메뉴 건너뛰기




Volumn 29, Issue 2, 1996, Pages 394-413

Government debt and international portfolio diversification

Author keywords

[No Author keywords available]

Indexed keywords

ASSET PREFERENCE; GOVERNMENT DEBT; INTERNATIONAL PORTFOLIO; INVESTMENT; PORTFOLIO DIVERSIFICATION;

EID: 0030478229     PISSN: 00084085     EISSN: None     Source Type: Journal    
DOI: 10.2307/136296     Document Type: Article
Times cited : (3)

References (28)
  • 1
    • 84963257520 scopus 로고
    • Are government bonds net wealth?
    • Barro, Robert (1974) 'Are government bonds net wealth?' Journal of Political Economy 82, 1095-117
    • (1974) Journal of Political Economy , vol.82 , pp. 1095-1117
    • Barro, R.1
  • 3
    • 77956866132 scopus 로고
    • The specification and influence of asset markets
    • ed. R. Jones and P. Kenen (Amsterdam: North-Holland)
    • Branson, W., and D. Henderson (1985) 'The specification and influence of asset markets.' In Handbook of International Economics, vol. 2, ed. R. Jones and P. Kenen (Amsterdam: North-Holland)
    • (1985) Handbook of International Economics , vol.2
    • Branson, W.1    Henderson, D.2
  • 4
    • 44949278340 scopus 로고
    • Commodity trade and international risk sharing: How much do financial markets matter?
    • Cole, Harold L., and Maurice Obtsfeld (1991) 'Commodity trade and international risk sharing: how much do financial markets matter?' Journal of Monetary Economics 28, 3-24
    • (1991) Journal of Monetary Economics , vol.28 , pp. 3-24
    • Cole, H.L.1    Obtsfeld, M.2
  • 5
    • 0000815950 scopus 로고
    • Investor diversification and international equity markets
    • French, Kenneth R., and James M. Poterba (1991) 'Investor diversification and international equity markets.' American Economic Review 81, 222-6
    • (1991) American Economic Review , vol.81 , pp. 222-226
    • French, K.R.1    Poterba, J.M.2
  • 7
    • 38249016268 scopus 로고
    • International capital mobility: Net versus gross stocks and flows
    • Golub, Stephen S. (1990) 'International capital mobility: net versus gross stocks and flows.' Journal of International Money and Finance 9, 424-39
    • (1990) Journal of International Money and Finance , vol.9 , pp. 424-439
    • Golub, S.S.1
  • 8
    • 84977728443 scopus 로고
    • Gains from international diversification: 1968-85 returns on portfolios of stocks and bonds
    • Grauer, Robert R., and Nils H. Hakansson (1987) 'Gains from international diversification: 1968-85 returns on portfolios of stocks and bonds.' Journal of Finance 42, 721-41
    • (1987) Journal of Finance , vol.42 , pp. 721-741
    • Grauer, R.R.1    Hakansson, N.H.2
  • 9
    • 38149146384 scopus 로고
    • Exchange rate determination and asset prices in a stochastic small open economy
    • Grinols, Earl L., and Stephen J. Turnovsky (1994) 'Exchange rate determination and asset prices in a stochastic small open economy.' Journal of International Economics 36, 75-97
    • (1994) Journal of International Economics , vol.36 , pp. 75-97
    • Grinols, E.L.1    Turnovsky, S.J.2
  • 10
    • 0001723017 scopus 로고
    • Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information
    • Grossman, Sanford J., and Robert J. Shiller (1982) 'Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information.' Journal of Financial Economics 10, 195-210
    • (1982) Journal of Financial Economics , vol.10 , pp. 195-210
    • Grossman, S.J.1    Shiller, R.J.2
  • 11
    • 40849105983 scopus 로고
    • Stochastic consumption, risk aversion and the temporal behavior of asset returns
    • Hansen, L.P., and K.J. Singleton (1983) 'Stochastic consumption, risk aversion and the temporal behavior of asset returns.' Journal of Political Economy 91, 249-65
    • (1983) Journal of Political Economy , vol.91 , pp. 249-265
    • Hansen, L.P.1    Singleton, K.J.2
  • 12
    • 0013148655 scopus 로고
    • Interest rates and currency prices in a two-country world
    • Lucas, Robert E. (1982) 'Interest rates and currency prices in a two-country world,' Journal of Monetary Economics 10, 335-59
    • (1982) Journal of Monetary Economics , vol.10 , pp. 335-359
    • Lucas, R.E.1
  • 13
    • 84910515250 scopus 로고
    • Portfolio diversification across currencies
    • ed. Richard N. Cooper, Peter B. Kenen, Jorge Braga de Macedo, and Jacques van Ypersele (Cambridge, MA: Ballinger)
