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Consumption and real exchange rates in professional forecasts
Devereux, Michael B.; Smith, Gregor W.; Yetman, James - In: Journal of international economics 86 (2012) 1, pp. 33-42
Persistent link: https://www.econbiz.de/10009622420
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Active risk parity
Bhansali, Vineer - In: The journal of investing 21 (2012) 3, pp. 88-92
Persistent link: https://www.econbiz.de/10009672549
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Active Risk Parity
Bhansali, Vineer - 2012
This paper asks a few key questions relevant for active risk parity portfolio construction. Given the dynamic nature of … within a transparent conceptual framework is critical for the continued success of risk based portfolio construction and …
Persistent link: https://www.econbiz.de/10013097379
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International Risk Sharing and the Choice of Exchange-Rate Regime
Hsieh, David A. - 2021
because the former allows risk sharing across countries while the latter does not. The analysis is performed in a two … demonstrated that the ability to share risk across countries in the fixed rate regime does not necessarily lead to higher welfare … than the inability to share risk in the flexible rate regime …
Persistent link: https://www.econbiz.de/10013232193
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International Risk Sharing and the Choice of Exchange-Rate Regime
Hsieh, David A. - 1982
because the former allows risk sharing across countries while the latter does not. The analysis is performed in a two … demonstrated that the ability to share risk across countries in the fixed rate regime does not necessarily lead to higher welfare … than the inability to share risk in the flexible rate regime …
Persistent link: https://www.econbiz.de/10012478269
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Assessing international efficiency
Heathcote, Jonathan; Perri, Fabrizio - 2013 - This version: April, 2013
Persistent link: https://www.econbiz.de/10011814230
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Risk sharing in a world wconomy with uncertainty shocks
Kollmann, Robert - 2015
Persistent link: https://www.econbiz.de/10011758130
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Chapter 9. Assessing International Efficiency
Heathcote, Jonathan; Perri, Fabrizio - In: Handbook of international economics : Volume 4, (pp. 523-584). 2014
This chapter is structured in three parts. The first part outlines the methodological steps, involving both theoretical and empirical work, for assessing whether an observed allocation of resources across countries is efficient. The second part applies the methodology to the long-run allocation...
Persistent link: https://www.econbiz.de/10014025377
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Exchange rate volatility, investment, and growth : some new evidence
Corbo, Vittorio - In: Exchange rates, capital flows, and monetary policy in a …, (pp. 55-77). 1997
Persistent link: https://www.econbiz.de/10001402030
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What's the Big Deal About Risk Parity?
Agapova, Anna - 2017
It is often argued in defense of Risk Parity portfolios that they maximize the Sharpe ratio if their securities have … correlation structure. In realistic markets, Risk Parity portfolios do not maximize the Sharpe ratio, do not minimize variance, do … about Risk Parity? …
Persistent link: https://www.econbiz.de/10012952801