Essays in open-economy macroeconomics

This dissertation addresses three issues in international macroeconomics. The first chapter examines optimal portfolio decisions in a monetary open economy DSGE model. In a complete market environment, Engel and Matsumoto (2005) find that sticky price can generate equity home bias. However, their re...

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Bibliographic Details
Main Author: Pang, Ke
Language:English
Published: University of British Columbia 2008
Subjects:
Online Access:http://hdl.handle.net/2429/2862