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...

Повний опис

Бібліографічні деталі
Автор: Li, Shujing
Інші автори: Faruqee, Hamid, Yan, Isabel
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2004.
Серія:IMF Working Papers; Working Paper ; No. 2004/034
Онлайн доступ:Full text available on IMF