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Publications Search Results
The search found 4 of 11866 documents sorted by Date with the following criteria:
Subject / Keyword: international portfolio choice
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1. |
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 1, 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
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2. |
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 1, 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
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3. |
Title:
Portfolio Choice in a Monetary Open-Economy DSGE Model
Author/Editor: Engel, Charles ; Matsumoto, Akito ; International Monetary Fund. Research Dept.
Series: Working Paper No. 05/165
Published: August 1, 2005
Subject(s): Domestic investment | Economic models | Foreign exchange | Foreign investment | Stock markets
Author's keyword(s):
Home bias | international portfolio choice
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4. |
Title:
The Determinants of International Portfolio Holdings and Home Bias
Author/Editor: Faruqee, Hamid ; Li, Shujing ; Yan, Isabel K.
Series: Working Paper No. 04/34
Published: February 1, 2004
Subject(s): International capital markets | Capital flows | Capital inflows | Economic models
Author's keyword(s):
International portfolio choice | Home bias | Transaction cost | Information cost
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