- Dominguez, Kathryn M.E. & Tesar, Linda L., 2006.
"Exchange rate exposure,"
Journal of International Economics,
Elsevier, vol. 68(1), pages 188-218, January.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Auguste, Sebastian & Dominguez, Kathryn M.E. & Kamil, Herman & Tesar, Linda L., 2006.
"Cross-border trading as a mechanism for implicit capital flight: ADRs and the Argentine crisis,"
Journal of Monetary Economics,
Elsevier, vol. 53(7), pages 1259-1295, October.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Mendoza, Enrique G. & Tesar, Linda L., 2005.
"Why hasn't tax competition triggered a race to the bottom? Some quantitative lessons from the EU,"
Journal of Monetary Economics,
Elsevier, vol. 52(1), pages 163-204, January.
[Downloadable!] (restricted)
Cited by:
- Bergh, Andreas, 2006.
"Explaining Welfare State Survival: The Role of Economic Freedom and Globalization,"
Ratio Working Papers
101, The Ratio Institute.
[Downloadable!]
- Thierry Warin & André Fourçans, 2006.
"Can Tax Competition Lead to a Race to the Bottom in Europe? A Skeptical View,"
Middlebury College Working Paper Series
0604, Middlebury College, Department of Economics.
[Downloadable!]
- Kokko, Ari, 2006.
"The Home Country Effects Of Fdi In Developed Economies,"
EIJS Working Paper Series
225, The European Institute of Japanese Studies.
[Downloadable!]
- Huizinga, Harry & Nielsen, Søren Bo, 2005.
"Capital Income Tax Coordination and the Income Tax Mix,"
Working Papers
24-2005, Copenhagen Business School, Department of Economics.
[Downloadable!]
- Marcin Piatkowski & Mariusz Jarmuzek, 2008.
"Zero Corporate Income Tax in Moldova: Tax Competition and Its Implications for Eastern Europe,"
IMF Working Papers
08/203, International Monetary Fund.
[Downloadable!]
- Sabina Pogorelec, 2006.
"Fiscal and monetary policy in the enlarged European Union,"
Working Paper Series
655, European Central Bank.
[Downloadable!]
- Leon Bettendorf & Joeri Gorter & Albert van der Horst, 2006.
"Who benefits from tax competition in the European Union?,"
CPB Documents
125, CPB Netherlands Bureau for Economic Policy Analysis.
[Downloadable!]
- Jeffrey Carpenter & Stephen Burks & Lorenz Götte, 2006.
"Performance Pay and the Erosion of Worker Cooperation: Field experimental evidence,"
Middlebury College Working Paper Series
0603, Middlebury College, Department of Economics.
[Downloadable!]
Other versions: - George Alessandria & Alain Delacroix, 2007.
"Trade and the (Dis)Incentive to Reform Labor Markets: The Case of Reform in the European Union,"
Cahiers de recherche
0738, CIRPEE.
[Downloadable!]
Other versions:- George Alessandria & Alain Delacroix, 2004.
"Trade and the (dis)incentive to reform labor markets: the case of reform in the European Union,"
Working Papers
04-18, Federal Reserve Bank of Philadelphia.
[Downloadable!]
- Alessandria, George & Delacroix, Alain, 2008.
"Trade and the (dis)incentive to reform labor markets: The case of reform in the European Union,"
Journal of International Economics,
Elsevier, vol. 75(1), pages 151-166, May.
[Downloadable!] (restricted)
- George Alessandria - Alain Delacroix, 2004.
"Trade and the (Dis)Incentive to Reform Labor Markets: The Case of Reform in the European Union,"
Econometric Society 2004 North American Summer Meetings
233, Econometric Society.
[Downloadable!]
- George Alessandria & Alain Delacroix, 2004.
"Trade and the (Dis) Incentive to Reform Labor Markets: The Case of Reform in the European Union,"
2004 Meeting Papers
460, Society for Economic Dynamics.
[Downloadable!]
- Patrick F. Rowland & Linda L. Tesar, 2004.
