A Dynamic Equilibrium Model of International Portfolio Holdings
- 1 November 2001
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 69 (6) , 1467-1489
- https://doi.org/10.1111/1468-0262.00254
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for GoodsThe Review of Financial Studies, 2001
- What Can Explain the Apparent Lack of International Consumption Risk Sharing?Journal of Political Economy, 1996
- Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market EquilibriumThe Review of Financial Studies, 1994
- International risk-sharing and non-traded goodsJournal of International Economics, 1993
- Asset Prices in an Exchange Economy with Habit FormationEconometrica, 1991
- A generalized clark representation formula, with application to optimal portfoliosStochastics and Stochastic Reports, 1991
- International portfolio nondiversification and exchange rate variabilityJournal of International Economics, 1989
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived SecuritiesEconometrica, 1985
- Positively Correlated Normal Variables are AssociatedThe Annals of Probability, 1982
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALSBiometrika, 1954