    • Macedo, Jorge Braga de (1982) 'Portfolio diversification across currencies.' In The International Monetary System under Flexible Exchange Rates: Global, Regional and National, ed. Richard N. Cooper, Peter B. Kenen, Jorge Braga de Macedo, and Jacques van Ypersele (Cambridge, MA: Ballinger)
    • (1982) The International Monetary System under Flexible Exchange Rates: Global, Regional and National
    • De Macedo, J.B.1
  • 15
    • 0001552793 scopus 로고
    • Nonmarketable assets and capital market equilibrium under uncertainty
    • ed. M.C. Jensen (New York: Praeger)
    • Mayers, D. (1972) 'Nonmarketable assets and capital market equilibrium under uncertainty.' In Studies in the Theory of Capital Markets, ed. M.C. Jensen (New York: Praeger)
    • (1972) Studies in the Theory of Capital Markets
    • Mayers, D.1
  • 16
    • 0000314740 scopus 로고
    • Lifetime portfolio selection under uncertainty: The continuous time case
    • Merton, R.C. (1969) 'Lifetime portfolio selection under uncertainty: the continuous time case.' Review of Economics and Statistics 51, 247-57
    • (1969) Review of Economics and Statistics , vol.51 , pp. 247-257
    • Merton, R.C.1
  • 17
    • 0011090049 scopus 로고
    • Optimal consumption and portfolio rules in a continuous time model
    • _ (1971) 'Optimal consumption and portfolio rules in a continuous time model.' Journal of Economic Theory 3, 373-413
    • (1971) Journal of Economic Theory , vol.3 , pp. 373-413
  • 18
    • 0000314743 scopus 로고
    • Lifetime portfolio selection by dynamic stochastic programming
    • Samuelson, Paul A. (1969) 'Lifetime portfolio selection by dynamic stochastic programming.' Review of Economics and Statistics 51, 239-46
    • (1969) Review of Economics and Statistics , vol.51 , pp. 239-246
    • Samuelson, P.A.1
  • 21
    • 49549151896 scopus 로고
    • An equilibrium model of the international capital market
    • Solnik, B.H. (1974) 'An equilibrium model of the international capital market.' Journal of Economic Theory 8, 500-24
    • (1974) Journal of Economic Theory , vol.8 , pp. 500-524
    • Solnik, B.H.1
  • 22
    • 0000111838 scopus 로고
    • International portfolio nondiversification and exchange rate variability
    • Stockman, A.C., and H. Dellas (1989) 'International portfolio nondiversification and exchange rate variability.' Journal of International Economics 26, 271-89
    • (1989) Journal of International Economics , vol.26 , pp. 271-289
    • Stockman, A.C.1    Dellas, H.2
  • 23
    • 34249011954 scopus 로고
    • A model of international asset pricing
    • Stulz, René M. (1981) 'A model of international asset pricing.' Journal of Financial Economics 9, 383-406
    • (1981) Journal of Financial Economics , vol.9 , pp. 383-406
    • Stulz, R.M.1
  • 24
    • 0010203209 scopus 로고
    • Currency preferences, purchasing power risks, and the determination of exchange rates in an optimizing model
    • _ (1984) 'Currency preferences, purchasing power risks, and the determination of exchange rates in an optimizing model.' Journal of Money, Credit and Banking 16, 302-16
    • (1984) Journal of Money, Credit and Banking , vol.16 , pp. 302-316
  • 27
    • 84968591928 scopus 로고
    • The state of exchange rate theory: Some skeptical observations
    • ed. Richard N. Cooper, Peter B. Kenen, Jorge Braga de Macedo, and Jacques van Ypersele (Cambridge, MA: Ballinger)
    • Tobin, James (1982) 'The state of exchange rate theory: some skeptical observations.' In The International Monetary System under Flexible Exchange Rates: Global, Regional and National, ed. Richard N. Cooper, Peter B. Kenen, Jorge Braga de Macedo, and Jacques van Ypersele (Cambridge, MA: Ballinger)
    • (1982) The International Monetary System under Flexible Exchange Rates: Global, Regional and National
    • Tobin, J.1
  • 28
    • 38249003736 scopus 로고
    • The impact of terms of trade shocks on a small open economy: A stochastic analysis
    • Turnovsky, Stephen J. (1993) 'The impact of terms of trade shocks on a small open economy: a stochastic analysis.' Journal of International Money and Finance 12, 278-97
    • (1993) Journal of International Money and Finance , vol.12 , pp. 278-297
    • Turnovsky, S.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.