Publications Search Results

October 25, 2014

The search found 42 of 12873 documents sorted by Date with the following criteria:
Subject / Keyword: portfolio

Results: 1 2 3 [Next] [New Search] [Sort by Author] [Sort by Title]


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 1, 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 1, 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 1, 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 1, 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 1, 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 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

 

8.

Title: Inflation Hedging for Long-Term Investors
Author/Editor: Attie, Alexander P. ; Roache, Shaun K.
Series: Working Paper No. 09/90
Published: April 1, 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 1, 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 1, 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 1, 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 1, 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: 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 1, 2007
Subject(s): Exchange rates | Reserves | euro | U.S. dollar | Exchange markets
Author's keyword(s): Reserves | portfolio rebalancing | Dollars | Euros | COFER

 

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 1, 2007
Subject(s): Payments imbalances | Markets | Trade | Bonds
Author's keyword(s): Country portfolios | solution methods

 

15.

Title: Country Portfolio Dynamics
Author/Editor: Devereux, Michael B. ; Sutherland, Alan
Series: Working Paper No. 07/283
Published: December 1, 2007
Subject(s): Bonds | International bond markets
Author's keyword(s): Country portfolios | solution methods

 

16.

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 1, 2007
Subject(s): International banking | Bonds | Bank regulations | Emerging markets
Author's keyword(s): International banking | home bias | portfolio diversification | Basel II

 

17.

Title: Financial Globalization and Monetary Policy
Author/Editor: Devereux, Michael B. ; Sutherland, Alan
Series: Working Paper No. 07/279
Published: July 1, 2007
Subject(s): Globalization | Monetary policy | Capital flows | Exchange rate instability | International capital markets
Author's keyword(s): Portfolio choice | international risk sharing

 

18.

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

 

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 1, 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 1, 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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