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Citations for "The International Diversification Puzzle Is Not as Bad as You Think"

by Fabrizio Perri & Jonathan Heathcote

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  1. Heathcote, Jonathan & Perri, Fabrizio, 2013. "Assessing International Efficiency," CEPR Discussion Papers 9424, C.E.P.R. Discussion Papers.
  2. Karabarbounis, Loukas, 2010. "Labor wedges and open economy puzzles," MPRA Paper 31370, University Library of Munich, Germany.
  3. Pau Rabanal & Juan Rubio-Ramirez & Diego Vilan & Federico Mandelman, 2010. "Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment," 2010 Meeting Papers 1175, Society for Economic Dynamics.
  4. Fabrizio Perri & Jonathan Heathcote, 2007. "The International Diversification Puzzle Is Not as Bad as You Think," Working Papers 2007-3, University of Minnesota, Department of Economics, revised 08 Oct 2007.
  5. Viktoria Hnatkovska & Martin Evans, 2005. "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005 419, Society for Computational Economics.
  6. Hamano Masashige, 2012. "International equity and bond positions in a DSGE model with variety risk in consumption," CREA Discussion Paper Series 12-05, Center for Research in Economic Analysis, University of Luxembourg.
  7. Michael B. Devereux & Ozge Senay & Alan Sutherland, 2012. "Nominal Stability and Financial Globalization," NBER Working Papers 17796, National Bureau of Economic Research, Inc.
  8. Hnatkovska, Viktoria, 2010. "Home bias and high turnover: Dynamic portfolio choice with incomplete markets," Journal of International Economics, Elsevier, vol. 80(1), pages 113-128, January.
  9. Evans, Martin D.D. & Hnatkovska, Viktoria V., 2014. "International capital flows, returns and world financial integration," Journal of International Economics, Elsevier, vol. 92(1), pages 14-33.
  10. Nguyen, Ha, 2011. "Valuation effects with transitory and trend productivity shocks," Journal of International Economics, Elsevier, vol. 85(2), pages 245-255.
  11. Akito Matsumoto & Charles Engel, 2005. "Portfolio Choice in a Monetary Open-Economy DSGE Model," IMF Working Papers 05/165, International Monetary Fund.
  12. Michael B. Devereux & Makoto Saito, 2006. "A Portfolio Theory of International Capital Flows," Working Papers 112006, Hong Kong Institute for Monetary Research.
  13. Nicolas Coeurdacier & Stéphane Guibaud, 2005. "A dynamic equilibrium model of imperfectly integrated financial markets," PSE Working Papers halshs-00590775, HAL.
  14. 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.
  15. Pierre-Olivier Gourinchas & Nicolas Coeurdacier, 2008. "When Bonds Matter: Home Bias in Goods and Assets," 2008 Meeting Papers 342, Society for Economic Dynamics.
  16. Koralai Kirabaeva & Assaf Razin, 2009. "Composition of International Capital Flows: A Survey," NBER Working Papers 15599, National Bureau of Economic Research, Inc.
  17. Cedric Tille, 2005. "Financial integration and the wealth effect of exchange rate fluctuations," Staff Reports 226, Federal Reserve Bank of New York.
  18. Athanasios Geromichalos & Ina Simonovska, 2011. "Asset Liquidity and International Portfolio Choice," NBER Working Papers 17331, National Bureau of Economic Research, Inc.
  19. Gabriel Mougani, 2012. "Working Paper 144 - An Analysis of the Impact of Financial Integration on Economic Activity and Macroeconomic Volatility in Africa within the Financial Globalization Context," Working Paper Series 375, African Development Bank.
  20. Sa, Filipa & Viani, Francesca, 2011. "Shifts in portfolio preferences of international investors: an application to sovereign wealth funds," Bank of England working papers 423, Bank of England.
  21. Imbs, Jean & Mejean, Isabelle, 2009. "Elasticity Optimism," CEPR Discussion Papers 7177, C.E.P.R. Discussion Papers.
  22. Alessandro Barattieri, 2011. "Comparative Advantage, Service Trade, and Global Imbalances," Cahiers de recherche 1134, CIRPEE.
  23. Roland Straub & Luca Dedola & Giovanni Lombardo, 2011. "Home bias and portfolio dynamics in a multi-country model," 2011 Meeting Papers 1037, Society for Economic Dynamics.
  24. Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015. "Portfolio and welfare consequences of debt market dominance," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 89-101.
  25. Akito Matsumoto & Charles Engel, 2009. "International Risk Sharing; Through Equity Diversification or Exchange Rate Hedging?," IMF Working Papers 09/138, International Monetary Fund.
  26. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Journal of International Economics, Elsevier, vol. 80(1), pages 100-112, January.
  27. Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2009. "The Valuation Channel of External Adjustment," Boston College Working Papers in Economics 722, Boston College Department of Economics.
