Other affiliations: Centre for Economic Policy Research (CEPR), London; Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas. I thank a referee for constructive comments. I also thank my conference discussants Parantap Basu, Simona Cociuba, Mick Devereux, Michael Evers, Viktor Tsyrennikov, and Werner Roeger for very helpful suggestions. Useful comments were also received from Giancarlo Corsetti, Mario Crucini, Gernot Müller, Dennis Novy, Paulo Santos Monteiro, Pedro Teles, Cédric Tille, and from workshop participants at EUI, IHEID (Geneva), Warwick, St Andrews, Bank of Greece, Konstanz Seminar, Federal Reserve Board, Dallas Fed, Econometric Society Winter meeting (Atlanta), and at the Bank of Canada-CEPR-ECARES conference, ‘International risk sharing’ (Brussels). I thank the National Bank of Belgium and the EU Commission for financial support. This paper is produced as part of the CEPR project ‘Politics, economics and global governance: the European dimensions,’ funded by the European Commission under its 7th Framework Programme for Research (Collaborative Project) Contract No. 217559. Email: email@example.com
Limited asset market participation and the consumption-real exchange rate anomaly
Article first published online: 3 MAY 2012
© Canadian Economics Association
Canadian Journal of Economics/Revue canadienne d'économique
Volume 45, Issue 2, pages 566–584, May 2012
How to Cite
Kollmann, R. (2012), Limited asset market participation and the consumption-real exchange rate anomaly. Canadian Journal of Economics/Revue canadienne d'économique, 45: 566–584. doi: 10.1111/j.1540-5982.2012.01705.x
- Issue published online: 3 MAY 2012
- Article first published online: 3 MAY 2012
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