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Consumption Preferences, Asset Demands, and Distribution Effects in International Financial Markets

Citations

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Cited by:

  1. Lyons, Richard K., 1988. "Tests of the foreign exchange risk premium using the expected second moments implied by option pricing," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 91-108, March.
  2. Backus, David K. & Kehoe, Patrick J., 1989. "On the denomination of government debt : A critique of the portfolio balance approach," Journal of Monetary Economics, Elsevier, vol. 23(3), pages 359-376, May.
  3. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
  4. Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
  5. Frankel, Jeffrey A., 1986. "The implications of mean-variance optimization for four questions in international macroeconomics," Journal of International Money and Finance, Elsevier, vol. 5(1, Supple), pages 53-75, March.
  6. Coen, Alain, 2001. "Home bias and international capital asset pricing model with human capital," Journal of Multinational Financial Management, Elsevier, vol. 11(4-5), pages 497-513, December.
  7. Maurico Obstfeld, 2004. "External adjustment," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 140(4), pages 541-568, December.
  8. Kathryn Dominguez & Jeffrey A. Frankel, 1991. "Does foreign exchange intervention matter? disentangling the portfolio and expectations effects for the mark," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  9. Nicolas Coeurdacier & Hélène Rey, 2010. "Home bias in open economy financial macroeconomics," SciencePo Working papers hal-01069440, HAL.
  10. Puri, Tribhuvan N., 1996. "Capital flows and net international investment," International Review of Financial Analysis, Elsevier, vol. 5(2), pages 113-130.
  11. Jorge Braga de Macedo & Jeffrey Goldstein & David Meerschwam, 1984. "International Portfolio Diversification: Short-Term Financial Assets and Gold," NBER Chapters, in: Exchange Rate Theory and Practice, pages 199-238, National Bureau of Economic Research, Inc.
  12. R. Dornbusch, 1982. "Equilibrium and Disequilibrium Exchange Rates," Working papers 309, Massachusetts Institute of Technology (MIT), Department of Economics.
  13. Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 63-115, March.
  14. Ephraim Clark & Konstantinos Kassimatis, 2013. "International equity flows, marginal conditional stochastic dominance and diversification," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 251-271, February.
  15. repec:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
  16. Baldwin, Richard, 1990. "Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests: Small Transaction Costs, Big Hysteresis Bands," CEPR Discussion Papers 407, C.E.P.R. Discussion Papers.
  17. Engel, Charles, 1996. "The forward discount anomaly and the risk premium: A survey of recent evidence," Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June.
  18. repec:spo:wpmain:info:hdl:2441/5glg8brs7n87c8vqcn2qok0961 is not listed on IDEAS
  19. Frankel, Jeffrey & Engel, Charles M., 1984. "Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test," Journal of International Economics, Elsevier, vol. 17(3-4), pages 309-323, November.
  20. Carrasco, Alex & Florián, David & Nivín, Rafael, 2019. "SFX Interventions, Financial Intermediation, and External Shocks in Emerging Economies," Working Papers 2019-022, Banco Central de Reserva del Perú.
  21. Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
  22. Josh Stillwagon, 2013. "The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward," Working Papers 1313, Trinity College, Department of Economics.
  23. Frankel, Jeffrey A., 1983. "Estimation of portfolio-balance functions that are mean-variance optimizing : The mark and the dollar," European Economic Review, Elsevier, vol. 23(3), pages 315-327, September.
  24. repec:hal:wpspec:info:hdl:2441/c8dmi8nm4pdjkuc9g821o6lsg is not listed on IDEAS
  25. Marielle de Jong, 2011. "An adequate measure for exchange rate returns," Journal of Asset Management, Palgrave Macmillan, vol. 12(2), pages 85-93, June.
  26. Rene M. Stulz, 1994. "International Portfolio Choice and Asset Pricing: An Integrative Survey," NBER Working Papers 4645, National Bureau of Economic Research, Inc.
  27. repec:hal:wpspec:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
  28. Gordon Roger Hall & Gaspar Vitor, 2001. "Home Bias in Portfolios and Taxation of Asset Income," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 1(1), pages 1-30, September.
  29. David W.R. Gruen & Marianne C. Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers rdp9307, Reserve Bank of Australia.
  30. Murray C. Kemp & Hans-Werner Sinn, 1990. "A Simple Model of Useless Speculation," NBER Working Papers 3513, National Bureau of Economic Research, Inc.
  31. Josh R. Stillwagon, 2015. "Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns?," Review of International Economics, Wiley Blackwell, vol. 23(5), pages 1044-1069, November.
  32. repec:hal:spmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91 is not listed on IDEAS
  33. repec:hal:spmain:info:hdl:2441/5djvq5crl99rmab9vc66fecm3h is not listed on IDEAS
  34. Rudiger Dornbusch, 1982. "Flexible Exchange Rates and Interdependence," NBER Working Papers 1035, National Bureau of Economic Research, Inc.
  35. repec:spo:wpmain:info:hdl:2441/5djvq5crl99rmab9vc66fecm3h is not listed on IDEAS
  36. repec:spo:wpmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91 is not listed on IDEAS
  37. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6 is not listed on IDEAS
  38. Claessens, Stijn, 1988. "The optimal currency composition of external debt," Policy Research Working Paper Series 14, The World Bank.
  39. Peter Isard, 1982. "An accounting framework and some issues for modelling how exchange rates respond to the news," International Finance Discussion Papers 200, Board of Governors of the Federal Reserve System (U.S.).
  40. Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016. "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 119-137.
  41. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g821o6lsg is not listed on IDEAS
  42. Nicolas Coeurdacier & Hélène Rey, 2013. "Home Bias in Open Economy Financial Macroeconomics," SciencePo Working papers hal-03473901, HAL.
  43. Fischer Black, 1989. "Equilibrium Exchange Rate Hedging," NBER Working Papers 2947, National Bureau of Economic Research, Inc.
  44. repec:hal:spmain:info:hdl:2441/5glg8brs7n87c8vqcn2qok0961 is not listed on IDEAS
  45. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g821o6lsg is not listed on IDEAS
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