메뉴 건너뛰기




Volumn 80, Issue 2, 2010, Pages 157-175

International capital flows

Author keywords

Home bias; International capital flows; Portfolio allocation

Indexed keywords

CAPITAL FLOW; ENDOGENOUS GROWTH; GENERAL EQUILIBRIUM ANALYSIS; GLOBALIZATION; NUMERICAL MODEL; TEMPORAL VARIATION;

EID: 77349084153     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2009.11.003     Document Type: Article
Times cited : (180)

References (33)
  • 1
    • 84944838161 scopus 로고
    • International portfolio choice and corporation finance: a synthesis
    • Adler M., and Dumas B. International portfolio choice and corporation finance: a synthesis. The Journal of Finance 38 3 (1983) 925-984
    • (1983) The Journal of Finance , vol.38 , Issue.3 , pp. 925-984
    • Adler, M.1    Dumas, B.2
  • 2
    • 77349099309 scopus 로고    scopus 로고
    • Bacchetta, Philippe and Eric van Wincoop (2009), Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle, American Economic Review, forthcoming.
    • Bacchetta, Philippe and Eric van Wincoop (2009), "Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle," American Economic Review, forthcoming.
  • 3
    • 77956866132 scopus 로고
    • The specification and influence of asset markets
    • Jones R.W., and Kenen P.B. (Eds), Elsevier Science Publishers, Amsterdam
    • Branson W.H., and Henderson D.W. The specification and influence of asset markets. In: Jones R.W., and Kenen P.B. (Eds). Handbook of International Economics vol. 2 (1985), Elsevier Science Publishers, Amsterdam 749-805
    • (1985) Handbook of International Economics , vol.2 , pp. 749-805
    • Branson, W.H.1    Henderson, D.W.2
  • 7
    • 77349103022 scopus 로고    scopus 로고
    • A dynamic equilibrium model of imperfectly integrated financial markets
    • Coeurdacier N., and Guibaud S. A dynamic equilibrium model of imperfectly integrated financial markets. London Business School, Mimeo (2008)
    • (2008) London Business School, Mimeo
    • Coeurdacier, N.1    Guibaud, S.2
  • 13
    • 85017144598 scopus 로고    scopus 로고
    • The international diversification puzzle when goods prices are sticky: it's really about exchange-rate hedging, not equity portfolios
    • Engel C., and Matsumoto A. The international diversification puzzle when goods prices are sticky: it's really about exchange-rate hedging, not equity portfolios. American Economic Journal: Macroeconomics 1 2 (2009) 155-188
    • (2009) American Economic Journal: Macroeconomics , vol.1 , Issue.2 , pp. 155-188
    • Engel, C.1    Matsumoto, A.2
  • 15
    • 77349090735 scopus 로고    scopus 로고
    • A method for solving general equilibrium models with incomplete markets and many assets
    • Evans M.D.D., and Hnatkovska V. A method for solving general equilibrium models with incomplete markets and many assets. NBER Technical Working Paper 318 (2008)
    • (2008) NBER Technical Working Paper 318
    • Evans, M.D.D.1    Hnatkovska, V.2
  • 16
    • 44749091188 scopus 로고    scopus 로고
    • The research agenda: Pierre-Olivier Gourinchas on global imbalances and financial factors
    • April
    • Gourinchas P.O. The research agenda: Pierre-Olivier Gourinchas on global imbalances and financial factors. Review of Economic Dynamics Newsletter (2006) April
    • (2006) Review of Economic Dynamics Newsletter
    • Gourinchas, P.O.1
  • 18
    • 69549124015 scopus 로고    scopus 로고
    • Composition and growth effects of the current account: a synthesized portfolio view
    • Guo K., and Jin K. Composition and growth effects of the current account: a synthesized portfolio view. Journal of International Economics 79 1 (2009) 31-41
    • (2009) Journal of International Economics , vol.79 , Issue.1 , pp. 31-41
    • Guo, K.1    Jin, K.2
  • 19
    • 77349125863 scopus 로고    scopus 로고
    • Global portfolio rebalancing under the microscope
