Sun, Ziwen & Tinda, Serdil, 2023. "Global Capital Allocation," SocArXiv 5s6n3, Center for Open Science.
  118. Eylem Ersal Kiziler, 2011. "Growth Shocks and Portfolio Flows," Working Papers 11-02, UW-Whitewater, Department of Economics.
  119. Hande Kucuk & Alan Sutherland, 2015. "International Risk Sharing and Portfolio Choice with Non-separable Preferences," Working Papers 1517, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  120. Markus Sihvonen, 2023. "Equity Home Bias in a Capital Market Union," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 953-999, December.
  121. 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.
  122. Tovar, Camilo Ernesto, 2009. "DSGE Models and Central Banks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-31.
  123. Kieran Walsh, 2014. "Portfolio Choice and Partial Default in Emerging Markets: a quantitative analysis," 2014 Meeting Papers 789, Society for Economic Dynamics.
  124. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
  125. Giancarlo Corsetti & Anna Lipinska & Giovanni Lombardo, 2019. "Asset Prices and Risk Sharing. The Valuation Effects of Capital Market Integration," 2019 Meeting Papers 679, Society for Economic Dynamics.
  126. Ning Zhang, 2018. "Asset home bias in debtor and creditor countries," Working Papers 2019_11, Business School - Economics, University of Glasgow.
  127. Bruno Bonizzi, 2013. "Capital Flows to Emerging Markets: An alternative Theoretical Framework," Working Papers 186, Department of Economics, SOAS University of London, UK.
  128. 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.
  129. Mark A. Wynne, 2008. "First steps: developing a research agenda on globalization and monetary policy," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 4-13.
  130. Enrique G. Mendoza, 2009. "Comment on "Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2007, pages 395-400, National Bureau of Economic Research, Inc.
  131. repec:hal:spmain:info:hdl:2441/5djvq5crl99rmab9vc66fecm3h is not listed on IDEAS
  132. Devereux, Michael B. & Saito, Makoto & Yu, Changhua, 2020. "International capital flows, portfolio composition, and the stability of external imbalances," Journal of International Economics, Elsevier, vol. 127(C).
  133. Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers 13-2011, Economics Section, The Graduate Institute of International Studies.
  134. Ning Zhang, 2019. "Asset home bias in debtor and creditor countries," 2019 Meeting Papers 850, Society for Economic Dynamics.
  135. Haddow, Abigail & Mileva, Mariya, 2013. "Financial factors and the international transmission mechanism," Bank of England working papers 479, Bank of England.
  136. Shen, Hewei, 2022. "Financial integration and the correlation between international debt and equity flows," Journal of International Money and Finance, Elsevier, vol. 122(C).
  137. Ning Zhang, 2017. "Country portfolios with habit persistence," Working Papers 2019_10, Business School - Economics, University of Glasgow.
  138. Hu, Chenyue, 2020. "Industrial specialization matters: A new angle on equity home Bias," Journal of International Economics, Elsevier, vol. 126(C).
  139. Staveley-O’Carroll, James & Staveley-O’Carroll, Olena M., 2017. "Impact of pension system structure on international financial capital allocation," European Economic Review, Elsevier, vol. 95(C), pages 1-22.
  140. Péter Karádi (ed.), 2009. "Rethinking Business Cycle Models – Workshop at the MNB," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 4(3), pages 27-38, October.
  141. Broer, Tobias, 2017. "The home bias of the poor: Foreign asset portfolios across the wealth distribution," European Economic Review, Elsevier, vol. 92(C), pages 74-91.
  142. Corsetti, Giancarlo & Lipinska, Anna & Lombardo, Giovanni, 2021. "Sharing Asymmetric Tail Risk: Smoothing, Asset Pricing and Terms of Trade," CEPR Discussion Papers 16443, C.E.P.R. Discussion Papers.
  143. Benjamin Carton, 2011. "The Impossible Trinity Revised: An Application to China," Working Papers 2011-27, CEPII research center.
  144. Ning Zhang, 2017. "Country portfolios with habit persistence," Working Papers 2019-10, Business School - Economics, University of Glasgow.
  145. Mr. Guy M Meredith, 2007. "Debt Dynamics and Global Imbalances: Some Conventional Views Reconsidered," IMF Working Papers 2007/004, International Monetary Fund.
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