Asset liquidity and international portfolio choice
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Publication:402086
DOI10.1016/J.JET.2014.01.004zbMATH Open1296.91249OpenAlexW2786604313MaRDI QIDQ402086FDOQ402086
Authors: Athanasios Geromichalos, Ina Simonovska 
Publication date: 27 August 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w17331.pdf
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Cites Work
- Over-the-Counter Markets
- Asset Prices in an Exchange Economy
- Money is memory
- Information, liquidity, asset prices, and monetary policy
- Toward a Theory of International Currency
- Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium
- Money and capital as competing media of exchange
- International portfolio choice, liquidity constraints and the home equity bias puzzle
Cited In (11)
- A model of the gold standard
- Cojumps and asset allocation in international equity markets
- International portfolio choice, liquidity constraints and the home equity bias puzzle
- Internationalization and Stock Market Liquidity*
- Over-the-counter trade and the value of assets as collateral
- International portfolio choice in an overlapping generations model with transaction costs
- A dynamic equilibrium model of imperfectly integrated financial markets
- Liquidity and the international allocation of economic activity
- International portfolio flows with growth shocks
- Selecting slacks-based data envelopment analysis models
- A competitive search approach to exchange rate pass-through
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