    • Hau H., and Rey H. Global portfolio rebalancing under the microscope. CEPR Discussion Paper 6901 (2008)
    • (2008) CEPR Discussion Paper 6901
    • Hau, H.1    Rey, H.2
  • 20
    • 77349094564 scopus 로고    scopus 로고
    • The international diversification puzzle is not as bad as you think
    • Heathcote J., and Perri F. The international diversification puzzle is not as bad as you think. NBER Working Paper 13483 (2007)
    • (2007) NBER Working Paper 13483
    • Heathcote, J.1    Perri, F.2
  • 21
    • 77349102065 scopus 로고    scopus 로고
    • Hnatkovska, Viktoria (2009), Home Bias and High Turnover: Dynamic Portfolio Choice with Incomplete Markets, Journal of International Economics, forthcoming.
    • Hnatkovska, Viktoria (2009), "Home Bias and High Turnover: Dynamic Portfolio Choice with Incomplete Markets", Journal of International Economics, forthcoming.
  • 22
    • 0035533762 scopus 로고    scopus 로고
    • Asymptotic methods for asset market equilibrium analysis
    • Judd K., and Guu S.-m. Asymptotic methods for asset market equilibrium analysis. Economic Theory 18 (2001) 127-157
    • (2001) Economic Theory , vol.18 , pp. 127-157
    • Judd, K.1    Guu, S.-m.2
  • 23
    • 44749093932 scopus 로고    scopus 로고
    • International portfolio equilibrium and the current account
    • Kollmann R. International portfolio equilibrium and the current account. CEPR Discussion Paper 5512 (2006)
    • (2006) CEPR Discussion Paper 5512
    • Kollmann, R.1
  • 24
    • 0041152105 scopus 로고    scopus 로고
    • Current accounts in debtor and creditor countries
    • Kraay A., and Ventura J. Current accounts in debtor and creditor countries. Quarterly Journal of Economics XCV (2000) 1137-1166
    • (2000) Quarterly Journal of Economics , vol.XCV , pp. 1137-1166
    • Kraay, A.1    Ventura, J.2
  • 27
    • 17544369535 scopus 로고    scopus 로고
    • Financial super-markets: size matters for asset trade
    • Martin P., and Rey H. Financial super-markets: size matters for asset trade. Journal of International Economics 64 2 (2004) 335-361
    • (2004) Journal of International Economics , vol.64 , Issue.2 , pp. 335-361
    • Martin, P.1    Rey, H.2
  • 28
    • 24144489749 scopus 로고    scopus 로고
    • External adjustment
    • Obstfeld M. External adjustment. Review of World Economics 140 4 (2004) 541-568
    • (2004) Review of World Economics , vol.140 , Issue.4 , pp. 541-568
    • Obstfeld, M.1
  • 29
    • 57849105455 scopus 로고    scopus 로고
    • International risk sharing and the costs of trade
    • Stockholm School of Economics
    • Obstfeld M. International risk sharing and the costs of trade. Ohlin Lectures (2007), Stockholm School of Economics
    • (2007) Ohlin Lectures
    • Obstfeld, M.1
  • 31
    • 72149099185 scopus 로고    scopus 로고
    • An asset pricing view of the international adjustment process
    • Pavlova A., and Rigobon R. An asset pricing view of the international adjustment process. NBER working paper 13468 (2007)
    • (2007) NBER working paper 13468
    • Pavlova, A.1    Rigobon, R.2
  • 32
    • 44749086797 scopus 로고    scopus 로고
    • Financial integration and the wealth effect of exchange rate fluctuations
    • Tille C. Financial integration and the wealth effect of exchange rate fluctuations. Journal of International Economics 75 (2008) 283-294
    • (2008) Journal of International Economics , vol.75 , pp. 283-294
    • Tille, C.1
  • 33
    • 77349102761 scopus 로고    scopus 로고
    • Tille, Cedric, and Eric van Wincoop (2009), A New Perspective on The New Rule of the Current Account, Journal of International Economics, forthcoming.
    • Tille, Cedric, and Eric van Wincoop (2009), "A New Perspective on "The New Rule" of the Current Account", Journal of International Economics, forthcoming.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.