The international diversification puzzle when goods prices are sticky [[electronic resource] ] : it's really about exchange-rate hedging, not equity portfolios / / prepared by Charles Engel and Akito Matsumoto
| The international diversification puzzle when goods prices are sticky [[electronic resource] ] : it's really about exchange-rate hedging, not equity portfolios / / prepared by Charles Engel and Akito Matsumoto |
| Autore | Engel Charles |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 47 p |
| Altri autori (Persone) | MatsumotoAkito |
| Collana | IMF working paper |
| Soggetto topico |
Hedging (Finance)
Foreign exchange rates |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-0432-X
9786612842344 1-4519-8828-1 1-4518-7159-7 1-282-84234-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910464236203321 |
Engel Charles
|
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| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International risk sharing [[electronic resource] ] : through equity diversification or exchange rate hedging? / / prepared by Charles Engel and Akito Matsumoto
| International risk sharing [[electronic resource] ] : through equity diversification or exchange rate hedging? / / prepared by Charles Engel and Akito Matsumoto |
| Autore | Engel Charles |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (47 p.) |
| Altri autori (Persone) | MatsumotoAkito |
| Collana | IMF working paper |
| Soggetto topico |
Risk
Hedging (Finance) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3256-0
1-4527-5511-6 9786612843525 1-282-84352-4 1-4518-7285-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. A General Result in a Static Framework; III. A Dynamic Sticky-Price Model with Local-Currency Pricing; A. Household Problem; B. Firms; C. Equilibrium Portfolios under LCP and Flexible Wages; D. Equilibrium Portfolios under LCP and Sticky Wages; E. A Dynamic Sticky-Price Model with Producer-Currency Pricing; IV. Conclusion; Tables; 1. Optimal Portfolios under LCP, Flexible Wages; 2. Optimal Portfolios under LCP, Sticky Wages; 3. Optimal Portfolios under PCP, Flexible Wages; 4. Optimal Portfolios under PCP, Sticky Wages; References |
| Record Nr. | UNINA-9910464011703321 |
Engel Charles
|
||
| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||