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...

詳細記述

書誌詳細
第一著者: Li, Shujing
その他の著者: Faruqee, Hamid, Yan, Isabel
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2004.
シリーズ:IMF Working Papers; Working Paper ; No. 2004/034
オンライン・アクセス:Full text available on IMF