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International Portfolio Choice in an Overlapping Generations Model with Transactions Costs

Carmichael, Benoît; Coën, Alain - Département d'Économique, Université Laval - 2002

This paper studies the implications for international portfolio diversification of a simple OLG model of the world economy with transaction costs. Our main result shows that the introduction of very small transaction costs is sufficient to reproduce the large home bias observed in the...

Persistent link: https://www.econbiz.de/10005696477

Securitized and Direct Real Estate Factors in the Pricing of US Bank Stocks

Carmichael, Benoît; Coën, Alain - In: International Review of Finance 19 (2018) 4, pp. 893-907

Persistent link: https://www.econbiz.de/10012091516

Erreurs sur les variables et modèles d'évaluation des actifs financiers canadiens

Carmichael, Benoît; Coën, Alain; L'Her, Jean-François - In: Finance : revue de l'Association Française de Finance 29 (2008) 1, pp. 7-29

Persistent link: https://www.econbiz.de/10003730237

Asset pricing models with errors-in-variables

Carmichael, Benoît; Coën, Alain - In: Journal of empirical finance 15 (2008) 4, pp. 778-788

Persistent link: https://www.econbiz.de/10003759770

Asset pricing with skewed-normal return

Carmichael, Benoît; Coën, Alain - In: Finance research letters 10 (2013) 2, pp. 50-57

Persistent link: https://www.econbiz.de/10009774444

International portfolio choice in an overlapping generations model with transaction costs

Carmichael, Benoît (contributor); Coën, Alain (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001891641

International portfolio choice in an overlapping generations model with transaction costs

Carmichael, Benoît; Coën, Alain - In: Economics letters 80 (2003) 2, pp. 269-275

Persistent link: https://www.econbiz.de/10001774208

Real estate as a common risk factor in bank stock returns

Carmichael, Benoît; Coën, Alain - In: Journal of banking & finance 94 (2018), pp. 118-130

Persistent link: https://www.econbiz.de/10011966483

Real estate and consumption growth as common risk factors in asset pricing models

Carmichael, Benoît; Coën, Alain - In: Real estate economics 46 (2018) 4, pp. 936-970

Persistent link: https://www.econbiz.de/10011971833

Real estate as a common risk factor in the financial sector : international evidence

Carmichael, Benoît; Coën, Alain - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430799