Similar Search Results

Real effects of financial market integration : does lower home bias lead to welfare benefits?

Pungulescu, Crina - In: The European journal of finance 21 (2015) 10/12, pp. 893-911

Persistent link: https://www.econbiz.de/10011301973

Chapter 16 Are financial assets priced locally or globally?

Karolyi, G. Andrew; Stulz, René M. - 2003

premium depends on its covariance with the world market portfolio and, possibly, with exchange rate changes. The existing … empirical evidence shows that a country's risk premium depends on its covariance with the world market portfolio and that there …

Persistent link: https://www.econbiz.de/10014023855

When bonds matter : home bias in goods and assets

Coeurdacier, Nicolas; Gourinchas, Pierre-Olivier - In: Journal of monetary economics 82 (2016), pp. 119-137

Persistent link: https://www.econbiz.de/10011709482

Why are countries' asset portfolios exposed to nominal exchange rates?

Adams, Jonathan J.; Barrett, Philip - In: Journal of international money and finance 110 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012794965

Asset home bias in debtor and creditor countries

Zhang, Ning - In: Journal of economic dynamics & control 157 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014495377

Biases in international portfolio allocation and investor protection standards

Kwabi, Frank Obenpong; Thapa, Chandra; Paudyal, Krishna; … - In: International review of financial analysis 53 (2017), pp. 66-79

Persistent link: https://www.econbiz.de/10011877847

Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance

Lotfi, Somayyeh; Zenios, Stauros Andrea - In: Review of managerial science : RMS 18 (2024) 7, pp. 2115-2140

Persistent link: https://www.econbiz.de/10015134061

A dynamic equilibrium model of imperfectly integrated financial markets

Bhamra, Harjoat Singh; Coeurdacier, Nicolas; Guibaud, … - In: Journal of economic theory 154 (2014), pp. 490-542

Persistent link: https://www.econbiz.de/10010481321

International risk sharing and portfolio choice with incomplete asset markets

Hnatkovska, Viktoria - 2006

Persistent link: https://www.econbiz.de/10003972137

Implications of the home bias : a pecking order of capital inflows and corrective taxation

Razin, Asaf; Tsadḳah, Efrayim; Yuen, Chi-Wa - In: The economics of globalization : policy perspectives …, (pp. 85-122). 1999

Persistent link: https://www.econbiz.de/10001410596