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International risk-sharing and non-traded goods
16 references·16 citing·38 second hopsampled
International risk-sharing and non-traded goods (1993)International risk-sharing and non-traded…International Real Business Cycles (1992)International Real Business C…Savings, investment and international capital flows (1991)Savings, investment and inter…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Tastes and Technology in a Two-Country Model of the Business Cycle : Explaining International Co-Movements (1990)Tastes and Technology in a Tw…Production, growth and business cycles (1988)Production, growth and busine…Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty (1988)A Time Series Analysis of Rep…Real-Financial Linkages Among Open Economies (1987)Real-Financial Linkages Among…Capital mobility in the world economy: Theory and measurement (1986)Capital mobility in the world…The equity premium: A puzzle (1985)The equity premium: A puzzleMoney and Asset Prices in a Cash-in-Advance Economy (1985)Money and Asset Prices in a C…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY (1960)WELFARE ECONOMICS AND EXISTEN…Trade Network Centrality and Currency Risk Premia (2019)Trade Network Centrality and …The International Diversification Puzzle Is Not as Bad as You Think (2013)The International Diversifica…CAPITAL MOBILITY AND CAPITAL TAX COMPETITION (2010)CAPITAL MOBILITY AND CAPITAL …Home bias and high turnover: Dynamic portfolio choice with incomplete markets (2009)Home bias and high turnover: …Country Size, Currency Unions, and International Asset Returns (2009)Country Size, Currency Unions…A survey of the Feldstein–Horioka puzzle: What has been done and where we stand (2009)A survey of the Feldstein–Hor…Home Bias in International Equity Portfolios: A Review (2007)Home Bias in International Eq…Coping with Disaster: The Impact of Hurricanes on International Financial Flows, 1970-2002 (2006)Coping with Disaster: The Imp…Portfolio Choice in a Monetary Open-Economy DSGE Model (2005)Portfolio Choice in a Monetar…Diversification as a Public Good: Community Effects in Portfolio Choice (2004)Diversification as a Public G…Effects of Financial Globalization on Developing Countries - Some Empirical Evidence (2003)Effects of Financial Globaliz…Financial Globalization and Real Regionalization (2002)Financial Globalization and R…How big are potential welfare gains from international risksharing? (1999)How big are potential welfare…Nontraded goods, nontraded factors, and international non-diversification (1998)Nontraded goods, nontraded fa…International Consumption Risk Sharing (1996)International Consumption Ris…Evaluating the gains from international risksharing (1995)Evaluating the gains from int…A Contribution to the Theory of Economic Growth (1956)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the mechanics of economic development (1988)Long-Run Policy Analysis and Long-Run Growth (1991)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)The Economics of Exchange Rates (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)International Corporations: The Industrial Economics of Foreign Investment (1971)The analysis of household surveys (1997)Familiarity Breeds Investment (2001)The saving and investment nexus for China: evidence from cointegration tests (2005)An Intertemporal Capital Asset Pricing Model (1973)On estimating the expected return on the market (1980)Predicting returns in the stock and bond markets (1986)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Chapter 18 A survey of behavioral finance (2003)Time to Build and Aggregate Fluctuations (1982)Theory ahead of business-cycle measurement (1986)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Investment, Capacity Utilization and the Real Business Cycle (1986)Overborrowing and Systemic Externalities in the Business Cycle (2011)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1985The equity premium: A puzzle5,785 cited
  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1992International Real Business Cycles1,842 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1990Tastes and Technology in a Two-Country Model of the Business Cycle : Explaining International Co-Movements818 cited
  • 1988A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty581 cited
  • 1960WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY573 cited
  • 1987Real-Financial Linkages Among Open Economies468 cited
  • 1986Capital mobility in the world economy: Theory and measurement446 cited
  • 1985Money and Asset Prices in a Cash-in-Advance Economy402 cited

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  • 1991Savings, investment and international capital flows361 cited
  • Cited by

    • 1999How big are potential welfare gains from international risksharing?199 cited
    • 2019Trade Network Centrality and Currency Risk Premia192 cited
    • 2009Country Size, Currency Unions, and International Asset Returns185 cited
    • 2004Diversification as a Public Good: Community Effects in Portfolio Choice181 cited
    • 2009A survey of the Feldstein–Horioka puzzle: What has been done and where we stand172 cited
    • 2003Effects of Financial Globalization on Developing Countries - Some Empirical Evidence169 cited
    • 2010CAPITAL MOBILITY AND CAPITAL TAX COMPETITION150 cited
    • 1995Evaluating the gains from international risksharing142 cited
    • 2006Coping with Disaster: The Impact of Hurricanes on International Financial Flows, 1970-2002141 cited
    • 2013The International Diversification Puzzle Is Not as Bad as You Think134 cited
    • 1996International Consumption Risk Sharing133 cited
    • 1998Nontraded goods, nontraded factors, and international non-diversification133 cited
    • 2005Portfolio Choice in a Monetary Open-Economy DSGE Model107 cited
    • 2002Financial Globalization and Real Regionalization105 cited
    • 2007Home Bias in International Equity Portfolios: A Review98 cited
    • 2009Home bias and high turnover: Dynamic portfolio choice with incomplete markets93 cited