IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "International portfolios, capital accumulation and foreign assets dynamics"

by Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as
in new window

  1. Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2006. "The Valuation Channel of External Adjustment," 2006 Meeting Papers 195, Society for Economic Dynamics.
  2. Martin D Evans, 2012. "International Capital Flows and Debt Dynamics," IMF Working Papers 12/175, .
  3. Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," Working Papers hal-01069440, HAL.
  4. Faruk Balli & Sebnem Kalemli-Ozcan & Bent E. Sørensen, 2012. "Risk sharing through capital gains," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 472-492, May.
  5. Devereux, Michael B & Senay, Ozge & Sutherland, Alan, 2013. "Nominal Stability and Financial Globalization," SIRE Discussion Papers 2013-90, Scottish Institute for Research in Economics (SIRE).
  6. Raffo, Andrea, 2010. "Technology Shocks: Novel Implications for International Business Cycles," CEPR Discussion Papers 7980, C.E.P.R. Discussion Papers.
  7. Kollmann, Robert, 2010. "Limited asset market participation and the consumption-real exchange rate anomaly," Globalization and Monetary Policy Institute Working Paper 41, Federal Reserve Bank of Dallas.
  8. Simone Meier, 2013. "Financial globalization and monetary transmission," Globalization and Monetary Policy Institute Working Paper 145, Federal Reserve Bank of Dallas.
  9. 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.
  10. Fernando Broner & Tatiana Didier & Aitor Erce & Sergio L. Schmukler, 2011. "Gross capital flows: dynamics and crises," Working Papers 1039, Banco de España;Working Papers Homepage.
  11. Robert Kollmann, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CAMA Working Papers 2014-70, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
  13. Bergin, Paul R. & Pyun, Ju Hyun, 2016. "International portfolio diversification and multilateral effects of correlations," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 52-71.
  14. Giovanni Lombardo & Luca Dedola, 2010. "Financial Frictions, Financial Integration and the International Propagation of Shocks," 2010 Meeting Papers 288, Society for Economic Dynamics.
  15. 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.
  16. Maurice Obstfeld, 2012. "Does the Current Account Still Matter?," NBER Working Papers 17877, National Bureau of Economic Research, Inc.
  17. Marlène Isoré, 2011. "International Propagation of Financial Shocks in a Search and Matching Environment," FIW Working Paper series 068, FIW.
  18. 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.
  19. Martin D. D. Evans & Viktoria Hnatkovska, 2005. "International Capital Flows, Returns and World Financial Integration," NBER Working Papers 11701, National Bureau of Economic Research, Inc.
  20. Giulia Piccillo, 2013. "Exchange Rates and Asset Prices: Heterogeneous Agents at Work," CESifo Working Paper Series 4257, CESifo Group Munich.
  21. Mukherjee, Rahul, 2015. "Institutions, Corporate Governance and Capital Flows," Journal of International Economics, Elsevier, vol. 96(2), pages 338-359.
  22. Saif Al-Abri, Almukhtar, 2014. "How does terms-of-trade behavior shape international financial integration in primary-commodity exporting economies?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 335-353.
  23. Dedola, Luca & Karadi, Peter & Lombardo, Giovanni, 2013. "Global implications of national unconventional policies," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 66-85.
  24. Eyquem, Aurélien & Kamber, Güneş, 2014. "A Note On The Business Cycle Implications Of Trade In Intermediate Goods," Macroeconomic Dynamics, Cambridge University Press, vol. 18(05), pages 1172-1186, July.
  25. Tobias Broer, 2008. "The home bias of the poor: terms of trade effects and portfolios across the wealth distribution," Economics Working Papers ECO2008/28, European University Institute.
  26. Jonathan Heathcote & Fabrizio Perri, 2013. "The international diversification puzzle is not as bad as you think," Working Papers 472, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  27. Leon, Jorge, 2010. "International Portfolios and the U.S. Current Account," MPRA Paper 45281, University Library of Munich, Germany.
  28. Thomas Philippon & Joseba Martinez, 2015. "Does a Currency Union Need a Capital Market Union?," 2015 Meeting Papers 501, Society for Economic Dynamics.
  29. Michael B Devereux, 2013. "Inflation and financial globalisation," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 119-128 Bank for International Settlements.
  30. Robert KOLLMANN, 2011. "Global Banking and International Business Cycles," 2011 Meeting Papers 20, Society for Economic Dynamics.
  31. Kollmann, Robert, 2012. "Global Banks, Financial Shocks and International Business Cycles: Evidence from an Estimated Model," CEPR Discussion Papers 8985, C.E.P.R. Discussion Papers.
  32. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81klb0rk is not listed on IDEAS
  33. Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers 13-2011, Economics Section, The Graduate Institute of International Studies.
