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Optimal currency diversification for a class of risk-averse international investors

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  • de Macedo, Jorge Braga

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  • de Macedo, Jorge Braga, 1983. "Optimal currency diversification for a class of risk-averse international investors," Journal of Economic Dynamics and Control, Elsevier, vol. 5(1), pages 173-185, February.
    • Handle: RePEc:eee:dyncon:v:5:y:1983:i:1:p:173-185
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    Cited by:

    1. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
    2. Tille, Cédric & van Wincoop, Eric, 2010. "International capital flows," Journal of International Economics, Elsevier, vol. 80(2), pages 157-175, March.
    3. Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," SciencePo Working papers hal-01069440, HAL.
    4. Puri, Tribhuvan N., 1996. "Capital flows and net international investment," International Review of Financial Analysis, Elsevier, vol. 5(2), pages 113-130.
    5. Jorge Braga de Macedo & Jeffrey Goldstein & David Meerschwam, 1984. "International Portfolio Diversification: Short-Term Financial Assets and Gold," NBER Chapters, in: Exchange Rate Theory and Practice, pages 199-238, National Bureau of Economic Research, Inc.
    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. repec:zbw:bofrdp:1992_017 is not listed on IDEAS
    8. Bingham, T.R.G., 1992. "The Ecu and reserve management," Research Discussion Papers 17/1992, Bank of Finland.
    9. van Wincoop, Eric & Warnock, Francis E., 2010. "Can trade costs in goods explain home bias in assets?," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1108-1123, October.
    10. repec:hal:wpspec:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
    11. repec:zbw:bofrdp:1989_028 is not listed on IDEAS
    12. Haoyuan Ding & Xiao Li & Jiezhou Ying, 2023. "Anti‐dumping Policies and International Portfolio Allocation: The View from the Global Funds," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(2), pages 58-83, March.
    13. Bingham, T.R.G., 1992. "The Ecu and reserve management," Bank of Finland Research Discussion Papers 17/1992, Bank of Finland.
    14. repec:hal:spmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91 is not listed on IDEAS
    15. Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," SciencePo Working papers Main hal-01069440, HAL.
    16. Rikkonen, Kaija-Leena, 1989. "The optimal currency distribution of a central bank's foreign exchange reserves," Research Discussion Papers 28/1989, Bank of Finland.
    17. 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.
    18. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
    19. Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," SciencePo Working papers hal-03473901, HAL.

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