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...
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| Materialtyp: | Tidskrift |
| Språk: | English |
| Publicerad: |
Washington, D.C. :
International Monetary Fund,
1990.
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| Serie: | IMF Working Papers; Working Paper ;
No. 1990/051 |
| Länkar: | Full text available on IMF |