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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

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

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

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

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

Essays on adaptive learning in macroeconomics and finance

Lettau, Martin - 1994

Persistent link: https://www.econbiz.de/10000916150

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

Portfolio Inflows and Real Effective Exchange Rates : Does the Sectorization Matter?

Ouedraogo, Rasmané - 2017

It has been well-established in the literature that portfolio inflows appreciate the real effective exchange rate. However, the literature lacks a systematic empirical analysis of the impact of portfolio inflows by institutional sector or borrower type. This paper fills this gapby exploring the...

Persistent link: https://www.econbiz.de/10012955170

Optionsmärkte und Risikoallokation : eine computergestützte Analyse

Kaserer, Christoph - 1993

Persistent link: https://www.econbiz.de/10000865441

An alternative unifying measure of welfare gains from risk-sharing

Auffret, Philippe - 2001

Persistent link: https://www.econbiz.de/10010523960

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