Advanced Search
MyIDEAS: Login

Citations for "Portfolio Choice in a Monetary Open-Economy DSGE Model"

by Charles Engel & Akito Matsumoto

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Devereux, Michael B., 2009. "A simple model of emerging market portfolio structure," International Review of Economics & Finance, Elsevier, Elsevier, vol. 18(3), pages 457-468, June.
  2. Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2011. "When Bonds Matter: Home Bias in Goods and Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8649, C.E.P.R. Discussion Papers.
  3. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6482, C.E.P.R. Discussion Papers.
  4. Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics, Boston College Department of Economics 722, Boston College Department of Economics.
  5. Devereux, Michael B & Sutherland, Alan, 2007. "Country Portfolio Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6208, C.E.P.R. Discussion Papers.
  6. Michael B. Devereux & Alan Sutherland, 2008. "Country portfolios in open economy macro models," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 09, Federal Reserve Bank of Dallas.
  7. Philip R. Lane & Gian Maria Milesi-Ferretti, 2007. "Europe and Global Imbalances," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp226, IIIS.
  8. Ester Faia & Tommaso Monacelli, 2008. "Optimal Monetary Policy in a Small Open Economy with Home Bias," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 40(4), pages 721-750, 06.
  9. Pierpaolo Benigno, 2007. "Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles," NBER Working Papers 13173, National Bureau of Economic Research, Inc.
  10. Guy Meredith, 2007. "Debt Dynamics and Global Imbalances," IMF Working Papers, International Monetary Fund 07/4, International Monetary Fund.
  11. repec:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g708n2m4m is not listed on IDEAS
  12. 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, Elsevier, vol. 80(1), pages 33-44, January.
  13. Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers 12389, National Bureau of Economic Research, Inc.
  14. Philip R. Lane & Jay C. Shambaugh, 2010. "Financial Exchange Rates and International Currency Exposures," American Economic Review, American Economic Association, American Economic Association, vol. 100(1), pages 518-40, March.
  15. Michael B Devereux & Alan Sutherland, 2007. " Country Portfolio Dynamics," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis 0706, Centre for Dynamic Macroeconomic Analysis.
  16. Harald Hau & Helene Rey, 2008. "Home Bias at the Fund Level," American Economic Review, American Economic Association, American Economic Association, vol. 98(2), pages 333-38, May.
  17. Coeurdacier, Nicolas, 2008. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6991, C.E.P.R. Discussion Papers.
  18. Jonathan Heathcote & Fabrizio Perri, 2007. "The international diversification puzzle is not as bad as you think," Staff Report, Federal Reserve Bank of Minneapolis 398, Federal Reserve Bank of Minneapolis.
  19. Hnatkovska, Viktoria, 2010. "Home bias and high turnover: Dynamic portfolio choice with incomplete markets," Journal of International Economics, Elsevier, Elsevier, vol. 80(1), pages 113-128, January.
  20. Bénétrix, Agustín S., 2007. "The Anatomy of Large Valuation Episodes," MPRA Paper 4925, University Library of Munich, Germany.
  21. Pierpaolo Benigno, 2006. "Are Valuation Effects Desirable from a Global Perspective?," NBER Working Papers 12219, National Bureau of Economic Research, Inc.
  22. Philippe Bacchetta & Eric van Wincoop, 2005. "Rational Inattention: A Solution to the Forward Discount Puzzle," FAME Research Paper Series, International Center for Financial Asset Management and Engineering rp156, International Center for Financial Asset Management and Engineering.
  23. Devereux, Michael B & Sutherland, Alan, 2007. "Financial Globalization and Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6147, C.E.P.R. Discussion Papers.
  24. Akito Matsumoto, 2007. "The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice," IMF Working Papers, International Monetary Fund 07/163, International Monetary Fund.
  25. Robert Kollmann & Nicolas Coeurdacier, 2008. "International Portfolios, Current Account Dynamics and Capital Accumulation," 2008 Meeting Papers 817, Society for Economic Dynamics.
  26. Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. External Returns Differential," NBER Working Papers 15077, National Bureau of Economic Research, Inc.
  27. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios, capital accumulation and foreign assets dynamics," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 27, Federal Reserve Bank of Dallas.
  28. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7485ckbm is not listed on IDEAS
  29. Philippe Bacchetta & Eric van Wincoop, 2005. "Incomplete Information Processing: A Solution to the Forward Discount Puzzle," Working Papers, Swiss National Bank, Study Center Gerzensee 05.03, Swiss National Bank, Study Center Gerzensee.
  30. Devereux, Michael B. & Sutherland, Alan, 2009. "A portfolio model of capital flows to emerging markets," Journal of Development Economics, Elsevier, Elsevier, vol. 89(2), pages 181-193, July.
  31. Tille, Cédric & van Wincoop, Eric, 2010. "International capital flows," Journal of International Economics, Elsevier, Elsevier, vol. 80(2), pages 157-175, March.
  32. Michael B. Devereux & Alan Sutherland, 2007. "Solving for Country Portfolios in Open Economy Macro Models," IMF Working Papers, International Monetary Fund 07/284, International Monetary Fund.
