This document has not been cited yet.

1. , , and , “International Portfolios, Capital Accumulation and Foreign Assets Dynamics, ” Journal of International Economics, January 2010, 80 (1), 100–112.
   Paper not yet in RePEc: Add citation now
   
2. , , and Robert G. King, “Nontraded goods, nontraded factors, and international non-diversification,” Journal of International Economics, April 1998, 44 (2), 211–229.
   Paper not yet in RePEc: Add citation now
   
3. , “Understanding Risk and Return,” Journal of Political Economy, April 1996, 104 (2), 298–345.
   Paper not yet in RePEc: Add citation now
   
4. , Robert Kollmann, and Philippe Martin, “International Portfolios with Supply, Demand and Redistributive Shocks,” in “NBER International Seminar on Macroeconomics 2007” University of Chicago Press, July 2009, pp. 231–263.
   Paper not yet in RePEc: Add citation now
   
5. Adler, Michael and Bernard Dumas, “International Portfolio Choice and Corporation Finance: A Survey,” Journal of Finance, 1983, 38 (3), 925–84.
   Paper not yet in RePEc: Add citation now
   

6. Arespa, Marta, “Endogenous Home Bias in Portfolio Diversification and Firms Entry,” Review of International Economics, February 2015, 23 (1), 14–44.

7. Backus, David K. and Gregor W. Smith, “Consumption and real exchange rates in dynamic economies with non-traded goods,” Journal of International Economics, November 1993, 35 (3-4), 297–316.

8. Baxter, Marianne and Urban J. Jermann, “The International Diversification Puzzle Is Worse Than You Think,” American Economic Review, 1997, 87 (2), 170–80.

9. Benigno, Pierpaolo and Salvatore Nistico, “International Portfolio Allocation under Model Uncertainty,” American Economic Journal: Macroeconomics, January 2011, 4 (1), 144–89.
   Paper not yet in RePEc: Add citation now
   

10. Berriel, Tiago C. and Saroj Bhattarai, “Hedging against the Government: A Solution to the Home Asset Bias Puzzle,” American Economic Journal: Macroeconomics, January 2013, 5 (1), 102–34.

11. Bottazzi, Laura, Paolo Pesenti, and Eric van Wincoop, “Wages, Profits and the International Portfolio Puzzle,” European Economic Review, 1996, 40 (2), 219–54.
    Paper not yet in RePEc: Add citation now
    

12. Campbell, John and Robert Shiller, “The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors,” Review of Financial Studies, 1988, 1, 195–227.

13. Campbell, John Y, “Intertemporal Asset Pricing without Consumption Data,” American Economic Review, June 1993, 83 (3), 487–512.

14. Chetty, Raj, “Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods,” Annual Review of Economics, 2009, 1 (1), 451–488.

15. Coeurdacier, Nicolas, “Do trade costs in goods markets lead to home bias in equities?,” Journal of International Economics, February 2009, 77 (1), 86–100.

16. Collard, Fabrice, Harris Dellas, Behzad Diba, and Alan Stockman, “Home Bias in Goods and Assets,” Working Paper, IDEI, June 2007.
    Paper not yet in RePEc: Add citation now
    
17. Dellas, Harris and Alan Stockman, “International Portfolio Nondiversication and Exchange Rate Variability,” Journal of International Economics, 1989, 26, 271–289.
    Paper not yet in RePEc: Add citation now
    

18. Devereux, Michael B. and Alan Sutherland, “Country Portfolios In Open Economy MacroModels,” Journal of the European Economic Association, 04 2011, 9 (2), 337–369.

19. Dumas, Bernard and Andrew Lyasoff, “Incomplete-Market Equilibria Solved Recursively on an Event Tree,” Journal of Finance, October 2012, 67 (5), 1897–1941.

20. Efron, Bradley, Trevor Hastie, Iain Johnstone, and Robert Tibshirani, “Least Angle Regression,” Annals of Statistics, 2004, 32, 407.
    Paper not yet in RePEc: Add citation now
    

21. Engel, Charles and Akito Matsumoto, “The International Diversification Puzzle When Goods Prices Are Sticky: It’s Really about Exchange-Rate Hedging, Not Equity Portfolios, ” American Economic Journal: Macroeconomics, July 2009, 1 (2), 155–88.

22. Fama, Eugene, “Forward and Spot Exchange Rates,” Journal of Monetary Economics, 1984, 14 (4), 319–338.

23. French, Kenneth R and James M Poterba, “Investor Diversification and International Equity Markets,” American Economic Review, May 1991, 81 (2), 222–26.

24. Gollin, Douglas, “Getting Income Shares Right,” Journal of Political Economy, 2002, 110 (2), 458–474.

25. Heathcote, Jonathan and Fabrizio Perri, “The International Diversification Puzzle Is Not As Bad As You Think,” Working Paper 13483, National Bureau of Economic Research October 2007.

