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April 20, 2014
 

The Search found 42 of 13347 documents sorted by Date with the following criteria:
Subject/Keyword: Portfolio

 
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1. Title: Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand
  Author/Editor: Gyntelberg, Jacob ; Loretan, Mico ; Tientip, Subhanij
  Series: Working Paper No. 12/214
  Published: August 01, 2012
  Subject(s): Exchange rates | Exchange markets | Investment | Stock markets | Exchange rate appreciation | Thailand
  Author's Keyword(s): Foreign exchange market | capital flows | equity market | portfolio rebalancing
 
2. Title: Financial Linkages across Korean Banks
  Author/Editor: Aydin, Burcu ; Kim, Myeong-Suk ; Moon, Ho-Seong
  Series: Working Paper No. 11/201
  Published: August 01, 2011
  Subject(s): Banks | Credit risk | Economic models | Financial risk | Korea, Republic of
  Author's Keyword(s): Financial Stability | network approach | covariance analysis | portfolio risk
 
3. Title: Investment Objectives of Sovereign Wealth Funds - A Shifting Paradigm
  Author/Editor: Kunzel, Peter ; Lu, Yinqiu ; Petrova, Iva ; Pihlman, Jukka
  Series: Working Paper No. 11/19
  Published: January 01, 2011
  Subject(s): Asset management | Investment policy | Resource allocation | Sovereign wealth funds
  Author's Keyword(s): Sovereign Wealth Funds | Portfolio Choice | Investment and Risk Management | Government Policy and Regulation
 
4. Title: Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal
  Author/Editor: Chan-Lau, Jorge A.
  Series: Working Paper No. 10/98
  Published: April 01, 2010
  Subject(s): Bank regulations | Banking sector | Capital | Credit risk | Financial crisis | Financial institutions | Financial risk | Financial stability | Global Financial Crisis 2008-2009 | Globalization | International financial system
  Author's Keyword(s): Regulatory capital | too-connected-to-fail | incremental portfolio | financial institutions | CoRisk | netwrok analysis | perimeter of regulation | systemic risk
 
5. Title: Global Imbalances: In Midstream?
  Author/Editor: Blanchard, Olivier J. ; Milesi-Ferretti, Gian Maria
  Series: Staff Position Note No. 2009/29
  Published: December 22, 2009
  Subject(s): Asset prices | Capital flows | Capital markets | Cross country analysis | Current account deficits | Current account surpluses | Financial crisis | Fiscal policy | Global Financial Crisis 2008-2009 | International financial system | Private investment | Private savings
  Author's Keyword(s): Current account deficits | saving | investment | portfolio choice
 
6. Title: Elasticity Optimism
  Author/Editor: Imbs, Jean ; Mejean, Isabelle
  Series: Working Paper No. 09/279
  Published: December 01, 2009
  Subject(s): Consumer goods | Data analysis | Economic models | Exports | Imports | International trade | Monetary policy | United States
  Author's Keyword(s): Trade Elasticities | Heterogeneity | Calibration | Global Imbalances | International Portfolio | Monetary Policy
 
7. Title: International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?
  Author/Editor: Engel, Charles ; Matsumoto, Akito
  Series: Working Paper No. 09/138
  Published: July 01, 2009
  Subject(s): Asset prices | Bonds | Consumer goods | Domestic investment | Economic models | Exchange rates | Financial risk | Flexible pricing policy | Foreign exchange | Hedge funds | Price elasticity | Prices | Private investment | Stock prices
  Author's Keyword(s): International portfolio choice | international risk sharing | international diversification
 
8. Title: Inflation Hedging for Long-Term Investors
  Author/Editor: Attie, Alexander P. ; Roache, Shaun K.
  Series: Working Paper No. 09/90
  Published: April 01, 2009
  Subject(s): Inflation | Capital markets | Private investment | Financial instruments | Hedge funds | Commodities | Asset prices | Economic models
  Author's Keyword(s): Inflation | Hedging | Investments | Portfolio Allocation | Diversification.
 
9. Title: International Currency Portfolios
  Author/Editor: Kumhof, Michael
  Series: Working Paper No. 09/48
  Published: March 01, 2009
  Subject(s): Monetary systems | Currencies | International bond markets | Fiscal policy | Monetary policy | Money supply | Exchange rates | External shocks | External debt | Economic models
  Author's Keyword(s): Portfolio balance theory | imperfect asset substitutability | interest parity | open market operations
 
10. Title: Banking Stability Measures
  Author/Editor: Segoviano Basurto, Miguel A. ; Goodhart, C. A. E.
  Series: Working Paper No. 09/4
  Published: January 01, 2009
  Subject(s): Financial stability | Financial risk | Banking systems | Data analysis | Economic models
  Author's Keyword(s): Financial stability | portfolio risk | copula functions | entropy distribution.
 
