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Limited asset market participation and the consumption-real exchange rate anomaly. (2012). Kollmann, Robert.
In: Canadian Journal of Economics.
RePEc:cje:issued:v:45:y:2012:i:2:p:566-584.

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  1. Risk sharing channels in OECD countries: A heterogeneous panel VAR approach. (2023). Asdrubali, Pierfederico ; Poncela, Pilar ; Pericoli, Filippo Maria ; Kim, Soyoung.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000050.

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  2. International trade and the risk in bilateral exchange rates. (2023). Loualiche, Erik ; Hassan, Ramin ; Ward, Colin ; Pecora, Alexandre R.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001435.

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  3. Low Risk Sharing with Many Assets. (2023). Singh, Sanjay ; Marin, Emile.
    In: Working Papers.
    RePEc:cda:wpaper:361.

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  4. .

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  5. Financial reforms and low?income households impact on international consumption risk sharing. (2022). Gardberg, Malin.
    In: International Finance.
    RePEc:bla:intfin:v:25:y:2022:i:3:p:375-395.

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  6. .

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  7. Real Exchange Rate Dynamics Beyond Business Cycles. (2020). Evans, Martin ; Lua, Wenlan ; Cao, Dan.
    In: MPRA Paper.
    RePEc:pra:mprapa:99054.

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  8. Financial crises and sudden stops: Was the European monetary union crisis different?. (2020). Albonico, Alice ; Tirelli, Patrizio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:93:y:2020:i:c:p:13-26.

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  9. International risk sharing with endogenously segmented asset markets. (2019). Ramanarayanan, Ananth ; Cociuba, Simona E.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:117:y:2019:i:c:p:61-78.

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  10. International risk sharing and financial shocks. (2018). Rouillard, Jean-François.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:82:y:2018:i:c:p:26-44.

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  11. Currency Manipulation. (2017). Hassan, Tarek ; Mertens, Thomas .
    In: 2017 Meeting Papers.
    RePEc:red:sed017:175.

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  12. Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.

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  13. Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172005.

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  14. How does the sensitivity of consumption to income vary over time? international evidence. (2016). Kose, Ayhan ; Islamaj, Ergys.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:7659.

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  15. Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks. (2016). Kollmann, Robert.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:721.

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  16. International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert.
    In: MPRA Paper.
    RePEc:pra:mprapa:70183.

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  17. Currency Manipulation. (2016). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22790.

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  18. How Does the Sensitivity of Consumption to Income Vary Over Time? International Evidence. (2016). Kose, Ayhan ; Islamaj, Ergys.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1602.

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  19. Not so disconnected: Exchange rates and the capital stock. (2016). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:99:y:2016:i:s1:p:s43-s57.

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  20. How does the sensitivity of consumption to income vary over time? International evidence. (2016). Kose, Ayhan ; Islamaj, Ergys.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:72:y:2016:i:c:p:169-179.

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  21. International business cycles and risk sharing with uncertainty shocks and recursive preferences. (2016). Kollmann, Robert.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:72:y:2016:i:c:p:115-124.

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  22. International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences. (2016). Kollmann, Robert.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/228794.

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  23. Currency Manipulation. (2016). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11581.

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  24. How Does the Sensitivity of Consumption to Income Vary Over Time? International Evidence. (2016). Kose, Ayhan ; Islamaj, Ergys.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11241.

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  25. Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite. (2015). Kollmann, Robert.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1397.

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  26. Not so Disconnected: Exchange Rates and the Capital Stock. (2015). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21445.

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  27. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2015). Kollmann, Robert.
    In: Open Economies Review.
    RePEc:kap:openec:v:26:y:2015:i:2:p:175-196.

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  28. Not so disconnected: exchange rates and the capital stock. (2015). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2015-21.

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  29. Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert.
    In: Globalization Institute Working Papers.
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  30. Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-44.

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  31. International capital markets structure, preferences and puzzles: A “US–China World”. (2015). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:85-99.

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  32. Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/220899.

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  33. Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10940.

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  34. Not so Disconnected: Exchange Rates and the Capital Stock. (2015). Hassan, Tarek ; Mertens, Thomas M ; Zhang, Tony .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10744.

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  35. International Risk Sharing and Portfolio Choice with Non-separable Preferences. (2015). Sutherland, Alan ; Kucuk, Hande ; Kuuk, Hande .
    In: CEPR Discussion Papers.
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  36. Exchange rates dynamics with long-run risk and recursive preferences. (2014). Kollmann, Robert.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:212.

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  37. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-70.

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  38. Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?. (2014). Paradiso, Antonio ; Donadelli, Michael.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:206-220.

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  39. Limited participation in international business cycle models: A formal evaluation. (2014). Marmer, Vadim ; Hnatkovska, Viktoria ; Gao, Xiaodan .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:39:y:2014:i:c:p:255-272.

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  40. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/177116.

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  41. International Capital Markets Structure, Preferences and Puzzles: The US-China Case. (2014). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia .
    In: Discussion Papers of DIW Berlin.
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  42. Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences. (2014). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10232.

