The international diversification puzzle when goods prices are sticky : it's really about exchange-rate hedging, not equity portfolios
Year of publication: |
2009
|
---|---|
Authors: | Engel, Charles ; Matsumoto, Akito |
Published in: |
American economic journal : a journal of the American Economic Association. - Nashville, Tenn. : American Economic Association, ISSN 1945-7707, ZDB-ID 2442376-2. - Vol. 1.2009, 2, p. 155-188
|
Subject: | Internationaler Finanzmarkt | International financial market | Portfolio-Investition | Foreign portfolio investment | Hedging | Preisrigidität | Price stickiness | Theorie | Theory |
-
Engel, Charles, (2009)
-
Matsumoto, Akito, (2009)
-
Essays on balance sheet effects and international capital markets
Pipat Luengnaruemitchai, (2004)
- More ...
-
Matsumoto, Akito, (2009)
-
Portfolio Choice in a Monetary Open-Economy DSGE Model
Matsumoto, Akito, (2005)
-
International Risk Sharing : Through Equity Diversification or Exchange Rate Hedging?
Matsumoto, Akito, (2009)
- More ...