The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice /

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice /

This paper analyzes the role of nonseparable utility and nontradables in business cycles and portfolio choice. I find that nonseparability in utility can change the portfolio choice significantly. Unlike previous results in literature, the optimal portfolio of the traded-good sector equities is no l...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Matsumoto, Akito
स्वरूप:	पत्रिका
भाषा:	English
प्रकाशित:	Washington, D.C. : International Monetary Fund, 2007.
श्रृंखला:	IMF Working Papers; Working Paper ; No. 2007/163
ऑनलाइन पहुंच:	Full text available on IMF

समान संसाधन

Portfolio Choice in a Monetary Open-Economy DSGE Model /
द्वारा: Matsumoto, Akito
प्रकाशित: (2005)

International Evidenceon Tradables and Nontradables Inflation /
द्वारा: Wolf, Holger
प्रकाशित: (1994)

Growth, Nontradables, and Price Convergence in the Baltics /
द्वारा: Richards, Anthony
प्रकाशित: (1995)

The International Diversification Puzzle when Goods Prices Are Sticky : It's Really About Exchange-Rate Hedging, not Equity Portfolios /
द्वारा: Matsumoto, Akito
प्रकाशित: (2009)

Flight Capital as a Portfolio Choice /
द्वारा: Hoeffler, Anke
प्रकाशित: (1999)

The Behavior of Nontradable Goods Prices in Europe : Evidence and Interpretation /
द्वारा: De Gregorio, Jose
प्रकाशित: (1993)

Aggregate Investment Expenditures on Tradable and Nontradable Goods /
द्वारा: Bems, Rudolfs
प्रकाशित: (2008)

Real Exchange Rates and the Prices of Nontradable Goods /
द्वारा: Micossi, S.
प्रकाशित: (1994)

Risk-Taking and Optimal Taxation with Nontradable Human Capital /
द्वारा: Hu, Zuliu
प्रकाशित: (1992)

International Risk Sharing : Through Equity Diversification or Exchange Rate Hedging? /
द्वारा: Matsumoto, Akito
प्रकाशित: (2009)

International Risk Sharing During the Globalization Era /
द्वारा: Matsumoto, Akito
प्रकाशित: (2009)

Ethical choices in business /
द्वारा: Sekhar, R. C., 1933-
प्रकाशित: (2002)

Concordance in Business Cycles /
द्वारा: McDermott, C.
प्रकाशित: (2000)

Caribbean Business Cycles /
द्वारा: Cashin, Paul
प्रकाशित: (2004)

Hysteresis and Business Cycles /
द्वारा: Cerra, Valerie
प्रकाशित: (2020)

International Trade and the Business Cycle /
द्वारा: Prasad, Eswar
प्रकाशित: (1999)

Emerging Market Business Cycles : The Role of Labor Market Frictions /
द्वारा: Boz, Emine
प्रकाशित: (2012)

Global Liquidity : Availability of Funds for Safe and Risky Assets /
द्वारा: Matsumoto, Akito
प्रकाशित: (2011)

The Role of Interest Rates in Business Cycle Fluctuations in Emerging Market Countries : The Case of Thailand /
द्वारा: Tchakarov, Ivan
प्रकाशित: (2006)

Business Cycles in Emerging Markets : The Role of Durable Goods and Financial Frictions.
प्रकाशित: (2011)

Global Business Cycles : Convergence or Decoupling? /
द्वारा: Kose, Ayhan
प्रकाशित: (2008)

ECCU Business Cycles : Impact of the U.S. /
द्वारा: Sun, Yan
प्रकाशित: (2009)

Business Ethics as Rational Choice
द्वारा: Hooker, John

Financial and Business Cycles in Brazil /
द्वारा: Krznar, Ivo
प्रकाशित: (2017)

Business Cycle Accounting For Chile /
द्वारा: Soderling, Ludvig
प्रकाशित: (2008)

Are Mexican Business Cycles Asymmetrical? /
द्वारा: Santos, Andre
प्रकाशित: (2002)

Journal of Business Cycle Research

Project management role in software development life cycle
द्वारा: Islam, Sk. Kamrul
प्रकाशित: (2018)

Real Exchange Rate Volatility and the Price of Nontradables in Sudden-Stop-Prone Economies /
द्वारा: Mendoza, Enrique
प्रकाशित: (2006)

Potential Role SDR Diversified Currency Portfolios Central Bank.
प्रकाशित: (1988)

Cointegrated TFP Processes and International Business Cycles /
द्वारा: Tuesta, Vicente
प्रकाशित: (2009)

Business Cycles in Small Developed Economies : The Role of Terms of Trade and Foreign Interest Rate Shocks /
द्वारा: Guajardo, Jaime
प्रकाशित: (2008)

Understanding the Evolution of World Business Cycles /
द्वारा: Kose, Ayhan
प्रकाशित: (2005)

Key Features of Australian Business Cycles /
द्वारा: Cashin, Paul
प्रकाशित: (2001)

Tax Revenue Response to the Business Cycle /
द्वारा: Sancak, Cemile
प्रकाशित: (2010)

Labor Market Informality and the Business Cycle /
द्वारा: Lambert, Frederic
प्रकाशित: (2020)

Globalization, the Business Cycle, and Macroeconomic Monitoring /
द्वारा: Aruoba, S. Boragan
प्रकाशित: (2011)

Aging, Secular Stagnation and the Business Cycle /
द्वारा: Jones, Callum
प्रकाशित: (2018)

Financial Frictions and Sources of Business Cycle /
द्वारा: Taheri Sanjani, Marzie
प्रकाशित: (2014)

Business Cycle Synchronisation and Economic Integration
प्रकाशित: (2013)