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A New Open Economy Macroeconomic Model with Endogenous Portfolio Diversification and Firms Entry
Arespa, Marta - 2011
This paper provides a new benchmark for the analysis of the international diversification puzzle in a tractable new open economy macroeconomic model. Building on Cole and Obstfeld (1991) and Heathcote and Perri (2009), this model specifies an equilibrium model of perfect risk sharing in...
Persistent link: https://www.econbiz.de/10013119053
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Marketwide private information in stocks : forecasting currency returns
Albuquerque, Rui; De Francisco, Eva; Marques, Luis B. - In: The journal of finance : the journal of the American … 63 (2008) 5, pp. 2297-2343
Persistent link: https://www.econbiz.de/10003822486
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Dynamic asset allocation and consumption choice in incomplete markets
Stoikov, Sasha F.; Zariphopoulou-Souganidis, Thaleia - In: Australian economic papers 44 (2005) 4, pp. 414-454
Persistent link: https://www.econbiz.de/10003237011
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Portfolio choice and competition in the banking system
Chiesa, Gabriella - In: Financial markets : imperfect information and risk …, (pp. 9-34). 2001
Persistent link: https://www.econbiz.de/10001621790
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Asymmetric information and imperfect competition in a continuous time multivariate security model
Lasserre, Guillaume - In: Finance and stochastics 8 (2004) 2, pp. 285-309
Persistent link: https://www.econbiz.de/10002012604
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Scelte di portafoglio e competizione nel sistema bancario
Chiesa, Gabriella - In: Rivista di politica economica 86 (1997) 11, pp. 9-39
Persistent link: https://www.econbiz.de/10001336361
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Essays on adaptive learning in macroeconomics and finance
Lettau, Martin - 1994
Persistent link: https://www.econbiz.de/10000916150
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On the management of population immunity
Toxvaerd, Flavio; Rowthorn, Bob - 2020
Persistent link: https://www.econbiz.de/10013205513
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Selecting and managing external fund managers
Mohohlo, Linah Kelebogile - In: New perspectives on sovereign asset management, (pp. 91-98). 2008
Persistent link: https://www.econbiz.de/10003840693
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External funding and long-term investment
Lane, Philip R. - In: Financial flows and infrastructure financing : …, (pp. 43-65). 2014
Persistent link: https://www.econbiz.de/10010463494