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.
- 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.
- Benigno, Gianluca & Küçük-Tuger, Hande, 2011. "Portfolio allocation and international risk sharing," LSE Research Online Documents on Economics 121727, London School of Economics and Political Science, LSE Library.
- Gianluca Benigno & Hande Küçük-Tuger, 2011. "Portfolio Allocation and International Risk Sharing," CEP Discussion Papers dp1048, Centre for Economic Performance, LSE.
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Cited by:
- Emmanuel Farhi & Gita Gopinath & Oleg Itskhoki, 2014.
"Fiscal Devaluations,"
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More about this item
Keywords
Consumption-real exchange rate anomaly; Incomplete financial markets; international risk sharing; Portfolio choice;All these keywords.
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-OPM-2012-03-28 (Open Economy Macroeconomics)
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