  28. Harald Hau & Helene Rey, 2008. "Home Bias at the Fund Level," American Economic Review, American Economic Association, vol. 98(2), pages 333-338, May.
  29. Rahul Mukherjee, 2011. "Country Portfolios with Imperfect Corporate Governance," IHEID Working Papers 08-2011, Economics Section, The Graduate Institute of International Studies.
  30. Taha Choukhmane & Nicolas Coeurdacier & Keyu Jin, 2014. "The One-Child Policy and Household Savings," Sciences Po publications info:hdl:2441/5e8993t1rs8, Sciences Po.
  31. Backus, David & Coleman, Chase & Ferriere, Axelle & Lyon, Spencer, 2016. "Pareto weights as wedges in two-country models," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 98-110.
  32. Michael B. Devereux & Alan Sutherland, 2011. "Country Portfolios In Open Economy Macro‐Models," Journal of the European Economic Association, European Economic Association, vol. 9(2), pages 337-369, 04.
  33. Hideaki Hirata, 2014. "Preference Shocks, International Frictions, and International Business Cycles," Working Paper 164446, Harvard University OpenScholar.
  34. 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.
  35. Eric Van Wincoop & Cedric Tille, 2007. "International Capital Flows," NBER Working Papers 12856, National Bureau of Economic Research, Inc.
  36. Coeurdacier, Nicolas, 2006. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," ESSEC Working Papers DR 06011, ESSEC Research Center, ESSEC Business School.
  37. Vadym Volosovych, 2006. "Risk Sharing from International Factor Income: Explaining Cross-Country Differences," Working Papers 06008, Department of Economics, College of Business, Florida Atlantic University, revised Jan 2009.
  38. Pierre-Olivier Gourinchas, 2006. "The Research Agenda: Pierre-Olivier Gourinchas on Global Imbalances and Financial Factors," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 7(2), pages -, April.
  39. Nicolas Coeurdacier & Hélène Rey, 2011. "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers 17691, National Bureau of Economic Research, Inc.
  40. Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
  41. Vicente Tuesta & Juan F. Rubio-Ramirez & Pau Rabanal, 2009. "Cointegrated TFP Processes and International Business Cycles," IMF Working Papers 09/212, International Monetary Fund.
  42. Jung, Kuk Mo, 2015. "Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns," MPRA Paper 67416, University Library of Munich, Germany.
  43. Gammadigbé, Vigninou, 2012. "Les cycles économiques des pays de l'UEMOA: synchrones ou déconnectés?
    [Business cycles in the WAEMU countries: synchronous or disconnected?]
    ," MPRA Paper 39400, University Library of Munich, Germany, revised Jun 2012.
  44. Akito Matsumoto, 2007. "The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice," IMF Working Papers 07/163, International Monetary Fund.
  45. Karen K. Lewis & Edith X. Liu, 2012. "International Consumption Risk Is Shared After All: An Asset Return View," NBER Working Papers 17872, National Bureau of Economic Research, Inc.
  46. Eugeni, Sara, 2015. "Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects," MPRA Paper 63549, University Library of Munich, Germany.
  47. 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, vol. 17(4), pages 623-644, September.
  48. Fabrice Collard & Harris Dellas & Behzad Diba & Alan Stockman, 2007. "Goods Trade and International Equity Portfolios," NBER Working Papers 13612, National Bureau of Economic Research, Inc.
  49. Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
  50. Raffo, Andrea, 2010. "Technology Shocks: Novel Implications for International Business Cycles," CEPR Discussion Papers 7980, C.E.P.R. Discussion Papers.
  51. Küçük, Hande & Sutherland, Alan, 2015. "International Risk Sharing and Portfolio Choice with Non-separable Preferences," CEPR Discussion Papers 10724, C.E.P.R. Discussion Papers.
  52. Tobias Broer, 2013. "The home bias of the poor: terms of trade effects and portfolios across the wealth distribution," 2013 Meeting Papers 618, Society for Economic Dynamics.
  53. Lorenzo Bretscher & Christian Julliard & Carlo Rosa, 2015. "Human capital and international portfolio diversification: a reappraisal," LSE Research Online Documents on Economics 65091, London School of Economics and Political Science, LSE Library.
  54. Martin D. D. Evans & Viktoria Hnatkovska, 2005. "Solving General Equilibrium Models with Incomplete Markets and Many Assets," NBER Technical Working Papers 0318, National Bureau of Economic Research, Inc.
  55. Yunyong Thaicharoen & Sra Chuenchoksan & Ashvin Ahuja, 2007. "Big elephants in small ponds: Risk absorption, risk diversification and management of capital flows," Working Papers 2007-02, Economic Research Department, Bank of Thailand.
