The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios

We investigate the role of information asymmetries and inflation hedging in shaping international equity portfolios. We confirm, in a multinational setting, Cooper and Kaplanis (1994) result of no inflation hedging motive driving investors' behavior and find evidence of a crucial role for financial market development and trade linkages.

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Year of publication:	2009
Authors:	Giofré, Maela M.

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Giofré, Maela M. (2009): The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios. Forthcoming in: Journal of Multinational Financial Management
Classification:	G11 - Portfolio Choice ; F30 - International Finance. General ; G15 - International Financial Markets ; F21 - International Investment; Long-Term Capital Movements ; F36 - Financial Aspects of Economic Integration
Source:	BASE

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