IMF Publications by Author
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Engel, Charles:
2009
Title: International Risk Sharing : Through Equity Diversification or Exchange Rate Hedging?
Series: Working Paper No. 09/138
Date: July 1, 2009
Subject: 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
Title: The International Diversification Puzzle when Goods Prices Are Sticky : It's Really About Exchange-Rate Hedging, not Equity Portfolios
Series: Working Paper No. 09/12
Date: January 1, 2009
Subject: Asset management Capital markets Commodity prices Economic models Foreign exchange Private investment
2005
Title: Portfolio Choice in a Monetary Open-Economy DSGE Model
Series: Working Paper No. 05/165
Date: August 1, 2005
Subject: Foreign exchange