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...
| Main Author: | Li, Shujing |
|---|---|
| Other Authors: | Faruqee, Hamid, Yan, Isabel |
| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2004.
|
| Series: | IMF Working Papers; Working Paper ;
No. 2004/034 |
| Online Access: | Full text available on IMF |
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