Consumption and real exchange rates in dynamic economies with non-traded goods, Journal of International Economics, vol.35, issue.3-4, pp.297-316, 1993. ,
DOI : 10.1016/0022-1996(93)90021-O
Asset Prices in the International Economy, Ph.D. Dissertation, 1992. ,
The international portfolio diversi?cation is worse than you think, American Economic Review, vol.87, pp.170-80, 1997. ,
Consumption and real exchange rates with incomplete markets and non-traded goods, Journal of International Money and Finance, vol.27, issue.6, p.5580, 2006. ,
DOI : 10.1016/j.jimonfin.2008.04.008
International Investors, the US Current Account and the Dollar, Brookings Papers on Economic Activity, vol.1, pp.1-65, 2005. ,
ON THE INTERNATIONALIZATION OF PORTFOLIOS
*, Oxford Economic Papers, vol.44, issue.4, 1991. ,
DOI : 10.1093/oxfordjournals.oep.a042065
Wages, profits and the international portfolio puzzle, European Economic Review, vol.40, issue.2, pp.219-254, 1996. ,
DOI : 10.1016/0014-2921(96)00009-8
Product Creation and Destruction: Evidence and Price Implications, 2007. ,
What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide, The Journal of Finance, vol.14, issue.3, pp.1495-1534, 2005. ,
DOI : 10.1111/j.1540-6261.2005.768_1.x
Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?, Review of Economic Studies, vol.69, pp.533-63, 2002. ,
DOI : 10.3386/w7869
Do trade costs in goods market lead to home bias in equities?, Journal of International Economics, vol.77, issue.1, 2005. ,
DOI : 10.1016/j.jinteco.2008.10.005
A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets, Working Paper PSE, pp.2005-2029, 2005. ,
URL : https://hal.archives-ouvertes.fr/halshs-00590775
Commodity trade and international risk sharing, Journal of Monetary Economics, vol.28, issue.1, pp.3-24, 1991. ,
DOI : 10.1016/0304-3932(91)90023-H
International Risk-Sharing and the Transmission of Productivity Shocks, Working Paper, 2007. ,
Productivity, Terms of Trade, and the 'Home Market E¤ect, Journal of International Economics, 2007. ,
Solving for Country Portfolios in Open Economy Macro Models, IMF Working Papers, vol.07, issue.284, 2006. ,
DOI : 10.5089/9781451868470.001
Portfolio Choice in a Monetary Open-Economy DSGE Model, National Bureau of Economic Research, 2006. ,
DOI : 10.3386/w12214
Investor Diversi?cation and International Equity Markets, American Economic Review, vol.81, pp.222-248, 1991. ,
Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?, American Economic Review, vol.89, issue.1, pp.249-271, 1999. ,
DOI : 10.1257/aer.89.1.249
The Valuation Channel of External Adjustment, 2006. ,
International Financial Adjustment, Journal of Political Economy, vol.115, issue.4, p.11155, 2005. ,
DOI : 10.1086/521966
Financial globalization and real regionalization, Journal of Economic Theory, vol.119, issue.1, pp.207-243, 2004. ,
DOI : 10.1016/j.jet.2003.06.003
Financial autarky and international business cycles, Journal of Monetary Economics, vol.49, issue.3, pp.601-627, 2002. ,
DOI : 10.1016/S0304-3932(02)00103-4
Exchange Rates, Prices, and External Adjustment in the United States and Japan, Understanding Interdependence, pp.107-68, 1995. ,
Human Capital and International Portfolio Choice, 2004. ,
International Portfolio Diversi?cation Is Not Worse Than You Think, 2002. ,
A Dynamic Equilibrium Model of International Portfolio Holdings: Comment, Econometrica, vol.74, issue.1, pp.269-273, 2006. ,
DOI : 10.1111/j.1468-0262.2006.00656.x
International Portfolio Equilibrium and the Current Account, SSRN Electronic Journal, 2006. ,
DOI : 10.2139/ssrn.889084
Incomplete asset markets and the cross-country consumption correlation puzzle, Journal of Economic Dynamics and Control, vol.20, issue.5, pp.945-962, 1996. ,
DOI : 10.1016/0165-1889(95)00883-7
Consumption, real exchange rates and the structure of international asset markets, Journal of International Money and Finance, vol.14, issue.2, pp.191-211, 1995. ,
DOI : 10.1016/0261-5606(94)00011-O
Essays on International Business Cycles, 1991. ,
The External Wealth of Nations Mark II, IMF Working Paper, pp.6-69, 2006. ,
A Global Perspective on External Positions, IIIS Discussion Paper, vol.79, 2005. ,
International Financial Integration, IMF Sta¤ Papers, vol.50, pp.82-113, 2003. ,
Trying to Explain Home Bias in Equities and Consumption, Journal of Economic Literature, vol.37, issue.2, pp.571-608, 1999. ,
DOI : 10.1257/jel.37.2.571
Interest rates and currency prices in a two-country world, Journal of Monetary Economics, vol.10, issue.3, pp.335-359, 1982. ,
DOI : 10.1016/0304-3932(82)90032-0
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street, National Bureau of Economic Research, 2005. ,
Globalization and Emerging Markets: With or Without Crash?, American Economic Review, vol.96, issue.5, pp.1631-51, 2006. ,
DOI : 10.1257/aer.96.5.1631
URL : https://hal.archives-ouvertes.fr/hal-01021349
Financial super-markets: size matters for asset trade, Journal of International Economics, vol.64, issue.2, pp.335-361, 2004. ,
DOI : 10.1016/j.jinteco.2003.12.001
URL : https://hal.archives-ouvertes.fr/halshs-00176904
International Risk Sharing and the Costs of Trade, 2006. ,
The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?, NBER Macroeconomics Annual, pp.339-390, 2000. ,
Asset Prices and Exchange Rates, Review of Financial Studies, 2004. ,
The Cyclical Behavior of Prices and Costs, Handbook of Macroeconomics, pp.1051-1135, 1999. ,
DOI : 10.3386/w6909
Financial Integration and the Wealth E¤ect of Exchange Rate Fluctuations, Federal Reserve Bank of, 2005. ,
International Capital Flows, National Bureau of Economic Research, p.31, 2007. ,
A General Equilibrium Model of International Portfolio Choice, The Journal of Finance, vol.15, issue.2, pp.529-553, 1993. ,
DOI : 10.1111/j.1540-6261.1993.tb04726.x
Is Home Bias in Assets Related to Home Bias in Goods?, National Bureau of Economic Research, 2006. ,