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author_facet:"Engel, Charles"
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1
Portfolio Choice in a Monetary Open-Economy DSGE Model
by
Matsumoto, Akito
Published 2005
International Monetary Fund
“
... in which households choose a portfolio of
home
and foreign equities, and a forward position in foreign...
”
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2
International Risk Sharing : Through Equity Diversification or Exchange Rate Hedging?
by
Matsumoto, Akito
Published 2009
International Monetary Fund
“
.... It is commonly believed that these risk-sharing puzzles are related to another empirical puzzle-the
home
-bias...
”
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3
The International Diversification Puzzle when Goods Prices Are Sticky : It's Really About Exchange-Rate Hedging, not Equity Portfolios
by
Matsumoto, Akito
Published 2009
International Monetary Fund
“
... of
home
and foreign equities, and a forward position in foreign exchange. Some nominal goods prices...
”
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