26. Julliard, Christian, “The international diversification puzzle is not worse than you think,” International Finance 0301004, EconWPA January 2003.

27. Kollmann, Robert, “International Portfolio Equilibrium and the Current Account,” Discussion Paper 5512, C.E.P.R., February 2006.

28. Kouri, Pentti J. K. and Jorge A. Braga de Macedo, “Exchange Rates and the International Adjustments Process,” Brookings Papers on Economic Activity, 1978, 9 (1), 111–158.
    Paper not yet in RePEc: Add citation now
    

29. Krugman, Paul R., “Consumption Preferences, Asset Demands, and Distribution Effects in International Financial Markets,” NBER Working Papers 0651, National Bureau of Economic Research, March 1981.

30. Lane, Philip R. and Gian Maria Milesi-Ferretti, “Europe and global imbalances,” Economic Policy, 07 2007, 22, 519–573.
    Paper not yet in RePEc: Add citation now
    

31. Lucas, Robert, “Interest Rates and Currency Prices in a Two-Country World,” Journal of Monetary Economics, 1982, 10, 335–359.

32. Lustig, Hanno and Stijn Van Nieuwerburgh, “The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street,” Review of Financial Studies, 2008, 21 (5), 2097–2137.

33. Merton, Robert C., Continuous Time Finance, Oxford: Blackwell, 1990.
    Paper not yet in RePEc: Add citation now
    

34. Mukherjee, Rahul, “Institutions, Corporate Governance and Capital Flows,” IHEID Working Papers 10-2013, Economics Section, The Graduate Institute of International Studies May 2013.

35. Mussa, Michael, “Nominal Exchange Rate Regimes and the Behavior of Real Exchange Rates: Evidence and Implications,” in “Carnegie-Rochester Conference Series on Public Policy” 1986, pp. 117–213.

36. Obstfeld, Maurice, “International Risk Sharing and the Costs of Trade,” Ohlin Lectures, Stockholm School of Economics May 2007.
    Paper not yet in RePEc: Add citation now
    
37. Rı́os-Rull, José-Vı́ctor and Raül Santaeulàlia-Llopis, “Redistributive shocks and productivity shocks,” Journal of Monetary Economics, November 2010, 57 (8), 931–948.
    Paper not yet in RePEc: Add citation now
    

38. Serrat, Angel, “A Dynamic Equilibrium Model of International Portfolio Holdings,” Econometrica, November 2001, 69 (6), 1467–1489.

39. Tille, Cedric and Eric van Wincoop, “International Capital Flows,” Journal of International Economics, March 2010, 80 (2), 157–175.

40. United Nations, “The System of National Accounts,” http://unstats.un.org/unsd/ sna1993, 1993. Accessed June 26, 2010.
    Paper not yet in RePEc: Add citation now
    

41. Uppal, Raman, “A General Equilibrium Model of International Portfolio Choice,” Journal of Finance, June 1993, 48 (2), 529–53.

42. van Wincoop, Eric and Francis E. Warnock, “Can trade costs in goods explain home bias in assets?,” Journal of International Money and Finance, 2010, 29 (6), 1108–1123.

43. Young, Andrew, “Labor’s Share Fluctuations, Biased Technical Change, and the Business Cycle,” Review of Economic Dynamics, October 2004, 7 (4), 916–931. Canada France Germany Italy Japan U.K. U.S. Euro Average δ 16.4 14.1 13.1 25.4 16.1 18.5 13.3 17.9 16.7 naı̈ve-δ 39.9 39.9 40.5 50.9 43.5 36.7 37.8 42.9 41.3
    Paper not yet in RePEc: Add citation now
    

1. Demand, Markups and the Business Cycle. Bayesian Estimation and Quantitative Analysis in Closed and Open Economies. (2017). Etro, Federico ; Cavallari, Lilia.
   In: Working Papers.
   RePEc:ven:wpaper:2017:09.

   Full description at Econpapers || Download paper

2. When bonds matter: Home bias in goods and assets. (2016). Gourinchas, Pierre-Olivier ; Coeurdacier, Nicolas.
   In: Sciences Po publications.
   RePEc:spo:wpmain:info:hdl:2441/5glg8brs7n87c8vqcn2qok0961.

   Full description at Econpapers || Download paper

3. When bonds matter: Home bias in goods and assets. (2016). Gourinchas, Pierre-Olivier ; Coeurdacier, Nicolas.
   In: Post-Print.
   RePEc:hal:journl:hal-03392947.