"Multinationals and the Gains from International Diversification,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 789-826, October.
[Downloadable!] (restricted)
Other versions:
- Patrick F. Rowland & Linda L. Tesar, 1998.
"Multinationals and the Gains from International Diversification,"
NBER Working Papers
6733, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Rowland, P.F. & Tesar, L.L., 1998.
"Multinationals and the Gains from International Diversification,"
Working Papers
425, Research Seminar in International Economics, University of Michigan.
See citations under working paper version above.
- Kathryn M. E. Dominguez & Linda L. Tesar, 2001.
"Trade and Exposure,"
American Economic Review,
American Economic Association, vol. 91(2), pages 367-370, May.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Kathryn M. E. Dominguez & Linda L. Tesar, 2001.
"A Reexamination of Exchange-Rate Exposure,"
American Economic Review,
American Economic Association, vol. 91(2), pages 396-399, May.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Mendoza, Enrique G & Tesar, Linda L, 1998.
"The International Ramifications of Tax Reforms: Supply-Side Economics in a Global Economy,"
American Economic Review,
American Economic Association, vol. 88(1), pages 226-45, March.
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Other versions: See citations under working paper version above.
- Henning Bohn & Linda L. Tesar, 1996.
"U.S. portfolio investment in Asian capital markets,"
Proceedings,
Federal Reserve Bank of San Francisco, pages 43-72.
Cited by:
- Renu Kohli, 2001.
"Capital Flows and Their Macroeconomic Effects in India,"
IMF Working Papers
01/192, International Monetary Fund.
[Downloadable!]
- Linda S. Goldberg & Michael W. Klein, 1997.
"Foreign Direct Investment, Trade and Real Exchange Rate Linkages in Developing Countries,"
NBER Working Papers
6344, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
- Bohn, Henning & Tesar, Linda L, 1996.
"U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?,"
American Economic Review,
American Economic Association, vol. 86(2), pages 77-81, May.
[Downloadable!] (restricted)
Cited by:
- Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999.
"The Dynamics of Emerging Market Equity Flows,"
NBER Working Papers
7219, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Richard Portes & Hélène Rey, 2000.
"The Determinants of Cross-Border Equity Flows: The Geography of Information,"
Center for International and Development Economics Research, Working Paper Series
1011, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions: - Hali J. Edison & Francis E. Warnock, 2006.
"Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets,"
NBER Working Papers
12589, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Edison, Hali J. & Warnock, Francis E., 2008.
"Cross-border listings, capital controls, and equity flows to emerging markets,"
Journal of International Money and Finance,
Elsevier, vol. 27(6), pages 1013-1027, October.
[Downloadable!] (restricted)
- Amita Batra, 2003.
"The Dynamics of foreign portfolio inflows and equity returns in India,"
Indian Council for Research on International Economic Relations, New Delhi Working Papers
109, Indian Council for Research on International Economic Relations, New Delhi, India.
[Downloadable!]
- Philip Lane & Gian Maria Milesi-Ferretti, 2005.
"A Global Perspective on External Positions,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp079, IIIS.
[Downloadable!]
Other versions:- Gian Maria Milesi-Ferretti & Philip R. Lane, 2005.
"A Global Perspective on External Positions,"
IMF Working Papers
05/161, International Monetary Fund.
[Downloadable!]
- Philip R. Lane & Gian Maria Milesi-Ferretti, 2007.
"A Global Perspective on External Positions,"
NBER Chapters,
in: G7 Current Account Imbalances: Sustainability and Adjustment, pages 67-102
National Bureau of Economic Research, Inc.
[Downloadable!]
- Philip Lane & Gian Maria Milesi-Ferreti, 2005.
"A Global Perspective on External Positions,"
Trinity Economics Papers
2000516, Trinity College Dublin, Department of Economics.
[Downloadable!]
- Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2005.
"A Global Perspective on External Positions,"
CEPR Discussion Papers
5234, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Philip R. Lane & Gian Maria Milesi-Ferretti, 2005.
