Asset liquidity and international portfolio choice
From MaRDI portal
(Redirected from Publication:402086)
Recommendations
- International portfolio choice, liquidity constraints and the home equity bias puzzle
- International portfolio choice in an overlapping generations model with transaction costs
- A Dynamic Equilibrium Model of International Portfolio Holdings
- A dynamic equilibrium model of imperfectly integrated financial markets
- The home bias in equities and distribution costs
Cites work
- Asset Prices in an Exchange Economy
- Information, liquidity, asset prices, and monetary policy
- International portfolio choice, liquidity constraints and the home equity bias puzzle
- Money and capital as competing media of exchange
- Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium
- Money is memory
- Over-the-Counter Markets
- Toward a Theory of International Currency
Cited in
(11)- International portfolio choice in an overlapping generations model with transaction costs
- A dynamic equilibrium model of imperfectly integrated financial markets
- Cojumps and asset allocation in international equity markets
- Liquidity and the international allocation of economic activity
- A competitive search approach to exchange rate pass-through
- 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
- A model of the gold standard
- Selecting slacks-based data envelopment analysis models
- International portfolio flows with growth shocks
This page was built for publication: Asset liquidity and international portfolio choice
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q402086)