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Portfolio allocation and international risk sharing
Benigno, Gianluca; Küçük-Tuger, Hande - 2011
Recent contributions have shown that it is possible to account for the so-called consumptionreal exchange anomaly in models with goods market frictions where international asset trade is limited to a riskless bond. In this paper, we consider a more realistic international asset market structure...
Persistent link: https://www.econbiz.de/10008988794
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Portfolio allocation and international risk sharing
Benigno, Gianluca; Küçük, Hande - In: The Canadian journal of economics 45 (2012) 2, pp. 535-565
Persistent link: https://www.econbiz.de/10009572452
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Portfolio allocation and international risk sharing
Benigno, Gianluca; Küçük, Hande - 2012
Persistent link: https://www.econbiz.de/10009512083
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International consumption risk sharing and monetary policy
Blank, Sven - 2009
Persistent link: https://www.econbiz.de/10011387171
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Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk
Huang, Jia; Chen, Zheng - In: Finance research letters 38 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012490543
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A simple model of currency notes withdrawal
Chattopadhyay, Siddhartha; Sahu, Sohini - In: Theoretical economics letters 8 (2018) 14, pp. 3196-3202
Persistent link: https://www.econbiz.de/10011955120
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Monetary utility functions and risk functionals
Floros, Christos; Gillas, Konstantinos Gkillas; … - In: Essays on Financial Analytics : Applications and Methods, (pp. 27-35). 2023
Persistent link: https://www.econbiz.de/10014338785
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Crises and Uncertainty in the Economy
Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.);  … - 2022
Monetary Union -- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices -- 4. Exchange Market … the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate … Change Risk On Agriculture Adaptation: Evidence From Southern Mediterranean Country. …
Persistent link: https://www.econbiz.de/10013503483
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Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?
Guidolin, Massimo - 2020
Bank represent a risk factor for the hedge fund industry as a whole and for ten commonly used strategies in particular …. Using modified event studies and Markov switching models, we find that UMP announcements represent a risk factor for … through breaks in the parameters of the conventional risk factors. Using Chow and Bai-Perron tests, we find that for the …
Persistent link: https://www.econbiz.de/10012828359
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The fundamentals of safe assets
Habib, Maurizio Michael; Stracca, Livio; Venditti, Fabrizio - In: Journal of international money and finance 102 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012392313