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A Dynamic Equilibrium Model of International Portfolio Holdings
16 references·6 citing·35 second hop
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References

  • 2019American Economic Review10,902 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process1,613 cited
  • 1995The Malliavin Calculus and Related Topics1,545 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 1990Tastes and Technology in a Two-Country Model of the Business Cycle : Explaining International Co-Movements818 cited
  • 1994Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium671 cited
  • 1995Tastes and technology in a two-country model of the business cycle: Explaining international657 cited
  • 1996What Can Explain the Apparent Lack of International Consumption Risk Sharing?357 cited
  • 2005IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES351 cited
  • 1991Asset Prices in an Exchange Economy with Habit Formation298 cited
  • 1985Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities296 cited
  • 1991A generalized clark representation formula, with application to optimal portfolios

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271 cited
  • 1993International risk-sharing and non-traded goods210 cited
  • Cited by

    • 2007Goods Trade and International Equity Portfolios32 cited
    • 2013Home Bias and Local Contagion: Evidence from Funds of Hedge Funds32 cited
    • 2006Is Home Bias in Assets Related to Home Bias in Goods?29 cited
    • 2006Is Home Bias in Assets Related to Home Bias in Goods?26 cited
    • 2013Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory24 cited
    • 2005Wealth Transfers, Contagion, and Portfolio Constraints22 cited