A dynamic equilibrium model of imperfectly integrated financial markets
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- Bhamra, Harjoat S. & Coeurdacier, Nicolas & Guibaud, Stéphane, 2014. "A dynamic equilibrium model of imperfectly integrated financial markets," Journal of Economic Theory, Elsevier, vol. 154(C), pages 490-542.
- Nicolas Coeurdacier & Stéphane Guibaud, 2005. "A dynamic equilibrium model of imperfectly integrated financial markets," Working Papers halshs-00590775, HAL.
- Coeurdacier, Nicolas & Guibaud, Stéphane, 2006. "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," ESSEC Working Papers DR 06014, ESSEC Research Center, ESSEC Business School.
- Harjoat Bhamra & Nicolas Coeurdacier & Stéphane Guibaud, 2014. "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," Post-Print hal-03393013, HAL.
- Harjoat Bhamra & Nicolas Coeurdacier & Stéphane Guibaud, 2014. "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," SciencePo Working papers Main hal-03393013, HAL.
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Journal of Monetary Economics, Elsevier, vol. 104(C), pages 114-128.
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- Makram Khalil, 2017. "Cross-Border Portfolio Diversification under Trade Linkages," MNB Working Papers 2017/2, Magyar Nemzeti Bank (Central Bank of Hungary).
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More about this item
Keywords
asset pricing; financial integration; home bias in portfolio; international stock returns correlations; asymmetric taxation; investors heterogeneity; stochastic pareto-negishi weight;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
Statistics
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