International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?
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"The International Diversification Puzzle Is Not as Bad as You Think,"
Journal of Political Economy, University of Chicago Press, vol. 121(6), pages 1108-1159.
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- Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Post-Print hal-03473901, HAL.
- Rey, Hélène & Coeurdacier, Nicolas, 2012. "Home Bias in Open Economy Financial Macroeconomics," CEPR Discussion Papers 8746, C.E.P.R. Discussion Papers.
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- Jonathan J. Adams & Mr. Philip Barrett, 2017. "Why are Countries’ Asset Portfolios Exposed to Nominal Exchange Rates?," IMF Working Papers 2017/291, International Monetary Fund.
- Koralai Kirabaeva & Assaf Razin, 2009.
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