"A Global Perspective on External Positions,"
NBER Working Papers
11589, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Philip Lane & Gian Maria Milesi-Ferreti, 2005.
"A Global Perspective on External Positions,"
Trinity Economics Papers
tep16, Trinity College Dublin, Department of Economics.
[Downloadable!]
- Roberto A. De Santis, 2006.
"The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks,"
Working Paper Series
678, European Central Bank.
[Downloadable!]
- John M. Griffin & Federico Nardari & Rene M. Stulz, 2002.
"Daily Cross-Border Equity Flows: Pushed or Pulled?,"
NBER Working Papers
9000, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006.
"The Performance of International Equity Portfolios,"
NBER Working Papers
12346, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Kenneth A. Froot & Tarun Ramadorai, 2001.
"The Information Content of International Portfolio Flows,"
NBER Working Papers
8472, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Roberto A. De Santis & Melanie Lührmann, 2006.
"On the determinants of external imbalances and net international portfolio flows - a global perspective,"
Working Paper Series
651, European Central Bank.
[Downloadable!]
- Marcela Meirelles Aurelio, 2006.
"Going global : the changing pattern of U.S. investment abroad,"
Economic Review,
Federal Reserve Bank of Kansas City, issue Q III, pages 5-32.
[Downloadable!]
- Ladekarl, Jeppe & Zervos, Sara, 2004.
"Housekeeping and plumbing - the investability of emerging markets,"
Policy Research Working Paper Series
3229, The World Bank.
[Downloadable!]
- Kaminsky, Graciela & Lyons, Richard & Schmukler, Sergio, 2000.
"Managers, investors, and crises : mutual fund strategies in emerging markets,"
Policy Research Working Paper Series
2399, The World Bank.
[Downloadable!]
Other versions:- Graciela Kaminsky & Richard K. Lyons & Sergio Schmukler, 2000.
"Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets,"
NBER Working Papers
7855, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Kaminsky, Graciela & Lyons, Richard K. & Schmukler, Sergio L., 2004.
"Managers, investors, and crises: mutual fund strategies in emerging markets,"
Journal of International Economics,
Elsevier, vol. 64(1), pages 113-134, October.
[Downloadable!] (restricted)
- Geert Bekaert & Campbell R. Harvey, 1998.
"Capital Flows and the Behavior of Emerging Market Equity Returns,"
NBER Working Papers
6669, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Karen K. Lewis, 1998.
"International Home Bias in International Finance and Business Cycles,"
NBER Working Papers
6351, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Lusine LUSINYAN, 2002.
"International Capital Flows, Economic Growth and Financial Market Efficiency,"
Economics Working Papers
ECO2002/20, European University Institute.
[Downloadable!]
- Dahlquist, Magnus & Robertsson, Göran, 2001.
"Foreigners Trading and Price Effects Across Firms,"
CEPR Discussion Papers
3033, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998.
"Dating the Integration of World Equity Markets,"
NBER Working Papers
6724, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Marilyn Clark-Murphy & Paul Gerrans & Craig Speelman, 2009.
"Return Chasing as a Driver in Individual Retirement Savings Investment Choices: Evidence from Australia,"
Journal of Family and Economic Issues,
Springer, vol. 30(1), pages 4-19, March.
[Downloadable!] (restricted)
- Wen-Hsiu Kuo & Ching-Chung Lin & Liu-Hsiang Hsu, 2007.
"The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set,"
Economics Bulletin,
Economics Bulletin, vol. 7(10), pages 1-14.
[Downloadable!]
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004.
"Characterizing Asymmetric Information in International Equity Markets,"
International Finance
0405005, EconWPA.
[Downloadable!]
- Hali J. Edison & Francis E. Warnock, 2003.
"Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets,"
IMF Working Papers
03/236, International Monetary Fund.
[Downloadable!]
- Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin, 2006.
"Global Private Information in International Equity Markets,"
CEPR Discussion Papers
5819, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Dahlquist, Magnus & Robertsson, Göran, 2001.
