International portfolio frictions
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References listed on IDEAS
- Robin Greenwood & Annette Vissing-Jorgensen, 2018.
"The Impact of Pensions and Insurance on Global Yield Curves,"
Harvard Business School Working Papers
18-109, Harvard Business School, revised Dec 2018.
- Robin M. Greenwood & Annette Vissing-Jorgensen, 2019. "The Impact of Pensions and Insurance on Global Yield Curves," Swiss Finance Institute Research Paper Series 19-59, Swiss Finance Institute.
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- Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Quantities and Covered-Interest Parity," Finance and Economics Discussion Series 2024-061, Board of Governors of the Federal Reserve System (U.S.).
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More about this item
Keywords
Banks; insurance companies; pension funds; portfolio choice; fixed income; home bias;All these keywords.
JEL classification:
- G2 - Financial Economics - - Financial Institutions and Services
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-12-11 (Banking)
- NEP-EEC-2023-12-11 (European Economics)
- NEP-FMK-2023-12-11 (Financial Markets)
- NEP-IFN-2023-12-11 (International Finance)
- NEP-RMG-2023-12-11 (Risk Management)
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