  56. Thomas Philippon & Joseba Martinez, 2015. "Does a Currency Union Need a Capital Market Union?," 2015 Meeting Papers 501, Society for Economic Dynamics.
  57. Biener, Christian & Eling, Martin & Jia, Ruo, 2016. "The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope," Working Papers on Finance 1603, University of St. Gallen, School of Finance.
  58. Jiang, Mingming, 2016. "By force of demand: Explaining cyclical fluctuations of international trade and government spending," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 249-267.
  59. Schüder, Stefan, 2011. "Monetary policy trade-offs in a portfolio model with endogenous asset supply," Center for European, Governance and Economic Development Research Discussion Papers 127, University of Goettingen, Department of Economics.
  60. Cook, David & Xu, Juanyi, 2015. "Eurosclerosis and international business cycles," Journal of International Economics, Elsevier, vol. 95(1), pages 54-67.
  61. 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.
  62. Wen Yao, 2012. "International Business Cycles and Financial Frictions," Staff Working Papers 12-19, Bank of Canada.
  63. Akito Matsumoto & Charles Engel, 2009. "The International Diversification Puzzle when Goods Prices Are Sticky; It's Really About Exchange-Rate Hedging, not Equity Portfolios," IMF Working Papers 09/12, International Monetary Fund.
  64. Pierpaolo Benigno & Salvatore Nisticò, 2009. "International Portfolio Allocation under Model Uncertainty," NBER Working Papers 14734, National Bureau of Economic Research, Inc.
  65. 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.
  66. Nicolas Coeurdacier, 2011. "Limited participation and International Risk-Sharing," 2011 Meeting Papers 613, Society for Economic Dynamics.
  67. Kim, Heeho & Cho, Seong-Hoon & Kim, Yongku, 2015. "Home bias, risk differential, and cultural spatial spillover effects," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 114-136.
  68. Marta Arespa, 2011. "A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversifi cation and Firms Entry," Working Papers XREAP2011-15, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2011.
  69. Andrea Raffo, 2006. "Net exports, consumption volatility, and international real business cycle models," Research Working Paper RWP 06-01, Federal Reserve Bank of Kansas City.
  70. Jean-Olivier Hairault & Thepthida Sopraseuth, 2008. "Fluctuations Internationales et Dynamique du Taux de Change," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00270284, HAL.
  71. Khalil, Makram, 2016. "Cross-Border Portfolio Diversification under Trade Linkages," Annual Conference 2016 (Augsburg): Demographic Change 145811, Verein für Socialpolitik / German Economic Association.
  72. Keyu Jin & Nicolas Coeurdacier, 2013. "The One-Child Policy and Household Savings in China," 2013 Meeting Papers 790, Society for Economic Dynamics.
  73. David Amdur, 2009. "International Diversification in Debt vs Equity," Working Papers gueconwpa~09-09-01, Georgetown University, Department of Economics.
  74. Andreas Stathopoulos, 2012. "Portfolio Home Bias and External Habit Formation," 2012 Meeting Papers 502, Society for Economic Dynamics.
  75. De Paoli, Bianca & Küçük-Tuğer, Hande & Søndergaard, Jens, 2010. "Monetary policy rules and foreign currency positions," Bank of England working papers 403, Bank of England.
  76. Martin Berka, 2015. "Comment on: Cross-border portfolios: assets, liabilities and wealth transfers," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 25-28 Bank for International Settlements.
  77. Bretscher, Lorenzo & Julliard, Christian & Rosa, Carlo, 2016. "Human capital and international portfolio diversification: A reappraisal," Journal of International Economics, Elsevier, vol. 99(S1), pages 78-96.
  78. Laura Alfaro & Fabio Kanczuk, 2013. "Debt Redemption and Reserve Accumulation," NBER Working Papers 19098, National Bureau of Economic Research, Inc.
  79. Fidrmuc, Jarko & Foster, Neil & Scharler, Johann, 2011. "Labour market rigidities and international risk sharing across OECD countries," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 660-677, June.
  80. Robert Kollmann & Nicolas Coeurdacier, 2008. "International Portfolios, Current Account Dynamics and Capital Accumulation," 2008 Meeting Papers 817, Society for Economic Dynamics.
  81. Dey, Jaya, 2013. "The role of investment-specific technology shocks in driving international business cycles: a bayesian approach," MPRA Paper 57803, University Library of Munich, Germany, revised 06 Aug 2014.
  82. repec:got:cegedp:127 is not listed on IDEAS
  83. Coeurdacier, Nicolas & Guibaud, Stéphane, 2006. "International Portfolio Diversification Is Better Than You Think," ESSEC Working Papers DR 06013, ESSEC Research Center, ESSEC Business School.
  84. Koralai Kirabaeva & Assaf Razin, 2010. "Composition of Capital Flows: A Survey," NBER Working Papers 16492, National Bureau of Economic Research, Inc.
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