"Foreigners´ Trading and Price Effects Across Firms,"
SIFR Research Report Series
1, Institute for Financial Research.
[Downloadable!]
- Rowena A. Pecchenino & Patricia S. Pollard, 2003.
"A simple model of international capital flows, exchange rate risk, and portfolio choice,"
Working Papers
2000-009, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Richard Portes & Hélène Rey, 2001.
"The Determinants of Cross-Border Equity Flows,"
DELTA Working Papers
2001-08, DELTA (Ecole normale supérieure).
[Downloadable!]
Other versions:- Portes, Richard & Rey, Helene, 2005.
"The determinants of cross-border equity flows,"
Journal of International Economics,
Elsevier, vol. 65(2), pages 269-296, March.
[Downloadable!] (restricted)
- Portes, Richard & Rey, Hélène, 1999.
"The Determinants of Cross-Border Equity Flows,"
CEPR Discussion Papers
2225, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- R Portes & H Rey, 2000.
"The Determinants Of Cross-Border Equity Flows,"
CEP Discussion Papers
dp0446, Centre for Economic Performance, LSE.
[Downloadable!]
- Richard Portes & Helene Rey, 1999.
"The Determinants of Cross-Border Equity Flows,"
NBER Working Papers
7336, National Bureau of Economic Research, Inc.
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- John D. Burger & Francis E. Warnock, 2003.
"Diversification, original sin, and international bond portfolios,"
International Finance Discussion Papers
755, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004.
"The performance of international portfolios,"
International Finance Discussion Papers
817, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Charles P. Thomas, 2006.
"The Performance of International Equity Portfolios,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp162, IIIS.
[Downloadable!]
- Chayawadee Chai-Anant & Corinna Ho, 2008.
"Understanding Asian equity flows, market returns and exchange rates,"
BIS Working Papers
245, Bank for International Settlements.
[Downloadable!]
- Massimo Guidolin, 2005.
"Home bias and high turnover in an overlapping generations model with learning,"
Working Papers
2005-012, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: - G. Andrew Karolyi & Rene M. Stulz, 2002.
"Are Financial Assets Priced Locally or Globally?,"
NBER Working Papers
8994, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Karolyi, G. Andrew & Stulz, Rene M., 2003.
"Are financial assets priced locally or globally?,"
Handbook of the Economics of Finance,
in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 16, pages 975-1020
Elsevier.
[Downloadable!] (restricted)
- Roberto A. De Santis & Bruno Gérard, 2006.
"Financial integration, international portfolio choice and the European Monetary Union,"
Working Paper Series
626, European Central Bank.
[Downloadable!]
- Martin D. D. Evans & Viktoria Hnatkovska, 2005.
"International Capital Flows, Returns and World Financial Integration,"
NBER Working Papers
11701, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Michael A. Clemens & Jeffrey G. Williamson, 2000.
"Where did British Foreign Capital Go? Fundamentals, Failures and the Lucas Paradox: 1870-1913,"
NBER Working Papers
8028, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Sofia Babilis & Valpy Fitzgerald, 2005.
"Risk Appetite, Home Bias and the Unstable Demand for Emerging Market Assets,"
International Review of Applied Economics,
Taylor and Francis Journals, vol. 19(4), pages 459-476, October.
[Downloadable!] (restricted)
- Richard Portes & =20 H=E9l=E8ne Rey, 2001.
"The Determinants of Cross-Border Equity Flows: The Geography of=20 Information,"
International Finance
0012002, EconWPA.
[Downloadable!]
- Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998.
"Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997,"
NBER Working Papers
6661, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Hali J. Edison & Francis E. Warnock, 2003.
"Cross-board listings, capital controls, and equity flows to emerging markets,"
International Finance Discussion Papers
770, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Kenneth A. Froot & Paul G.J. O'Connell & Mark S. Seasholes, 1998.
"The Portfolio Flows of International Investors, I,"
NBER Working Papers
6687, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Anthony Richards, 2004.
"Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets,"
RBA Research Discussion Papers
rdp2004-05, Reserve Bank of Australia.
[Downloadable!]
