International portfolio equilibrium and the current account

By Robert Kollmann. 2006

133 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f4a06e73159596f7466082672e326747e53bdc48

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Citations in the corpus

The Valuation Channel of External Adjustment (2009, unknown): “In this respect, our approach to valuation is closer to that of Lane and Milesi-Ferretti (2007), who distinguish capital gains from the income balance in defining valuation, and Kollmann (2006), who focuses only on capital gains.”
Solving for Country Portfolios in Open Economy Macro Models (2007, background): “Engel and Matsumoto (2005) and Kollmann (2006) represent examples of such an approach.”
Financial Globalization and Monetary Policy (2007, methodology): “The solutions for the components of (16) may thus be written as b Ct+1 b C t+1 + b Qt+1= = D1 t+1 +D2"t+1 + Et b Ct+1 b C t+1 + b Qt+1= +O 2 (18) b rx;t+1 = R1 t+1 +R2"t+1 +O 2 (19)”
COUNTRY PORTFOLIOS IN OPEN ECONOMY MACRO‐MODELS (2011, background): “Engel and Matsumoto (2005) and Kollmann (2006) represent examples of such an approach.”
A method for solving general equilibrium models with incomplete markets and many financial assets (2012, unknown): “2 Solutions to portfolio problems with complete markets are developed in Heathcote and Perri (2008), Serrat (2001), Kollmann (2006), Baxter et al. (1998), Uppal (1993), and Engel and Matsumoto (2009).”
Valuation Effects and the Dynamics of Net External Assets (2009, unknown): “…two sources of risk - one from capital income, which is assumed to be internationally diversifiable through equity 1See, for instance Coeurdacier (2009), Evans and Hnatkovska, (2005), Kollmann (2006), Engel and Matsumoto (2008), Devereux and Sutherland (2007, 2008), Tille and Van Wincoop, (2007).”
Home bias in open economy financial macroeconomics (2013, unknown): “Increasing the level of risk aversion introduces a real exchange rate risk motive as in Coeurdacier (2009) and Kollmann (2006b).”