International Investment Patterns /

The paper provides a systematic analysis of bilateral, source and host factors driving portfolio equity investment across countries, using newly-released data on international equity holdings at the end of 2001. It develops a model that links bilateral equity holdings to bilateral trade in goods and...

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Dettagli Bibliografici
Autore principale: Lane, Philip
Altri autori: Milesi-Ferretti, Gian
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2004.
Serie:IMF Working Papers; Working Paper ; No. 2004/134
Accesso online:Full text available on IMF
Descrizione
Riassunto:The paper provides a systematic analysis of bilateral, source and host factors driving portfolio equity investment across countries, using newly-released data on international equity holdings at the end of 2001. It develops a model that links bilateral equity holdings to bilateral trade in goods and services and finds that the data strongly support such a correlation. Larger bilateral positions are also associated with proxies for informational proximity. It further documents that the scale of aggregate foreign equity asset and liability holdings is larger for richer countries and countries with more developed stock markets.
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Descrizione fisica:1 online resource (45 pages)
Natura:Mode of access: Internet
ISSN:1018-5941
Accesso:Electronic access restricted to authorized BRAC University faculty, staff and students