Other versions: - Chien-Liang Chiu & Yen-Hsien Lee, 2007.
"The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan,"
Economics Bulletin,
Economics Bulletin, vol. 3(22), pages 1-10.
[Downloadable!]
- Marques, Luis B, 2007.
"Welfare Implications of Exchange Rate Changes,"
MPRA Paper
5721, University Library of Munich, Germany.
[Downloadable!]
- Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
CEPR Discussion Papers
5159, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005.
"International equity flows and returns: a quantitative equilibrium approach,"
International Finance
0508006, EconWPA.
[Downloadable!]
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
Review of Economic Studies,
Blackwell Publishing, vol. 74(1), pages 1-30, 01.
[Downloadable!] (restricted)
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
Working Papers
04-42, Bank of Canada.
[Downloadable!]
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004.
"International equity flows and returns: A quantitative equilibrium approach,"
Working Paper Series
310, European Central Bank.
[Downloadable!]
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
International Finance
0405006, EconWPA.
[Downloadable!]
- Angelos A. Antzoulatos & Naveen Seth, 2003.
"BANK LENDING TO LDCs: LESSONS FROM THE 1970s,"
International Economic Journal,
Korean International Economic Association, vol. 17(2), pages 19-36, June.
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- Tesar, Linda L. & Werner, Ingrid M., 1995.
"Home bias and high turnover,"
Journal of International Money and Finance,
Elsevier, vol. 14(4), pages 467-492, August.
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Cited by:
- Kalemli-Ozcan, Sebnem & Reshef, Ariell & Sorensen, Bent E & Yosha, Oved, 2006.
"Why Does Capital Flow to Rich States?,"
CEPR Discussion Papers
5635, C.E.P.R. Discussion Papers.
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Other versions: - Portes, Richard, 1999.
"Global Financial Markets and Financial Stability: Europe's Role,"
CEPR Discussion Papers
2298, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Giorgio Santis & Bruno Gerard & Pierre Hillion, 1999.
"International Portfolio Management, Currency Risk and the Euro,"
University of California at Los Angeles, Anderson Graduate School of Management
1095, Anderson Graduate School of Management, UCLA.
[Downloadable!]
- Sorensen, Bent E & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2005.
"Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth,"
CEPR Discussion Papers
5113, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Sorensen, Bent E. & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2007.
"Home bias and international risk sharing: Twin puzzles separated at birth,"
Journal of International Money and Finance,
Elsevier, vol. 26(4), pages 587-605, June.
[Downloadable!] (restricted)
- Andrew Ang & Angela Maddaloni, 2003.
"Do Demographic Changes Affect Risk Premiums? Evidence from International Data,"
NBER Working Papers
9677, National Bureau of Economic Research, Inc.
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Other versions: - Francis E. Warnock, 2001.
"Home bias and high turnover reconsidered,"
International Finance Discussion Papers
702, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Balli, Faruk & Sorensen, Bent E., 2007.
"Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving,"
MPRA Paper
10223, University Library of Munich, Germany.
[Downloadable!]
- Giovanni P. Olivei, 2000.
"Consumption risk-sharing across G-7 countries,"
New England Economic Review,
Federal Reserve Bank of Boston, issue Mar, pages 3-14.
[Downloadable!]
- Jagjit S. Chadha, 2008.
"Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model,"
Studies in Economics
0808, Department of Economics, University of Kent.
[Downloadable!]
Other versions: - Marta Gomez Puig, 2005.
"Monetary Integration and the Cost of Borrowing,"
Working Papers in Economics
134, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions:- Gómez-Puig, Marta, 2008.
"Monetary integration and the cost of borrowing,"
Journal of International Money and Finance,
Elsevier, vol. 27(3), pages 455-479, April.
[Downloadable!] (restricted)
- Marta Gómez-Puig, .
"Monetary integration and the cost of borrowing,"
Working Papers on International Economics and Finance
05-05, FEDEA.
[Downloadable!]
- Catherine L. Mann & Ellen E. Meade, 2002.
