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International Capital Markets with Time-Varying Preferences 

Curatola, Giuliano; Dergunov, Ilya (2017-08-02)
We propose a 2-country asset-pricing model where agents' preferences change endogenously as a function of the popularity of internationally traded goods. We determine the effect of the time-variation of preferences on ...
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Kenneth French 

Unbekannter Autor
The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy ...
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FRED 

Unbekannter Autor
Federal Reserve Economic Data (FRED) is a database maintained by the Research division of the Federal Reserve Bank of St. Louisthat has more than 500,000 economic time series from 87 sources. The data can be viewed in ...
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OECD 

Unbekannter Autor
The Organisation for Economic Co-operation and Development (OECD) is an international organisation that works to build better policies for better lives. Our goal is to shape policies that foster prosperity, equality, ...
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World Bank 

Unbekannter Autor
The World Bank DataBank is an analysis and visualisation tool that contains collections of time series data on a variety of topics. You can create your own queries; generate tables, charts, and maps; and easily save, embed, ...
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IFO 

Unbekannter Autor
"The ifo Institute provides the material with which it strives to shape the discourse on relevant topics in academia and in the public eye - hence our claim ""Shaping the Economic Debate"""
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AutorCuratola, Giuliano (1)Dergunov, Ilya (1)ForschungsbereichFinancial Markets (6)Household Finance (6)Macro Finance (4)... mehrJEL-KlassifizierungG11 (6)G12 (6)D51 (4)... mehrThemen
Macro Finance (6)
Saving and Borrowing (4)Consumption (2)... mehrSchlagwort
portfolio choice (6)
asset pricing (5)general equilibrium (4)... mehrErscheinungsdatum2017 (1)Has File(s)Yes (6)
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