The Role of Portfolio Constraints in the International Propagation of Shocks
From MaRDI portal
Publication:3528180
DOI10.1111/j.1467-937X.2008.00509.xzbMath1144.91328OpenAlexW3123568239MaRDI QIDQ3528180
Publication date: 8 October 2008
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-937x.2008.00509.x
Related Items (7)
ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT ⋮ Cross-sectional asset pricing with heterogeneous preferences and beliefs ⋮ The impact of US financial uncertainty shocks on emerging market economies: an international credit channel ⋮ Liquidity in competitive dealer markets ⋮ Complete and incomplete financial markets in multi-good economies ⋮ A dynamic equilibrium model of imperfectly integrated financial markets ⋮ Rational asset pricing bubbles and portfolio constraints
This page was built for publication: The Role of Portfolio Constraints in the International Propagation of Shocks
