Bilateral Trade, Openness, and Asset Holdings
Abstract
This paper analyzes the relationship between bilateral trade flows, trade openness, and asset holdings in a three-country stochastic general equilibrium model. The three-country model set-up enables me to disentangle the effects of bilateral trade flows and trade openness on bilateral portfolio patterns. I find that both factors independently influence bilateral asset holdings. Higher bilateral trade as well as higher trade openness lead to a higher bilateral foreign asset position. Furthermore, the model shows an interaction effect between these two factors, where increasing trade openness reduces the influence of bilateral trade flows on asset holdings. I provide supporting empirical evidence for these theoretical findings using a data set on the geographical composition of international portfolio holdings. Copyright Springer Science+Business Media, LLC 2012Download Info
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Bibliographic Info
Article provided by Springer in its journal Open Economies Review.
Volume (Year): 23 (2012)
Issue (Month): 4 (September)
Pages: 713-740
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Web page: http://www.springerlink.com/link.asp?id=100323
Related research
Keywords: International portfolio holdings; Bilateral trade flows; Trade openness; F10; F30; F41;Find related papers by JEL classification:
- F10 - International Economics - - Trade - - - General
- F30 - International Economics - - International Finance - - - General
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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