Details about Akito Matsumoto

Access statistics for papers by Akito Matsumoto.

Last updated 2009-10-23. Update your information in the RePEc Author Service.

Short-id: pma364

Working Papers

2009

1. International Risk Sharing During the Globalization Era
   IMF Working Papers, International Monetary Fund View citations
2. International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?
   IMF Working Papers, International Monetary Fund
3. The International Diversification Puzzle when Goods Prices are Sticky: It's Really about Exchange-Rate Hedging, not Equity Portfolios
   IMF Working Papers, International Monetary Fund
   See also Journal Article in American Economic Journal: Macroeconomics (2009)

2008

4. New Shocks, Exchange Rates and EquityPrices
   IMF Working Papers, International Monetary Fund

2007

5. The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice
   IMF Working Papers, International Monetary Fund View citations

2006

6. Portfolio Choice in a Monetary Open-Economy DSGE Model
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in IMF Working Papers, International Monetary Fund (2005) View citations

Undated

7. Real exchange rate persistence and systematic monetary policy behaviour
   Bank of England working papers, Bank of England View citations

Journal Articles

2009

1. Introduction
   IMF Staff Papers, 2009, 56, (3), 541-542
2. The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios
   American Economic Journal: Macroeconomics, 2009, 1, (2), 155-88 View citations
   See also Working Paper (2009)