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The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel
| The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel |
| Autore | Matsumoto Akito |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 47 p |
| Altri autori (Persone) | EngelCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Hedging (Finance)
Foreign exchange rates Banks and Banking Investments: Stocks Macroeconomics Money and Monetary Policy International Finance: General Foreign Exchange Open Economy Macroeconomics Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Price Level Inflation Deflation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Macroeconomics: Consumption Saving Wealth Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Investment & securities Monetary economics Financial services law & regulation Stocks Sticky prices Currencies Consumption Hedging Financial institutions Prices Money Financial regulation and supervision National accounts Economics Financial risk management |
| 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-9910788349103321 |
Matsumoto Akito
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel
| The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel |
| Autore | Matsumoto Akito |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 47 p |
| Disciplina | 332.152 |
| Altri autori (Persone) | EngelCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Hedging (Finance)
Foreign exchange rates Banks and Banking Capital and Ownership Structure Consumption Currencies Deflation Economics Financial institutions Financial Instruments Financial regulation and supervision Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Foreign Exchange Goodwill Government and the Monetary System Hedging Inflation Institutional Investors International Finance: General Investment & securities Investment Decisions Investments: Stocks Macroeconomics Macroeconomics: Consumption Monetary economics Monetary Systems Money and Monetary Policy Money National accounts Non-bank Financial Institutions Open Economy Macroeconomics Payment Systems Pension Funds Portfolio Choice Price Level Prices Regimes Saving Standards Sticky prices Stocks Value of Firms Wealth |
| ISBN |
9786612842344
9781462304325 146230432X 9781451988284 1451988281 9781451871593 1451871597 9781282842342 128284234X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. A General Result in a Static Framework -- III. A Simple Equilibrium Static Model -- A. Households -- B. Firms -- C. Solution of the Static Model -- IV. Dynamic Model -- A. Household Problem -- B. Firms -- C. Solution of the Dynamic Model -- D. Calibrated Portfolios -- V. Conclusion -- Table -- 1. Optimal Portfolio Shares of Foreign Equities -- Appendix -- References. |
| Record Nr. | UNINA-9911107439303321 |
|
Matsumoto Akito
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel
| The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel |
| Autore | Matsumoto Akito |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 47 p |
| Disciplina | 332.152 |
| Altri autori (Persone) | EngelCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Hedging (Finance)
Foreign exchange rates Banks and Banking Capital and Ownership Structure Consumption Currencies Deflation Economics Financial institutions Financial Instruments Financial regulation and supervision Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Foreign Exchange Goodwill Government and the Monetary System Hedging Inflation Institutional Investors International Finance: General Investment & securities Investment Decisions Investments: Stocks Macroeconomics Macroeconomics: Consumption Monetary economics Monetary Systems Money and Monetary Policy Money National accounts Non-bank Financial Institutions Open Economy Macroeconomics Payment Systems Pension Funds Portfolio Choice Price Level Prices Regimes Saving Standards Sticky prices Stocks Value of Firms Wealth |
| ISBN |
9786612842344
9781462304325 146230432X 9781451988284 1451988281 9781451871593 1451871597 9781282842342 128284234X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. A General Result in a Static Framework -- III. A Simple Equilibrium Static Model -- A. Households -- B. Firms -- C. Solution of the Static Model -- IV. Dynamic Model -- A. Household Problem -- B. Firms -- C. Solution of the Dynamic Model -- D. Calibrated Portfolios -- V. Conclusion -- Table -- 1. Optimal Portfolio Shares of Foreign Equities -- Appendix -- References. |
| Record Nr. | UNINA-9911149107403321 |
| Matsumoto Akito | ||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Risk Sharing : : Through Equity Diversification or Exchange Rate Hedging? / / Akito Matsumoto, Charles Engel
| International Risk Sharing : : Through Equity Diversification or Exchange Rate Hedging? / / Akito Matsumoto, Charles Engel |
| Autore | Matsumoto Akito |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (47 p.) |
| Altri autori (Persone) | EngelCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Risk
Hedging (Finance) Foreign Exchange Investments: Stocks Macroeconomics Money and Monetary Policy International Finance: General Open Economy Macroeconomics Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Price Level Inflation Deflation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Investment & securities Currency Foreign exchange Monetary economics Stocks Sticky prices Currencies Exchange rates Prices Money |
| 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-9910788336103321 |
|
Matsumoto Akito
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Risk Sharing : : Through Equity Diversification or Exchange Rate Hedging? / / Akito Matsumoto, Charles Engel
| International Risk Sharing : : Through Equity Diversification or Exchange Rate Hedging? / / Akito Matsumoto, Charles Engel |
| Autore | Matsumoto Akito |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (47 p.) |
| Disciplina | 330.95 |
| Altri autori (Persone) | EngelCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Risk
Hedging (Finance) Currencies Currency Deflation Exchange rates Financial Instruments Foreign Exchange Foreign exchange Government and the Monetary System Inflation Institutional Investors International Finance: General Investment & securities Investments: Stocks Macroeconomics Monetary economics Monetary Systems Money and Monetary Policy Money Non-bank Financial Institutions Open Economy Macroeconomics Payment Systems Pension Funds Price Level Prices Regimes Standards Sticky prices Stocks |
| ISBN |
9786612843525
9781462332564 1462332560 9781452755113 1452755116 9781282843523 1282843524 9781451872859 1451872852 |
| 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-9911110305303321 |
|
Matsumoto Akito
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Risk Sharing : : Through Equity Diversification or Exchange Rate Hedging? / / Akito Matsumoto, Charles Engel
| International Risk Sharing : : Through Equity Diversification or Exchange Rate Hedging? / / Akito Matsumoto, Charles Engel |
| Autore | Matsumoto Akito |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (47 p.) |
| Disciplina | 330.95 |
| Altri autori (Persone) | EngelCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Risk
Hedging (Finance) Currencies Currency Deflation Exchange rates Financial Instruments Foreign Exchange Foreign exchange Government and the Monetary System Inflation Institutional Investors International Finance: General Investment & securities Investments: Stocks Macroeconomics Monetary economics Monetary Systems Money and Monetary Policy Money Non-bank Financial Institutions Open Economy Macroeconomics Payment Systems Pension Funds Price Level Prices Regimes Standards Sticky prices Stocks |
| ISBN |
9786612843525
9781462332564 1462332560 9781452755113 1452755116 9781282843523 1282843524 9781451872859 1451872852 |
| 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-9911149094803321 |
| Matsumoto Akito | ||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||