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International risk sharing : through equity diversification or exchange rate hedging?
Engel, Charles; Matsumoto, Akito - 2009
Persistent link: https://www.econbiz.de/10003883757
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The international diversification puzzle when goods prices are sticky : it's really about exchange-rate hedging, not equity portfolios
Engel, Charles; Matsumoto, Akito - 2009
Persistent link: https://www.econbiz.de/10003830741
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Portfolio choice in a monetary open-economy DSGE model
Engel, Charles; Matsumoto, Akito - 2005
Persistent link: https://www.econbiz.de/10003218797