"Home Bias, Transaction Costs, and Prospects for the Euro: A More Detailed Analysis,"
Peterson Institute Working Paper Series
WP02-3, Peterson Institute for International Economics.
[Downloadable!]
- Zahir, Antia & Djoudad, Ramdane & St-Amant, Pierre, 1999.
"Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms,"
Working Papers
99-17, Bank of Canada.
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- Rene M. Stulz, 1999.
"Globalization of Equity Markets and the Cost of Capital,"
NBER Working Papers
7021, National Bureau of Economic Research, Inc.
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- Carlos Viana de Carvalho & Kevin Amonlirdviman, 2004.
"Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias,"
Econometric Society 2004 Latin American Meetings
61, Econometric Society.
[Downloadable!]
- Uppal, Raman & Wang, Tan, 2002.
"Model Misspecification and Under-Diversification,"
CEPR Discussion Papers
3304, C.E.P.R. Discussion Papers.
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- Lindberg, Sara, 1999.
"Consumption and Capital Mobility in the Nordic Countries,"
Working Paper Series
1999:6, Uppsala University, Department of Economics.
[Downloadable!]
- John Geanakoplos & Michael Magill & Martine Quinzii, 2004.
"Demography and the Long Run Behavior of the Stock Market,"
Levine's Bibliography
122247000000000643, UCLA Department of Economics.
[Downloadable!]
Other versions: - Stefano G. Athanasoulis & Robert J. Shiller, 1999.
"World Income Components: Measuring and Exploiting Risk-Sharing Opportunities,"
Cowles Foundation Discussion Papers
1239, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: - Jappelli, Tullio & Pagano, Marco, 2008.
"Financial Market Integration Under EMU,"
CEPR Discussion Papers
7091, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Takato Hiraki & Akitoshi Ito & Fumiaki Kuroki, 2003.
"Investor Familiarity and Home Bias: Japanese Evidence,"
Asia-Pacific Financial Markets,
Springer, vol. 10(4), pages 281-300, December.
[Downloadable!] (restricted)
- Stefan Neher, 2007.
"Distribution of the shareholder base of Swiss cantonal banks,"
Financial Markets and Portfolio Management,
Springer, vol. 21(4), pages 471-485, December.
[Downloadable!] (restricted)
- Adriana Arreaza & Bent E. Sorensen & Oved Yosha, 1998.
"Consumption Smoothing through Fiscal Policy in OECD and EU Countries,"
NBER Working Papers
6372, National Bureau of Economic Research, Inc.
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Other versions: - Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999.
"The Dynamics of Emerging Market Equity Flows,"
NBER Working Papers
7219, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Enrico Saltari & Davide Ticchi, 2004.
"Risk Aversion, Intertemporal Substitution, And The Aggregate Investment-Uncertainty Relationship,"
Working Papers
69, Sapienza University of Rome, Department of Public Economics.
[Downloadable!]
Other versions:- Saltari, Enrico & Ticchi, Davide, 2007.
"Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship,"
Journal of Monetary Economics,
Elsevier, vol. 54(3), pages 622-648, April.
[Downloadable!] (restricted)
- Steffen Huck & Kai Konrad, 2003.
"Strategic Trade Policy and the Home Bias in Firm Ownership Structure,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: - Pilar Abad & Helena Chuliá & Marta Gomez-Puig, 2009.
"EMU and European Government Bond Market Integration,"
Working Paper Series
1079, European Central Bank.
[Downloadable!]
- Jean-Pierre Danthine & Francesco Giavazzi & Ernst-Ludwig von Thadden, 2000.
"European Financial Markets After EMU: A First Assessment,"
NBER Working Papers
8044, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Jean-Pierre DANTHINE & Francesco GIAVAZZI & Ernst-Ludwig VON THADDEN, 2000.
"European Financial Markets After EMU: A First Assessment,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
00.03, Université de Lausanne, Faculté des HEC, DEEP, revised May 2000.
[Downloadable!]
- Jean-Pierre DANTHINE & Francesco Giavazzi & Ernst-Ludwig von Thadden, 2000.