   Full description at Econpapers || Download paper

4. When bonds matter: Home bias in goods and assets. (2016). Gourinchas, Pierre-Olivier ; Coeurdacier, Nicolas.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:82:y:2016:i:c:p:119-137.

   Full description at Econpapers || Download paper

5. When bonds matter: Home bias in goods and assets. (2016). Gourinchas, Pierre-Olivier ; Coeurdacier, Nicolas.
   In: Department of Economics, Working Paper Series.
   RePEc:cdl:econwp:qt31x18113.

   Full description at Econpapers || Download paper

6. When Bonds Matter: Home Bias in Goods and Assets. (2015). Gourinchas, Pierre-Olivier ; Coeurdacier, Nicolas.
   In: Sciences Po publications.
   RePEc:spo:wpmain:info:hdl:2441/5djvq5crl99rmab9vc66fecm3h.

   Full description at Econpapers || Download paper

7. When Bonds Matter: Home Bias in Goods and Assets. (2015). Gourinchas, Pierre-Olivier ; Coeurdacier, Nicolas.
   In: SciencePo Working papers Main.
   RePEc:hal:spmain:hal-03470191.

   Full description at Econpapers || Download paper

8. Rare Disasters and Exchange Rates. (2015). Gabaix, Xavier ; Farhi, Emmanuel.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10334.

   Full description at Econpapers || Download paper

9. Systematic Consumption Risk in Currency Returns. (2013). Studer-Suter, Rahel ; Hoffmann, Mathias.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_4273.

   Full description at Econpapers || Download paper

10. Country-specific shocks and optimal monetary policy. (2008). Kim, Hyeongwoo.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08e50017.

    Full description at Econpapers || Download paper

11. Investment Frictions and the Relative Price of Investment Goods in an Open Economy Model. (2007). .
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:0704.

    Full description at Econpapers || Download paper

12. Pooling Risk Among Countries. (2007). Mauro, Paolo ; Imbs, Jean.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/132.

    Full description at Econpapers || Download paper

13. International Portfolios with Supply, Demand and Redistributive Shocks. (2007). Martin, Philippe ; Kollmann, Robert ; Coeurdacier, Nicolas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6482.

    Full description at Econpapers || Download paper

14. Pooling Risk Among Countries. (2007). Mauro, Paolo ; Imbs, Jean.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6461.

    Full description at Econpapers || Download paper

15. Household Heterogeneity and Real Exchange Rates. (2007). Pistaferri, Luigi ; Kocherlakota, Narayana.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6192.

    Full description at Econpapers || Download paper

16. Real Exchange Rate Volatility and Asset Market Structure. (2006). .
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:0609.

    Full description at Econpapers || Download paper

17. Consumption and Real Exchange Rates with Incomplete Markets and Non-traded Goods. (2006). Thoenissen, Christoph ; Benigno, Gianluca.
    In: CDMA Conference Paper Series.
    RePEc:san:cdmacp:0405.

    Full description at Econpapers || Download paper

18. Pricing-to-Market, the Interest-Rate Rule, and the Exchange Rate. (2006). Obstfeld, Maurice.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12699.

    Full description at Econpapers || Download paper

19. Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries. (2006). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12483.

    Full description at Econpapers || Download paper

20. Household heterogeneity and real exchange rates. (2006). Pistaferri, Luigi ; Kocherlakota, Narayana.
    In: Staff Report.
    RePEc:fip:fedmsr:372.

    Full description at Econpapers || Download paper

21. International Asset Markets and Real Exchange Rate Volatility. (2006). Bodenstein, Martin.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:884.

    Full description at Econpapers || Download paper

22. Closing Large Open Economy Models. (2006). Bodenstein, Martin.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:867.

    Full description at Econpapers || Download paper

23. Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism among G7 Countries. (2006). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5853.

    Full description at Econpapers || Download paper

24. Consumption and Real Exchange Rates with Incomplete Markets and Non-Traded Goods. (2006). Thoenissen, Christoph ; Benigno, Gianluca.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5580.

    Full description at Econpapers || Download paper

25. Household Heterogeneity and Real Exchange Rates. (2006). Kocherlakota, Narayana.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001275.

    Full description at Econpapers || Download paper

26. Complementarities in information acquisition with short-term trades. (2006). Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-042.

    Full description at Econpapers || Download paper

27. The Cross-Section of Currency Risk Premia and US Consumption Growth Risk. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11104.

    Full description at Econpapers || Download paper

28. Consumer search, price dispersion, and international relative price volatility. (2005). Alessandria, George.
    In: Working Papers.
    RePEc:fip:fedpwp:05-9.

    Full description at Econpapers || Download paper

29. International risk-sharing and the transmission of productivity shocks. (2005). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:826.

