The Determinants of International Portfolio Holdings and Home Bias /

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-pri...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Li, Shujing
Weitere Verfasser: Faruqee, Hamid, Yan, Isabel
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2004.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2004/034
Online Zugang:Full text available on IMF