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  43. International Capital Markets Structure, Preferences and Puzzles: The US-China Case. (2014). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia .
    In: CESifo Working Paper Series.
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  44. Sharing Risk Within and Across Countries: The Role of Labor Market Institutions.. (2013). LO PRETE, Anna.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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  45. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/1shj1p7td8e0r5c9fcsnk8a91.

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  46. Addressing International Empirical Puzzles: the Liquidity of Bonds. (2013). Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew.
    In: Open Economies Review.
    RePEc:kap:openec:v:24:y:2013:i:2:p:197-215.

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  47. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Post-Print.
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  48. Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model. (2013). Kollmann, Robert.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-30.

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  49. Sharing risk within and across countries: the role of labor market institutions. (2013). LO PRETE, Anna.
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:3:p:449-461.

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  50. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:1:p:63-115.

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  51. International Risk Sharing. (2012). Kollmann, Robert ; Devereux, Michael.
    In: MPRA Paper.
    RePEc:pra:mprapa:70129.

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  52. Currency Manipulation. (2008). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2016-15.

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References

References cited by this document

    References contributed by pha531-12417

  1. Hadzi-Vaskov, Metodij, (2007), Does the Nominal Exchange Rate Explain the Backus-Smith Puzzle? Evidence from the Eurozone, No 07-32, Working Papers, Utrecht School of Economics, http://EconPapers.repec.org/RePEc:use:tkiwps:0732.
    Paper not yet in RePEc: Add citation now

  2. Hadzi-Vaskov, Metodij, (2007), Does the Nominal Exchange Rate Explain the Backus-Smith Puzzle? Evidence from the Eurozone, No 07-32, Working Papers, Utrecht School of Economics.

  3. Hadzi-Vaskov, Metodij, (2007), Does the Nominal Exchange Rate Explain the Backus-Smith Puzzle? Evidence from the Eurozone, No 07-32, Working Papers, Utrecht School of Economics.
    Paper not yet in RePEc: Add citation now

Cocites

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  1. Exchange rate puzzles: evidence from rigidly fixed nominal exchange rate systems. (2019). Zhu, Feng ; Engel, Charles.
    In: BIS Working Papers.
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  2. Discussion of Charles Engel and Feng Zhu’s paper. (2018). Devereux, Michael B.
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  3. Backus–Smith puzzle and the European Union: It’s not just the nominal exchange rate. (2016). Petrovi, Predrag.
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  4. Assessing International Efficiency. (2014). Heathcote, Jonathan ; Perri, Fabrizio.
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  5. International transmission of productivity shocks with nonzero net foreign debt. (2014). Staveley-O'Carroll, James ; Olena, Mykhaylova ; James, Staveley-OCarroll .
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  6. Assessing International Efficiency. (2013). Perri, Fabrizio ; Heathcote, Jonathan.
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  7. Assessing International Efficiency. (2013). Perri, Fabrizio ; Heathcote, Jonathan.
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  8. Assessing international efficiency. (2013). Perri, Fabrizio ; Heathcote, Jonathan.
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  9. Borders and Nominal Exchange Rates in Risk-Sharing. (2013). Hnatkovska, Viktoria ; Devereux, Michael.
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  10. Assessing International Efficiency. (2013). Perri, Fabrizio ; Heathcote, Jonathan.
    In: CEPR Discussion Papers.
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  11. Limited asset market participation and the consumption‐real exchange rate anomaly. (2012). Kollmann, Robert.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:45:y:2012:i:2:p:566-584.

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  12. Consumption and real exchange rates in professional forecasts. (2012). Yetman, James ; Smith, Gregor ; Devereux, Michael.
    In: Journal of International Economics.
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  13. Limited asset market participation and the consumption-real exchange rate anomaly. (2012). Kollmann, Robert.
    In: Canadian Journal of Economics.
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  14. Consumption Risk Sharing, the Real Exchange Rate, and Borders: Why Does the Exchange Rate Make Such a Difference?. (2011). Hnatkovska, Viktoria ; Devereux, Michael.
    In: 2011 Meeting Papers.
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  15. Consumption Risk-Sharing and the Real Exchange Rate: Why does the Nominal Exchange Rate Make Such a Difference?. (2011). Hnatkovska, Viktoria ; Devereux, Michael.
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  16. Limited asset market participation and the consumption-real exchange rate anomaly. (2010). Kollmann, Robert.
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  17. Consumption and Real Exchange Rates in Professional Forecasts. (2009). Yetman, James ; Smith, Gregor ; Devereux, Michael.
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  18. Consumption and Real Exchange Rates in Professional Forecasts. (2009). Yetman, James ; Smith, Gregor ; Devereux, Michael.
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  19. Limited Asset Market Participation and the Consumption-Real Exchange Rate Anomaly. (2009). Kollmann, Robert.
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  20. Consumption and real exchange rates in professional forecasts. (2009). Yetman, James ; Smith, Gregor ; Devereux, Michael.
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  21. Consumption and Real Exchange Rates in Professional Forecasts. (2009). Yetman, James ; Smith, Gregor ; Devereux, Michael B.
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