Capital Controls and International Portfolio Theory : A Microeconomic Approach /
This paper examines the effects of capital controls on asset prices. A closed-form valuation model by Eun and Janakirimanan (1986) is extended to analyze the impact of three restrictions on international portfolio investment: a percentage quantity constraint on the amount of foreign securities a dom...
| Príomhchruthaitheoir: | |
|---|---|
| Formáid: | IRIS |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Washington, D.C. :
International Monetary Fund,
1990.
|
| Sraith: | IMF Working Papers; Working Paper ;
No. 1990/051 |
| Rochtain ar líne: | Full text available on IMF |