  34. Robert Kollmann, 2016. "International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences," Working Papers ECARES ECARES 2016-13, ULB -- Universite Libre de Bruxelles.
  35. Filippo Brutti & Philip Sauré, 2016. "Repatriation Of Debt In The Euro Crisis," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 145-174, 02.
  36. Masashige Hamano, 2010. "The consumption-real exchange rate anomaly with extensive margin," Post-Print halshs-00554871, HAL.
  37. Michael B. Devereux & Alan Sutherland, 2009. "Valuation Effects and the Dynamics of Net External Assets," NBER Working Papers 14794, National Bureau of Economic Research, Inc.
  38. Ersal-Kiziler, Eylem, 2016. "International portfolio flows with growth shocks," Economics Letters, Elsevier, vol. 141(C), pages 84-86.
  39. Hobza, Alexandr & Zeugner, Stefan, 2014. "Current accounts and financial flows in the euro area," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 291-313.
  40. 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.
  41. Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015. "Portfolio and welfare consequences of debt market dominance," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 89-101.
  42. Peter N. Ireland, 2011. "Stochastic Growth in the United States and Euro Area," NBER Working Papers 16681, National Bureau of Economic Research, Inc.
  43. Kollmann, Robert, 2009. "Government Purchases and the Real Exchange Rate," CEPR Discussion Papers 7427, C.E.P.R. Discussion Papers.
  44. David Amdur, 2009. "International Diversification in Debt vs Equity," Working Papers gueconwpa~09-09-01, Georgetown University, Department of Economics.
  45. Benigno, Gianluca & Küçük, Hande, 2012. "Portfolio Allocation and International Risk Sharing," CEPR Discussion Papers 8810, C.E.P.R. Discussion Papers.
  46. Joern Kleinert & Katja Neugebauer, 2012. "All You Need Is Trade: On the In(ter)dependence of Trade and Asset Holdings in Gravity Equations," IAW Discussion Papers 80, Institut für Angewandte Wirtschaftsforschung (IAW).
  47. Robert Kollmann, 2015. "Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite," 2015 Meeting Papers 1397, Society for Economic Dynamics.
  48. Tille, Cédric & van Wincoop, Eric, 2014. "Solving DSGE portfolio choice models with dispersed private information," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 1-24.
  49. Nicolas Coeurdacier, 2009. "Theoretical perspectives on financial globalization: trade costs and equity home bias," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  50. David Amdur & Eylem Ersal Kiziler, 2014. "Trend shocks and the countercyclical U.S. current account," Canadian Journal of Economics, Canadian Economics Association, vol. 47(2), pages 494-516, May.
  51. Akito Matsumoto & Charles Engel, 2009. "International Risk Sharing; Through Equity Diversification or Exchange Rate Hedging?," IMF Working Papers 09/138, .
  52. Andreas Stathopoulos, 2012. "Portfolio Home Bias and External Habit Formation," 2012 Meeting Papers 502, Society for Economic Dynamics.
  53. Nicolas Coeurdacier, 2009. "Theoretical perspectives on financial globalization: trade costs and equity home bias," Working Papers hal-01063456, HAL.
  54. Nguyen, Ha, 2011. "Valuation effects with transitory and trend productivity shocks," Journal of International Economics, Elsevier, vol. 85(2), pages 245-255.
  55. 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.
  56. Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
  57. Khalil, Makram, 2016. "Cross-Border Portfolio Diversification under Trade Linkages," Annual Conference 2016 (Augsburg): Demographic Change 145811, Verein für Socialpolitik / German Economic Association.
  58. Filippo Brutti & Philip Ulrich Sauré, 2014. "Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory," Working Papers 2014-03, Swiss National Bank.
  59. Nicolas Coeurdacier, 2011. "Limited participation and International Risk-Sharing," 2011 Meeting Papers 613, Society for Economic Dynamics.
  60. Stewen, Iryna, 2014. "Is Real Exchange Rate Hedging Motive Still Important in Determining Equity Home Bias?," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100571, Verein für Socialpolitik / German Economic Association.
  61. Islamaj Ergys, 2014. "Industrial specialization, financial integration and international consumption risk sharing," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 1-33, January.
  62. 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.
  63. Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
  64. Kollmann, Robert, 2009. "Domestic Financial Frictions: Implications for International Risk Sharing, Real Exchange Rate Volatility and International Business Cycles," MPRA Paper 70348, University Library of Munich, Germany.
  65. Eylem Ersal Kiziler, 2011. "Growth Shocks and Portfolio Flows," Working Papers 11-02, UW-Whitewater, Department of Economics.
  66. Korinek, Anton, 2011. "Foreign currency debt, risk premia and macroeconomic volatility," European Economic Review, Elsevier, vol. 55(3), pages 371-385, April.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.