Portfolio Allocation and International Risk Sharing
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- Gianluca Benigno & Hande Küçük, 2012. "Portfolio allocation and international risk sharing," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 535-565, May.
- Benigno, Gianluca & Küçük, Hande, 2012. "Portfolio Allocation and International Risk Sharing," CEPR Discussion Papers 8810, C.E.P.R. Discussion Papers.
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Citations
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Cited by:
- Emmanuel Farhi & Gita Gopinath & Oleg Itskhoki, 2014.
"Fiscal Devaluations,"
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Oxford University Press, vol. 81(2), pages 725-760.
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More about this item
Keywords
Portfolio choice; incomplete financial markets; international risk sharing; consumption-real exchange rate anomaly;JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2011-04-23 (All new papers)
- NEP-CBA-2011-04-23 (Central Banking)
- NEP-DGE-2011-04-23 (Dynamic General Equilibrium)
- NEP-OPM-2011-04-23 (Open Economy Macroeconomics)
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