International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?
Well-known empirical puzzles in international macroeconomics concern the large divergence of equilibrium outcomes for consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk-sharing puzzles are related to another empirical puzzle-th...
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2009
|
Schriftenreihe: | IMF Working Papers
Working Paper No. 09/138 |
Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
Zusammenfassung: | Well-known empirical puzzles in international macroeconomics concern the large divergence of equilibrium outcomes for consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk-sharing puzzles are related to another empirical puzzle-the home-bias in equity puzzle. However, we show in a series of dynamic models that the full risk sharing equilibrium may not require much diversification of equity portfolios when there is price stickiness of the degree typically calibrated in macroeconomic models. This conclusion holds under a range of assumptions about home bias in preferences, price setting as PCP or LCP, and with or without nominal wage stickiness as long as there is some price rigidity |
Beschreibung: | 1 Online-Ressource (46 p) |
ISBN: | 1451872852 9781451872859 |
Internformat
MARC
LEADER | 00000nmm a2200000 cb4500 | ||
---|---|---|---|
001 | BV048351194 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 220713s2009 |||| o||u| ||||||eng d | ||
020 | |a 1451872852 |c 18.00 USD |9 1-451-87285-2 | ||
020 | |a 9781451872859 |c 18.00 USD |9 978-1-451-87285-9 | ||
035 | |a (ZDB-1-IMF)845911074 | ||
035 | |a (OCoLC)1337127813 | ||
035 | |a (DE-599)BVBBV048351194 | ||
040 | |a DE-604 |b ger | ||
041 | 0 | |a eng | |
049 | |a DE-20 |a DE-824 |a DE-70 |a DE-155 |a DE-29 |a DE-22 |a DE-473 |a DE-1102 |a DE-703 |a DE-859 |a DE-706 |a DE-384 |a DE-860 |a DE-19 |a DE-739 |a DE-355 |a DE-Aug4 |a DE-1049 |a DE-12 |a DE-91 | ||
100 | 1 | |a Matsumoto, Akito |e Verfasser |4 aut | |
245 | 1 | 0 | |a International Risk Sharing |b Through Equity Diversification or Exchange Rate Hedging? |c Matsumoto, Akito |
264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2009 | |
300 | |a 1 Online-Ressource (46 p) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a IMF Working Papers |v Working Paper No. 09/138 | |
520 | 3 | |a Well-known empirical puzzles in international macroeconomics concern the large divergence of equilibrium outcomes for consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk-sharing puzzles are related to another empirical puzzle-the home-bias in equity puzzle. However, we show in a series of dynamic models that the full risk sharing equilibrium may not require much diversification of equity portfolios when there is price stickiness of the degree typically calibrated in macroeconomic models. This conclusion holds under a range of assumptions about home bias in preferences, price setting as PCP or LCP, and with or without nominal wage stickiness as long as there is some price rigidity | |
533 | |a Online-Ausg | ||
700 | 1 | |a Engel, Charles |e Sonstige |4 oth | |
856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
912 | |a ZDB-1-IMF | ||
999 | |a oai:aleph.bib-bvb.de:BVB01-033730462 | ||
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UBW01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UEI01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l LCO01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l SBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UER01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l SBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l FAN01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UBT01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l FKE01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UBY01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UBA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l FLA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UBM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UPA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l UBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l FHA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l FNU01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l BSB01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |l TUM01 |p ZDB-1-IMF |x Verlag |3 Volltext |
Datensatz im Suchindex
_version_ | 1804184205864730624 |
---|---|
adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Matsumoto, Akito |
author_facet | Matsumoto, Akito |
author_role | aut |
author_sort | Matsumoto, Akito |
author_variant | a m am |
building | Verbundindex |
bvnumber | BV048351194 |
collection | ZDB-1-IMF |
ctrlnum | (ZDB-1-IMF)845911074 (OCoLC)1337127813 (DE-599)BVBBV048351194 |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05184nmm a2200589 cb4500</leader><controlfield tag="001">BV048351194</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s2009 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1451872852</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">1-451-87285-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451872859</subfield><subfield code="c">18.00 USD</subfield><subfield code="9">978-1-451-87285-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845911074</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337127813</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048351194</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Matsumoto, Akito</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">International Risk Sharing</subfield><subfield code="b">Through Equity Diversification or Exchange Rate Hedging?</subfield><subfield code="c">Matsumoto, Akito</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (46 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 09/138</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">Well-known empirical puzzles in international macroeconomics concern the large divergence of equilibrium outcomes for consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk-sharing puzzles are related to another empirical puzzle-the home-bias in equity puzzle. However, we show in a series of dynamic models that the full risk sharing equilibrium may not require much diversification of equity portfolios when there is price stickiness of the degree typically calibrated in macroeconomic models. This conclusion holds under a range of assumptions about home bias in preferences, price setting as PCP or LCP, and with or without nominal wage stickiness as long as there is some price rigidity</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Engel, Charles</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033730462</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV048351194 |
illustrated | Not Illustrated |
index_date | 2024-07-03T20:13:30Z |
indexdate | 2024-07-10T09:35:39Z |
institution | BVB |
isbn | 1451872852 9781451872859 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033730462 |
oclc_num | 1337127813 |
open_access_boolean | |
owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
physical | 1 Online-Ressource (46 p) |
psigel | ZDB-1-IMF |
publishDate | 2009 |
publishDateSearch | 2009 |
publishDateSort | 2009 |
publisher | International Monetary Fund |
record_format | marc |
series2 | IMF Working Papers |
spelling | Matsumoto, Akito Verfasser aut International Risk Sharing Through Equity Diversification or Exchange Rate Hedging? Matsumoto, Akito Washington, D.C International Monetary Fund 2009 1 Online-Ressource (46 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 09/138 Well-known empirical puzzles in international macroeconomics concern the large divergence of equilibrium outcomes for consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk-sharing puzzles are related to another empirical puzzle-the home-bias in equity puzzle. However, we show in a series of dynamic models that the full risk sharing equilibrium may not require much diversification of equity portfolios when there is price stickiness of the degree typically calibrated in macroeconomic models. This conclusion holds under a range of assumptions about home bias in preferences, price setting as PCP or LCP, and with or without nominal wage stickiness as long as there is some price rigidity Online-Ausg Engel, Charles Sonstige oth http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Matsumoto, Akito International Risk Sharing Through Equity Diversification or Exchange Rate Hedging? |
title | International Risk Sharing Through Equity Diversification or Exchange Rate Hedging? |
title_auth | International Risk Sharing Through Equity Diversification or Exchange Rate Hedging? |
title_exact_search | International Risk Sharing Through Equity Diversification or Exchange Rate Hedging? |
title_exact_search_txtP | International Risk Sharing Through Equity Diversification or Exchange Rate Hedging? |
title_full | International Risk Sharing Through Equity Diversification or Exchange Rate Hedging? Matsumoto, Akito |
title_fullStr | International Risk Sharing Through Equity Diversification or Exchange Rate Hedging? Matsumoto, Akito |
title_full_unstemmed | International Risk Sharing Through Equity Diversification or Exchange Rate Hedging? Matsumoto, Akito |
title_short | International Risk Sharing |
title_sort | international risk sharing through equity diversification or exchange rate hedging |
title_sub | Through Equity Diversification or Exchange Rate Hedging? |
url | http://elibrary.imf.org/view/IMF001/10100-9781451872859/10100-9781451872859/10100-9781451872859.xml |
work_keys_str_mv | AT matsumotoakito internationalrisksharingthroughequitydiversificationorexchangeratehedging AT engelcharles internationalrisksharingthroughequitydiversificationorexchangeratehedging |