-
1
-
-
77952885818
-
-
A portfolio theory of international capital flows. Unpublished manuscript, UBC.
-
Devereux, M., Saito, M., 2007. A portfolio theory of international capital flows. Unpublished manuscript, UBC.
-
(2007)
-
-
Devereux, M.1
Saito, M.2
-
2
-
-
77952884096
-
-
Country portfolios in open economy macro models. Journal of the European Economic Association, forthcoming.
-
Devereux, M., Sutherland, A., 2009. Country portfolios in open economy macro models. Journal of the European Economic Association, forthcoming.
-
(2009)
-
-
Devereux, M.1
Sutherland, A.2
-
4
-
-
77952887490
-
-
Solving for optimal portfolio dynamic choices with multiple agents and assets. Unpublished manuscript, European Central Bank.
-
Dedola, L., Lombardo, G., 2009. Solving for optimal portfolio dynamic choices with multiple agents and assets. Unpublished manuscript, European Central Bank.
-
(2009)
-
-
Dedola, L.1
Lombardo, G.2
-
5
-
-
85017144598
-
The international diversification puzzle when goods prices are sticky: it's really about exchange-rate hedging, not equity portfolios
-
Engel C., 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 2009, 1:155-188.
-
(2009)
American Economic Journal: Macroeconomics
, vol.1
, pp. 155-188
-
-
Engel, C.1
Matsumoto, A.2
-
6
-
-
77952888470
-
-
International capital flows, returns and world financial integration. NBER Working Paper 11701.
-
Evans, M., Hnatkovska, V., 2005. International capital flows, returns and world financial integration. NBER Working Paper 11701.
-
(2005)
-
-
Evans, M.1
Hnatkovska, V.2
-
7
-
-
77952884296
-
-
The valuation channel of external adjustment. IMF Working Paper No. 09/275.
-
Ghironi, F., Lee, J., Rebucci, A., 2009. The valuation channel of external adjustment. IMF Working Paper No. 09/275.
-
(2009)
-
-
Ghironi, F.1
Lee, J.2
Rebucci, A.3
-
9
-
-
77952888935
-
-
Perturbation methods for general dynamic stochastic models. Unpublished manuscript, Stanford University.
-
Jin, H-H., Judd, K., 2002. Perturbation methods for general dynamic stochastic models. Unpublished manuscript, Stanford University.
-
(2002)
-
-
Jin, H.-H.1
Judd, K.2
-
11
-
-
0035533762
-
Asymptotic methods for asset market equilibrium analysis
-
Judd K., Guu S.-M. Asymptotic methods for asset market equilibrium analysis. Economic Theory 2001, 18:127-157.
-
(2001)
Economic Theory
, vol.18
, pp. 127-157
-
-
Judd, K.1
Guu, S.-M.2
-
12
-
-
77952884218
-
-
A solution method for incomplete asset markets with heterogeneous agents. Unpublished manuscript, Stanford University.
-
Judd, K., Kubler, F., Schmedders, K., 2002. A solution method for incomplete asset markets with heterogeneous agents. Unpublished manuscript, Stanford University.
-
(2002)
-
-
Judd, K.1
Kubler, F.2
Schmedders, K.3
-
13
-
-
77952888609
-
-
Solving stochastic dynamic equilibrium models: a k-order perturbation approach. Unpublished manuscript, University or Paris VIII.
-
Juillard, M., 2003. Solving stochastic dynamic equilibrium models: a k-order perturbation approach. Unpublished manuscript, University or Paris VIII.
-
(2003)
-
-
Juillard, M.1
-
14
-
-
52949142329
-
Calculating and using second order accurate solutions of discrete time dynamic equilibrium models
-
Kim J., Kim S., Schaumburg E., Sims C. Calculating and using second order accurate solutions of discrete time dynamic equilibrium models. Journal of Economic Dynamics and Control 2008, 32:3397-3414.