"European Financial Markets After EMU: A First Assessment,"
FAME Research Paper Series
rp13, International Center for Financial Asset Management and Engineering.
[Downloadable!]
- Danthine, Jean-Pierre & Giavazzi, Francesco & von Thadden, Ernst-Ludwig, 2000.
"European Financial Markets After EMU: A First Assessment,"
CEPR Discussion Papers
2413, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Richard Portes & Hélène Rey, 2000.
"The Determinants of Cross-Border Equity Flows: The Geography of Information,"
Center for International and Development Economics Research, Working Paper Series
1011, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions: - Francis E. Warnock & Chad Cleaver, 2002.
"Financial centers and the geography of capital flows,"
International Finance Discussion Papers
722, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Cai, Fang & Warnock, Francis E., 2005.
"International diversification at home and abroad,"
Discussion Paper Series 1: Economic Studies
2005,06, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Lawrence Goldberg & James Lothian & John Okunev, 2003.
"Has International Financial Integration Increased?,"
Open Economies Review,
Springer, vol. 14(3), pages 299-317, July.
[Downloadable!] (restricted)
Other versions: - Haselmann, Rainer & Helmut, Herwartz, 2005.
"The Introduction of the Euro and its Effects on Investment Decisions,"
Economics Working Papers
2005,15, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
- Lee Pinkowitz & Rene M. Stulz & Rohan Williamson, 2001.
"Corporate Governance and the Home Bias,"
NBER Working Papers
8680, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Santiago Herrera, 2000.
"Determinantes y Composición del Endeudamiento Público en Colombia,"
RES Working Papers
3105, Inter-American Development Bank, Research Department.
[Downloadable!]
- John Clark & Elizabeth Berko, 1997.
"Foreign investment fluctuations and emerging market stock returns: the case of Mexico,"
Staff Reports
24, Federal Reserve Bank of New York.
[Downloadable!]
- Faruk, Balli, 2006.
"New Patterns in International Portfolio Allocation and Income Smoothing,"
MPRA Paper
10121, University Library of Munich, Germany, revised 14 Aug 2008.
[Downloadable!]
- Kenneth A. Froot & Tarun Ramadorai, 2001.
"The Information Content of International Portfolio Flows,"
NBER Working Papers
8472, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Giammario Impullitti, 2007.
"International Schumpeterian Competition and Optimal R&D subsidies,"
Economics Working Papers
ECO2007/55, European University Institute.
[Downloadable!]
- Richard Portes & Helene Rey, 1999.
"The Determinants of Cross-Border Equity Flows,"
NBER Working Papers
7336, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Portes, Richard & Rey, Helene, 2005.
"The determinants of cross-border equity flows,"
Journal of International Economics,
Elsevier, vol. 65(2), pages 269-296, March.
[Downloadable!] (restricted)
- Richard Portes & Hélène Rey, 2001.
"The Determinants of Cross-Border Equity Flows,"
DELTA Working Papers
2001-08, DELTA (Ecole normale supérieure).
[Downloadable!]
- Portes, Richard & Rey, Hélène, 1999.
"The Determinants of Cross-Border Equity Flows,"
CEPR Discussion Papers
2225, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- R Portes & H Rey, 2000.
"The Determinants Of Cross-Border Equity Flows,"
CEP Discussion Papers
dp0446, Centre for Economic Performance, LSE.
[Downloadable!]
- David Chaundy, 1999.
"Can Domestic Liabilities Explain the Home Bias in UK Investment Portfolios?,"
ESRC Centre for Business Research - Working Papers
wp116, ESRC Centre for Business Research.
[Downloadable!]
- Arie Kapteyn & Federica Teppa, 2009.
"Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice,"
DNB Working Papers
216, Netherlands Central Bank, Research Department.
[Downloadable!]
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
International Finance
0405006, EconWPA.
[Downloadable!]
Other versions:- Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
CEPR Discussion Papers
5159, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005.
