Determinants of Financial Market Spillovers : The Role of Portfolio Diversification, Trade, Home Bias, and Concentration /
This paper defines financial market spillovers as the comovement between two countries' financial markets and analyzes financial market spillovers over the period 2001-12 through four channels: bilateral portfolio investment, bilateral trade, home bias, and country concentration. The paper find...
| מחבר ראשי: | |
|---|---|
| פורמט: | כתב-עת |
| שפה: | English |
| יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2014.
|
| סדרה: | IMF Working Papers; Working Paper ;
No. 2014/187 |
| גישה מקוונת: | Full text available on IMF |