 | The International Diversification Puzzle when Goods Prices Are Sticky : It's Really About Exchange-Rate Hedging, not Equity Portfolios Author/Editor: Akito Matsumoto, Charles Engel. Release Date:January, 2009 This paper develops a two-country monetary DSGE model in which households choose a portfolio of home and foreign equities, and a forward position in foreign exchange. Some nominal goods prices are more...
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| Portfolio Choice in a Monetary Open-Economy DSGE Model Author/Editor: Akito Matsumoto, Charles Engel. Release Date:August, 2005 This paper develops a two-country monetary DSGE (dynamic stochastic general equilibrium) model in which households choose a portfolio of home and foreign equities, and a forward position in foreign more...
| Price: $15.00
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