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...

Полное описание

Библиографические подробности
Главный автор: Li, Shujing
Другие авторы: Faruqee, Hamid, Yan, Isabel
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2004.
Серии:IMF Working Papers; Working Paper ; No. 2004/034
Online-ссылка:Full text available on IMF