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|c 5.00 USD
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|z 9781451845297
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Li, Shujing.
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|a The Determinants of International Portfolio Holdings and Home Bias /
|c Shujing Li, Hamid Faruqee, Isabel Yan.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2004.
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|a 1 online resource (25 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a Despite the liberalization of foreign portfolio investment around the globe since the early 1980s, the home-bias phenomenon is still found to exist. Using a relatively new IMF survey dataset of cross-border equity holdings, this paper tests new structural equations from a consumption-based asset-pricing model on international portfolio holdings. Using of stock data allows us to provide new and clear-cut evidence on the determinants of international portfolio holdings.
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|a Mode of access: Internet
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|a Faruqee, Hamid.
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|a Yan, Isabel.
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|a IMF Working Papers; Working Paper ;
|v No. 2004/034
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2004/034/001.2004.issue-034-en.xml
|z IMF e-Library
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