-
(2008)
Journal of Economic Dynamics and Control
, vol.32
, pp. 3397-3414
-
-
Kim, J.1
Kim, S.2
Schaumburg, E.3
Sims, C.4
-
15
-
-
77952888260
-
-
International portfolio equilibrium and the current account. CEPR Discussion Paper No 5512.
-
Kollmann, R., 2006. International portfolio equilibrium and the current account. CEPR Discussion Paper No 5512.
-
(2006)
-
-
Kollmann, R.1
-
16
-
-
33846303585
-
Computing second-order-accurate solutions for rational expectation models using linear solution methods
-
Lombardo G., Sutherland A. Computing second-order-accurate solutions for rational expectation models using linear solution methods. Journal of Economic Dynamics and Control 2007, 31:515-530.
-
(2007)
Journal of Economic Dynamics and Control
, vol.31
, pp. 515-530
-
-
Lombardo, G.1
Sutherland, A.2
-
17
-
-
0035182762
-
The external wealth of nations: measures of foreign assets and liabilities for industrial and developing countries
-
Lane P., Milesi-Ferretti G.-M. The external wealth of nations: measures of foreign assets and liabilities for industrial and developing countries. Journal of International Economics 2001, 55:263-294.
-
(2001)
Journal of International Economics
, vol.55
, pp. 263-294
-
-
Lane, P.1
Milesi-Ferretti, G.-M.2
-
19
-
-
34347377327
-
The external wealth of nations mark II: revised and extended estimates of foreign assets and liabilities, 1970-2004
-
Lane P., Milesi-Ferretti G.-M. The external wealth of nations mark II: revised and extended estimates of foreign assets and liabilities, 1970-2004. Journal of International Economics 2007, 73:223-250.
-
(2007)
Journal of International Economics
, vol.73
, pp. 223-250
-
-
Lane, P.1
Milesi-Ferretti, G.-M.2
-
20
-
-
0001759482
-
The fundamental approximation theorem of portfolio analysis in terms of means, variances and higher moments
-
Samuelson P. The fundamental approximation theorem of portfolio analysis in terms of means, variances and higher moments. Review of Economic Studies 1970, 37:537-542.
-
(1970)
Review of Economic Studies
, vol.37
, pp. 537-542
-
-
Samuelson, P.1
-
21
-
-
0141800024
-
Solving dynamic general equilibrium models using a second-order approximation to the policy function
-
Schmitt-Grohé S., Uribe M. Solving dynamic general equilibrium models using a second-order approximation to the policy function. Journal of Economic Dynamics and Control 2004, 28:755-775.
-
(2004)
Journal of Economic Dynamics and Control
, vol.28
, pp. 755-775
-
-
Schmitt-Grohé, S.1
Uribe, M.2
-
22
-
-
77952885986
-
-
Second-order accurate solutions of discrete time dynamic equilibrium models. Unpublished manuscript, Princeton University.
-
Sims, C., 2000. Second-order accurate solutions of discrete time dynamic equilibrium models. Unpublished manuscript, Princeton University.
-
(2000)
-
-
Sims, C.1
-
23
-
-
0345797303
-
The impact of exchange rate movements on U.S. foreign debt
-
Tille C. The impact of exchange rate movements on U.S. foreign debt. Current Issues in Economics and Finance 2003, 9:1-7.
-
(2003)
Current Issues in Economics and Finance
, vol.9
, pp. 1-7
-
-
Tille, C.1
-
24
-
-
44749086797
-
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 2008, 75:283-294.
-
(2008)
Journal of International Economics
, vol.75
, pp. 283-294
-
-
Tille, C.1
-
25
-
-
77952886103
-
-
International capital flows. Journal of International Economics, forthcoming.
-
Tille, C., van Wincoop, E., 2009. International capital flows. Journal of International Economics, forthcoming.
-
(2009)
-
-
Tille, C.1
van Wincoop, E.2
|