A dynamic equilibrium model of imperfectly integrated financial markets
DOI10.1016/J.JET.2014.09.011zbMATH Open1309.91131OpenAlexW3023685791MaRDI QIDQ472216FDOQ472216
Authors: Harjoat S. Bhamra, Nicolas Coeurdacier, Stéphane Guibaud 
Publication date: 19 November 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00590775/file/wp200524.pdf
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Cites Work
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- A Dynamic Equilibrium Model of International Portfolio Holdings
- A Dynamic Equilibrium Model of International Portfolio Holdings: Comment
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- Financial globalization and real regionalization
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- The Role of Portfolio Constraints in the International Propagation of Shocks
- Accuracy in Simulations
- Capital Market Equilibrium with Differential Taxation *
- Asymptotic methods for asset market equilibrium analysis
Cited In (14)
- Asset prices in segmented and integrated markets
- A model of financial pyramid with quasi-rational participants
- A model of financial markets with endogenously correlated rational beliefs
- A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities
- International Equity Flows and Returns: A Quantitative Equilibrium Approach
- Folded bivariate distributions as models for magnitude correlation
- The home bias in equities and distribution costs
- Dynamic Models of Financial Markets with Heterogeneous Agents
- Cross-border returns differentials
- Asset liquidity and international portfolio choice
- Dynamic equilibrium and volatility in financial asset markets
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- Atlas models of equity markets
- Model of the financial coalition in dynamics
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