11. Title: The International Diversification Puzzle when Goods Prices are Sticky: It's Really about Exchange-Rate Hedging, not Equity Portfolios
  Author/Editor: Engel, Charles ; Matsumoto, Akito
  Series: Working Paper No. 09/12
  Published: January 01, 2009
  Subject(s): Private investment | Foreign exchange | Commodity prices | Capital markets | Asset management | Economic models
  Author's Keyword(s): international risk sharing | international portfolio allocation | exchange rate hedging | equity home bias international risk sharing | international portfolio allocation | exchange rate hedging | equity home bias
 
12. Title: Does Openness to International Financial Flows Raise Productivity Growth?
  Author/Editor: Kose, M. Ayhan ; Prasad, Eswar ; Terrones, Marco
  Series: Working Paper No. 08/242
  Published: October 01, 2008
  Subject(s): Capital flows | Productivity | Production growth | Capital account | Foreign direct investment | Development | Debt | Economic models
  Author's Keyword(s): Financial openness | capital account liberalization | capital flows | external assets and liabilities | foreign direct investment | portfolio equity | debt | total factor productivity
 
13. Title: Country Portfolio Dynamics
  Author/Editor: Devereux, Michael B. ; Sutherland, Alan
  Series: Working Paper No. 07/283
  Published: December 01, 2007
  Subject(s): Bonds | International bond markets
  Author's Keyword(s): Country portfolios | solution methods
 
14. Title: Solving for Country Portfolios in Open Economy Macro Models
  Author/Editor: Devereux, Michael B. ; Sutherland, Alan
  Series: Working Paper No. 07/284
  Published: December 01, 2007
  Subject(s): Payments imbalances | Markets | Trade | Bonds
  Author's Keyword(s): Country portfolios | solution methods
 
15. Title: International Diversification Gains and Home Bias in Banking
  Author/Editor: García-Herrero, Alicia ; Vázquez, Francisco F.
  Series: Working Paper No. 07/281
  Published: December 01, 2007
  Subject(s): International banking | Bonds | Bank regulations | Emerging markets
  Author's Keyword(s): International banking | home bias | portfolio diversification | Basel II
 
16. Title: Do Reserve Portfolios Respond to Exchange Rate Changes Using a Portfolio Rebalancing Strategy? An Econometric Study Using COFER Data
  Author/Editor: Lim, Ewe-Ghee
  Series: Working Paper No. 07/293
  Published: December 01, 2007
  Subject(s): Exchange rates | Reserves | euro | U.S. dollar | Exchange markets
  Author's Keyword(s): Reserves | portfolio rebalancing | Dollars | Euros | COFER
 
17. Title: The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice
  Author/Editor: Matsumoto, Akito
  Series: Working Paper No. 07/163
  Published: July 01, 2007
  Subject(s): Asset management | Business cycles | Financial integration | Investment | Risk management | Economic models
  Author's Keyword(s): International business cycle | international portfolio choice | nonseparability in utility | nontraded goods | nontraded factors
 
18. Title: Financial Globalization and Monetary Policy
  Author/Editor: Devereux, Michael B. ; Sutherland, Alan
  Series: Working Paper No. 07/279
  Published: July 01, 2007
  Subject(s): Globalization | Monetary policy | Capital flows | Exchange rate instability | International capital markets
  Author's Keyword(s): Portfolio choice | international risk sharing
 
19. Title: Globalization, Gluts, Innovation or Irrationality: What Explains the Easy Financing of the U.S. Current Account Deficit?
  Author/Editor: Balakrishnan, Ravi ; Bayoumi, Tamim ; Tulin, Volodymyr
  Series: Working Paper No. 07/160
  Published: July 01, 2007
  Subject(s): Current account | United States | External debt | Deficit financing | Financial instruments | Globalization | Savings | Economic models
  Author's Keyword(s): U.S current account | financing | home bias | global savings glut | portfolio balance | ICAPM
 
20. Title: Global Imbalances and Financial Stability
  Author/Editor: Xafa, Miranda
  Series: Working Paper No. 07/111
  Published: May 01, 2007
  Subject(s): Balance of payments | Current account balances | Adjustment process | United States | Globalization
  Author's Keyword(s): Global imbalances | portfolio balance | asset shortages | financial globalization
 

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