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Nontraded goods, nontraded factors, and international non-diversification
9 references·16 citing·36 second hop
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this work references cited by second hop

References

  • 1959Theory of Value2,580 cited
  • 1973The Role of Securities in the Optimal Allocation of Risk-bearing1,179 cited
  • 1964The Role of Securities in the Optimal Allocation of Risk-bearing1,172 cited
  • 1995The International Diversification Puzzle is Worse Than You Think561 cited
  • 1992Private Saving and Terms of Trade Shocks: Evidence from Developing Countries305 cited
  • 1988Business Cycles and Equilibrium.239 cited
  • 1993International risk-sharing and non-traded goods210 cited
  • 1989International portfolio nondiversification and exchange rate variability169 cited
  • 1995Evaluating the gains from international risksharing142 cited

Cited by

  • 2016When bonds matter: Home bias in goods and assets125 cited
  • 2011Global Asset Pricing115 cited
  • 2005Portfolio Choice in a Monetary Open-Economy DSGE Model107 cited
  • 2010International portfolio diversification is better than you think106 cited
  • 2006International Portfolio Equilibrium and the Current Account105 cited
  • 2011Country Size, Currency Unions, and International Asset Returns94 cited
  • 2009

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Home bias and high turnover: Dynamic portfolio choice with incomplete markets
93 cited
  • 2012Country Size, Currency Unions, and International Asset Returns92 cited
  • 2004Dynamic risksharing in the United States and Europe80 cited
  • 2013International capital flows, returns and world financial integration78 cited
  • 2005International Capital Flows, Returns and World Financial Integration70 cited
  • 2009Can trade costs in goods explain home bias in assets?61 cited
  • 2002Antik Tanulmányok 46.56 cited
  • n.d.Gains from International Monetary Policy Coordination: Does It Pay to Be Different?53 cited
  • 2005International Capital Flows, Returns and World Financial Integration48 cited
  • 2007Financial Integration, Macroeconomic Volatility, and Welfare44 cited