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Implications of household-level evidence for policy models : the case of macro-financial linkages

Muellbauer, John - In: Oxford review of economic policy 36 (2020) 3, pp. 510-555

Persistent link: https://www.econbiz.de/10012434561

A comparison of minimum risk portfolios under the credit crunch crisis

Mavralexakis, Theodoros; Kiriakopoulos, Konstantinos; … - In: Journal of mathematical finance 1 (2011) 2, pp. 34-39

Persistent link: https://www.econbiz.de/10009716641

Credit constraints, capital portfolios, and measured productivity

Duncan, Alfred; Mulay, Anup - 2022

Persistent link: https://www.econbiz.de/10013502492

Aportfolio based theory of excessive foreign borrowing and capital control in a small open economy

Marjit, Sugata; Pranab Kumar Das; Bardhan, Samaresh - In: Research in international business and finance 21 (2007) 2, pp. 175-187

Persistent link: https://www.econbiz.de/10003478840

Portfolio diversification, leverage, and financial contagion

Schinasi, Garry J.; Smith, Richard Todd - 2007

Persistent link: https://www.econbiz.de/10003500744

Contagion in international financial markets : a recursive cointegration approach

Yunus, Nafeesa - In: Journal of multinational financial management 23 (2013) 4, pp. 327-337

Persistent link: https://www.econbiz.de/10010228447

Portfolio diversification, leverage, and financial contagion

Schinasi, Garry J.; Smith, Richard Todd - In: International financial contagion, (pp. 187-221). 2001

Persistent link: https://www.econbiz.de/10001614078

Can sticky portfolios explain international capital flows and asset prices?

Bacchetta, Philippe; Davenport, Margaret; Van Wincoop, Eric - 2021

Recently portfolio choice has become an important element of many DSGE open economy models. Yet, a substantial body of evidence is inconsistent with standard frictionless portfolio choice models. In this paper we introduce a quadratic cost of changes in portfolio allocation into a two-country...

Persistent link: https://www.econbiz.de/10012800076

Modelling portfolio capital flows in a global framework : multilateral implications of capital controls

Boero, Gianna; Mandalinci, Zeyyad; Taylor, Mark P. - In: Journal of international money and finance 90 (2019), pp. 142-160

Persistent link: https://www.econbiz.de/10012132969

Portfolio Diversification, Leverage, and Financial Contagion

Smith, T. Todd - 1999

portfolio theory without recourse to market imperfections. It also demonstrates that “Value-at-Risk” portfolio management rules …

Persistent link: https://www.econbiz.de/10014400415

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