Portfolio allocation and international risk sharing
Portfolio allocation and international risk sharing
About this item
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Author / Creator
Publisher
Malden, USA: Blackwell Publishing Inc
Journal title
Language
English
Formats
Publication information
Publisher
Malden, USA: Blackwell Publishing Inc
Subjects
More information
Scope and Contents
Contents
We show that recent explanations of the consumption-real exchange rate anomaly that rely on goods and financial market frictions are not robust to introducing just one additional international asset. When portfolios are selected optimally, international trade in two nominal bonds implies a consumption-real exchange rate correlation that is too high...
Alternative Titles
Full title
Portfolio allocation and international risk sharing
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_miscellaneous_1024212051
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1024212051
Other Identifiers
ISSN
0008-4085
E-ISSN
1540-5982
DOI
10.1111/j.1540-5982.2012.01703.x