  33. De Moor, Lieven & Sercu, Piet & Vanpée, Rosanne, 2010. "The plausibility of risk estimates and implied costs to international equity investments," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(4), pages 623-644, September.
  34. 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.
  35. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g708n2m4m is not listed on IDEAS
  36. Stephanie Curcuru & Tomas Dvorak & Francis E. Warnock, 2009. "Decomposing the U.S. external returns differential," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 977, Board of Governors of the Federal Reserve System (U.S.).
  37. Eric van Wincoop & Francis E. Warnock, 2006. "Is Home Bias in Assets Related to Home Bias in Goods?," NBER Working Papers 12728, National Bureau of Economic Research, Inc.
  38. Cedric Tille, 2005. "Financial integration and the wealth effect of exchange rate fluctuations," Staff Reports, Federal Reserve Bank of New York 226, Federal Reserve Bank of New York.
  39. Pavlova, Anna & Rigobon, Roberto, 2011. "International Macro-Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8218, C.E.P.R. Discussion Papers.
  40. Rahul Mukherjee, 2011. "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 08-2011, Economics Section, The Graduate Institute of International Studies.
  41. Fidrmuc, Jarko & Foster, Neil & Scharler, Johann, 2011. "Labour market rigidities and international risk sharing across OECD countries," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(4), pages 660-677, June.
  42. Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers, Kiel Institute for the World Economy 2008-30, Kiel Institute for the World Economy.
  43. Roland Straub & Luca Dedola & Giovanni Lombardo, 2011. "Home bias and portfolio dynamics in a multi-country model," 2011 Meeting Papers, Society for Economic Dynamics 1037, Society for Economic Dynamics.
  44. Richard W. Evans, 2012. "Is Openness Inflationary? Policy Commitment and Imperfect Competition," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory 2012-06, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  45. Marques, Luis B, 2007. "Welfare Implications of Exchange Rate Changes," MPRA Paper 5721, University Library of Munich, Germany.
  46. Pang, Ke, 2013. "Financial integration, nominal rigidity, and monetary policy," International Review of Economics & Finance, Elsevier, Elsevier, vol. 25(C), pages 75-90.
  47. Curcuru, Stephanie E. & Dvorak, Tomas & Warnock, Francis E., 2010. "Decomposing the U.S. external returns differential," Journal of International Economics, Elsevier, Elsevier, vol. 80(1), pages 22-32, January.
  48. Michael B. Devereux, 2007. "Financial Globalization and Emerging Market Portfolios," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(S1), pages 101-130, December.
  49. Leon, Jorge, 2010. "International Portfolios and the U.S. Current Account," MPRA Paper 45281, University Library of Munich, Germany.
  50. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p80a37 is not listed on IDEAS
  51. Kai Guo & Keyu Jin, 2009. "Composition and growth effects of the current account: a synthesized portfolio view," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 25826, London School of Economics and Political Science, LSE Library.
  52. Michael B. Devereux & Makoto Saito, 2006. "A Portfolio Theory of International Capital Flows," Working Papers, Hong Kong Institute for Monetary Research 112006, Hong Kong Institute for Monetary Research.
  53. Michael Kumhof, 2010. "International Currency Portfolios," 2010 Meeting Papers, Society for Economic Dynamics 84, Society for Economic Dynamics.
  54. Anna Pavlova & Roberto Rigobon, 2008. "The Role of Portfolio Constraints in the International Propagation of Shocks," Review of Economic Studies, Oxford University Press, vol. 75(4), pages 1215-1256.
  55. Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2006. "Home bias in global bond and equity markets: the role of real exchange rate volatility," Working Paper Series, European Central Bank 0685, European Central Bank.
  56. David Amdur, 2009. "International Diversification in Debt vs Equity," Working Papers, Georgetown University, Department of Economics gueconwpa~09-09-01, Georgetown University, Department of Economics.
  57. Richard W. Evans, 2007. "Is openness inflationary? Imperfect competition and monetary market power," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 01, Federal Reserve Bank of Dallas.
  58. Milani, Fabio, 2011. "The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(1), pages 111-129, February.
  59. Stéphane Guibaud & Nicolas Coeurdacier, 2008. "A dynamic equilibrium of imperfectly integrated financial markets," Sciences Po publications, Sciences Po info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  60. Marta Arespa, 2011. "A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) XREAP2011-15, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2011.
  61. Jean-Olivier Hairault & Thepthida Sopraseuth, 2008. "Fluctuations Internationales et Dynamique du Taux de Change," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL halshs-00270284, HAL.
  62. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "Return Volatility and International Portfolio Choice," 2007 Meeting Papers, Society for Economic Dynamics 474, Society for Economic Dynamics.
  63. repec:hal:journl:halshs-00270284 is not listed on IDEAS
  64. Nicolas Coeurdacier, 2011. "Limited participation and International Risk-Sharing," 2011 Meeting Papers, Society for Economic Dynamics 613, Society for Economic Dynamics.