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Valuation Effects and the Dynamics of Net External Assets
16 references·2 citing·47 second hop
Valuation Effects and the Dynamics of Net External Assets (2009)Valuation Effects and the Dynamics of Net…Do trade costs in goods market lead to home bias in equities? (2008)Do trade costs in goods marke…Cross-Border Returns Differentials * (2008)Cross-Border Returns Differen…The Valuation Channel of External Adjustment (2007)The Valuation Channel of Exte…International Financial Adjustment (2007)International Financial Adjus…Country Portfolio Dynamics (2007)Country Portfolio DynamicsThe External Wealth of Nations Mark II (2006)The External Wealth of Nation…The External Wealth of Nations Mark II (2006)The External Wealth of Nation…International Portfolio Equilibrium and the Current Account (2006)International Portfolio Equil…Portfolio Choice in a Monetary Open-Economy DSGE Model (2005)Portfolio Choice in a Monetar…From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege (2005)From World Banker to World Ve…A Global Perspective on External Positions (2005)A Global Perspective on Exter…The Impact of Exchange Rate Movements on U.S. Foreign Debt (2003)The Impact of Exchange Rate M…The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries (1999)The External Wealth of Nation…Wages, profits and the international portfolio puzzle (1996)Wages, profits and the intern…The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)The Fundamental Approximation…G7 Current Account Imbalances: Sustainability and AdjustmentG7 Current Account Imbalances…The Stabilizing Role of Net Foreign Asset Returns (2018)The Stabilizing Role of Net F…Trilemma, Not Dilemma: Financial Globalisation and Monetary Policy Effectiveness (2015)Trilemma, Not Dilemma: Financ…An Essay on the Revived Bretton Woods System (2003)International Financial Adjustment (2005)The global saving glut and the U.S. current account deficit (2005)Rare Disasters and Exchange Rates * (2015)International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)An Intertemporal General Equilibrium Model of Asset Prices (1985)Investor Diversification and International Equity Markets (1991)Dynamic Asset Pricing Theory. (1993)Government as a discriminating monopolist in the financial market: the case of China (2002)Home Bias at the Fund Level (2008)The International Diversification Puzzle Is Not as Bad as You Think (2013)Portfolio Selection: Efficient Diversification of Investments (1959)A Note on Uncertainty and Indifference Curves (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Systemic Risk and International Portfolio Choice (2004)Optimal Portfolio Allocation under Higher Moments (2006)Optimum consumption and portfolio rules in a continuous-time model (1971)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Gravity with Gravitas: A Solution to the Border Puzzle (2003)Country Size, Currency Unions, and International Asset Returns (2009)The First Global Recession in Decades (2010)Survey of current business (1921)Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Technology Capital and the US Current Account (2010)China's Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System (2013)The International Monetary and Financial System (2019)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)How Does Foreign Direct Investment Affect Economic Growth? (1995)How does foreign direct investment affect economic growth? (1998)Trade, Finance, Specialization, and Synchronization (2004)Understanding the Evolution of World Business Cycles (2005)Empirical exchange rate models of the seventies (1983)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Global Current Account Imbalances and Exchange Rate Adjustments (2005)Global Banking Glut and Loan Risk Premium (2012)The Missing Wealth of Nations: Are Europe and the U.S. net Debtors or net Creditors?* (2013)COUNTRY PORTFOLIOS IN OPEN ECONOMY MACRO-MODELS (2011)Growth in the Shadow of Expropriation * (2011)Long-Run Trends in the Distribution of Income and Wealth (2014)Current account balances, financial development and institutions: Assaying the world “saving glut” (2007)Home bias and international risk sharing: Twin puzzles separated at birth (2007)The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration (2010)An Equilibrium Model of Global Imbalances and Low Interest Rates (2006)An Equilibrum Model of 'Global Imbalances' and Low Interest Rates (2007)Home Bias in Open Economy Financial Macroeconomics (2011)
this work references cited by second hop

References

  • 1999The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries766 cited
  • 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited
  • 2007International Financial Adjustment636 cited
  • 2006The External Wealth of Nations Mark II489 cited
  • 2005From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege473 cited
  • n.d.G7 Current Account Imbalances: Sustainability and Adjustment298 cited
  • 2006The External Wealth of Nations Mark II224 cited
  • 2008Do trade costs in goods market lead to home bias in equities?190 cited
  • 1996Wages, profits and the international portfolio puzzle182 cited
  • 2008Cross-Border Returns Differentials *156 cited
  • 2007Country Portfolio Dynamics144 cited
  • 2005Portfolio Choice in a Monetary Open-Economy DSGE Model107 cited
  • 2007The Valuation Channel of External Adjustment106 cited
  • 2006International Portfolio Equilibrium and the Current Account105 cited
  • 2005A Global Perspective on External Positions98 cited

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2003
The Impact of Exchange Rate Movements on U.S. Foreign Debt
97 cited

Cited by

  • 2018The Stabilizing Role of Net Foreign Asset Returns36 cited
  • 2015Trilemma, Not Dilemma: Financial Globalisation and Monetary Policy Effectiveness28 cited