International Portfolios: A Comparison of Solution Methods
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- 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.
- Viktor Tsyrennikov & Serhiy Stepanchuk & Katrin Rabitsch, 2013. "International Portfolios: A Comparison of Solution Methods," 2013 Meeting Papers 1146, Society for Economic Dynamics.
- Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series 4068, WU Vienna University of Economics and Business.
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Citations
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Cited by:
- Michael Siemer & Adrien Verdelhan & Francois Gourio, 2015. "Uncertainty and International Capital Flows," 2015 Meeting Papers 880, Society for Economic Dynamics.
- Rabitsch, Katrin & Stepanchuk, Serhiy, 2014.
"A two-period model with portfolio choice: Understanding results from different solution methods,"
Economics Letters,
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- Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," FinMaP-Working Papers 6, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Paper Series 4076, WU Vienna University of Economics and Business.
- 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.
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"International R&D Spillovers and Asset Prices,"
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- Gavazzoni, Federico & Santacreu, Ana Maria, 2015. "International R&D Spillovers and Asset Prices," Working Papers 2015-41, Federal Reserve Bank of St. Louis.
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"Solving DSGE Portfolio Choice Models with Asymmetric Countries,"
SFB 649 Discussion Papers
SFB649DP2016-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Dlugoszek, Grzegorz, 2017. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168182, Verein für Socialpolitik / German Economic Association.
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- Coeurdacier, Nicolas & Rey, Hélène & Winant, Pablo, 2015.
"Financial Integration and Growth in a Risky World,"
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- Nicolas Coeurdacier & Hélène Rey & Pablo Winant, 2015. "Financial Integration and Growth in a Risky World," NBER Working Papers 21817, National Bureau of Economic Research, Inc.
- Jonathan J Adams & Philip Barrett, 2017. "Resolving International Macro Puzzles with Imperfect Risk Sharing and Global Solution Methods," Working Papers 001003, University of Florida, Department of Economics.
- Robert Ready & Mariano Croce & Federico Gavazzoni & Riccardo Colacito, 2016. "Currency Risk Factors in a Recursive Multi-Country Economy," 2016 Meeting Papers 297, Society for Economic Dynamics.
More about this item
Keywords
Country Portfolios; Solution Methods;JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2014-01-24 (All new papers)
- NEP-MAC-2014-01-24 (Macroeconomics)
- NEP-OPM-2014-01-24 (Open Economy Macroeconomics)
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