    Full description at Econpapers || Download paper

30. Let’s Take a Break: Trends and Cycles in US Real GDP?. (2005). Wada, Tatsuma ; Perron, Pierre ; Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-031.

    Full description at Econpapers || Download paper

31. THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-019.

    Full description at Econpapers || Download paper

32. On the consumption-real exchange rate anomaly. (2005). Thoenissen, Christoph ; Benigno, Gianluca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:254.

    Full description at Econpapers || Download paper

33. Hecksher-Ohlin Business Cycles. (2004). Maffezzoli, Marco ; Cunat, Alejandro.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:3:p:555-585.

    Full description at Econpapers || Download paper

34. International Trade and Macroeconomic Dynamics with Heterogeneous Firms. (2004). Melitz, Marc ; Ghironi, Fabio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10540.

    Full description at Econpapers || Download paper

35. Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach. (2004). Tuesta, Vicente ; Selaive, Jorge.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:90.

    Full description at Econpapers || Download paper

36. International risk-sharing and the transmission of productivity shocks. (2004). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004308.

    Full description at Econpapers || Download paper

37. The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006). (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:303.

    Full description at Econpapers || Download paper

38. The Relative Price of Nontraded Goods and Sectoral Total Factor Productivity: An Empirical Investigation. (2003). Kakkar, Vikas.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:85:y:2003:i:2:p:444-452.

    Full description at Econpapers || Download paper

39. International risk-sharing and the transmission of productivity shocks. (2003). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo.
    In: Working Papers.
    RePEc:fip:fedpwp:03-19.

    Full description at Econpapers || Download paper

40. Substitution elasticities and investment dynamics in two country business cycle models. (2003). Pakko, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2002-030.

    Full description at Econpapers || Download paper

41. Net foreign assets and imperfect pass-through: the consumption real exchange rate anomaly. (2003). Tuesta, Vicente ; Selaive, Jorge.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:764.

    Full description at Econpapers || Download paper

42. Macroeconomics of International Price Discrimination. (2003). Dedola, Luca ; Corsetti, Giancarlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3710.

    Full description at Econpapers || Download paper

43. Macroeconomics of international price discrimination. (2002). Dedola, Luca ; Corsetti, Giancarlo.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:744.

    Full description at Econpapers || Download paper

44. Heckscher-Ohlin Business Cycles. (2002). Maffezzoli, Marco ; Cunat, Alejandro ; Cuat, Alejandro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3382.

    Full description at Econpapers || Download paper

45. The Exchange Rate and Purchasing Power Parity: Extending the Theory and Tests. (2002). Uppal, Raman ; Apte, Prakesh ; Sercu, Piet.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3343.

    Full description at Econpapers || Download paper

46. Deviations from purchasing power parity: causes and welfare costs. (2000). Rogers, John ; Engel, Charles.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:666.

    Full description at Econpapers || Download paper

47. Does Exchange-Rate Stability Increase Trade and Welfare?. (2000). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:5:p:1093-1109.

    Full description at Econpapers || Download paper

48. Consumo público e inflación dual. (1999). Martin-Moreno, Jose M..
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:23:y:1999:i:2:p:173-202.

    Full description at Econpapers || Download paper

49. Deviations from Purchasing Power Parity:Causes and Welfare Costs. (1999). Rogers, John ; Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0038.

    Full description at Econpapers || Download paper

50. Inflation Convergence in the ERM: Evidence for Manufacturing and Services. (1998). Holmes, Mark.
    In: International Economic Journal.
    RePEc:taf:intecj:v:12:y:1998:i:3:p:1-16.

    Full description at Econpapers || Download paper

51. Does Exchange Rate Stability Increase Trade and Capital Flows?. (1998). van Wincoop, Eric ; Bacchetta, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6704.

    Full description at Econpapers || Download paper

52. Does exchange rate stability increase trade and capital flows?. (1998). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Research Paper.
    RePEc:fip:fednrp:9818.

    Full description at Econpapers || Download paper

53. Trade, investment, and international borrowing in two-country business cycle models. (1997). Pakko, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:1997-023.

    Full description at Econpapers || Download paper

54. The Equilibrium Approach to Exchange Rates: Theory and Tests. (1996). Uppal, Raman ; Apte, Prakash ; Sercu, Piet.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5748.

    Full description at Econpapers || Download paper

55. Characterizing cross-country consumption correlations. (1994). Pakko, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:1994-026.

    Full description at Econpapers || Download paper

56. Heckscher-Ohlin Business Cycles. (). Maffezzoli, Marco ; Cunat, Alejandro ; Cuat, Alejandro.
    In: Working Papers.
    RePEc:igi:igierp:210.

    Full description at Econpapers || Download paper

57. Too much cocited documents. This list is not complete

Report date: 2025-09-20 20:24:03 || Missing content? Let us know