"International equity flows and returns: a quantitative equilibrium approach,"
International Finance
0508006, EconWPA.
[Downloadable!]
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
Review of Economic Studies,
Blackwell Publishing, vol. 74(1), pages 1-30, 01.
[Downloadable!] (restricted)
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
Working Papers
04-42, Bank of Canada.
[Downloadable!]
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004.
"International equity flows and returns: A quantitative equilibrium approach,"
Working Paper Series
310, European Central Bank.
[Downloadable!]
- Giammario Impullitti, 2008.
"International Competition and U.S. R&D Subsidies: A Quantitative Welfare Analysis,"
Economics Working Papers
ECO2008/11, European University Institute.
[Downloadable!]
Other versions: - Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2004.
"Global Growth Opportunities and Market Integration,"
NBER Working Papers
10990, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Egil Matsen & Øystein Thøgersen, 2000.
"Financial Integration and Consumption Comovements in the Nordic Countries,"
Working Paper Series
1502, Department of Economics, Norwegian University of Science and Technology.
[Downloadable!]
- Sujoy Mukerji & Jean-Marc Tallon, 2000.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Economics Series Working Papers
046, University of Oxford, Department of Economics.
[Downloadable!]
Other versions:- Mukerji, Sujoy & Tallon, Jean-Marc, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Review of Economic Studies,
Blackwell Publishing, vol. 68(4), pages 883-904, October.
- Mukerji, S. & Tallon, J.-M., 1999.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Papiers d'Economie Mathématique et Applications
1999-28, Université Panthéon-Sorbonne (Paris 1).
- Sujoy Mukerji & Jean-Marc Tallon, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00174539_v1, HAL.
[Downloadable!]
- Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999.
"Risk Sharing and Industrial Specialization: Regional and International Evidence,"
JCPR Working Papers
86, Northwestern University/University of Chicago Joint Center for Poverty Research.
Other versions:- Kalemli-Ozcan, S. & Sorensen, B.E. & Yosha, O., 1999.
"Risk Sharing and Industrial Specialization: Regional and International Evidence,"
Papers
16-99, Tel Aviv.
- Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 2000.
"Risk sharing and industrial specialization ; regional and international evidence,"
Research Working Paper
RWP 00-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sorensen, Bent E & Yosha, Oved, 1999.
"Risk Sharing and Industrial Specialization: Regional and International Evidence,"
CEPR Discussion Papers
2295, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 1999.
"Risk Sharing and Industrial Specialization: Regional and International Evidence,"
Working Papers
99-16, Brown University, Department of Economics.
- Sebnem Kalemli-Ozcan & Bent E. Sørensen & Oved Yosha, 2003.
"Risk Sharing and Industrial Specialization: Regional and International Evidence,"
American Economic Review,
American Economic Association, vol. 93(3), pages 903-918, June.
[Downloadable!]
- Rene M. Stulz, 2005.
"The Limits of Financial Globalization,"
NBER Working Papers
11070, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Geert Bekaert & Campbell R. Harvey, 1998.
"Capital Flows and the Behavior of Emerging Market Equity Returns,"
NBER Working Papers
6669, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Parantap Basu & Andrei Semenovz & Kenji Wadax, 2007.
" Uninsurable Risk and Financial Market Puzzles,"
CDMA Conference Paper Series
0701, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
- Miklós Koren, 2003.
"Financial Globalization, Portfolio Diversification, and the Pattern of International Trade,"
IMF Working Papers
03/233, International Monetary Fund.
[Downloadable!]
- Patrick F. Rowland & Linda L. Tesar, 2004.
"Multinationals and the Gains from International Diversification,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 789-826, October.
[Downloadable!] (restricted)
Other versions:- Patrick F. Rowland & Linda L. Tesar, 1998.
"Multinationals and the Gains from International Diversification,"
NBER Working Papers
6733, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Rowland, P.F. & Tesar, L.L., 1998.
"Multinationals and the Gains from International Diversification,"
Working Papers
425, Research Seminar in International Economics, University of Michigan.
- Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 2004.
"Asymmetric Shocks and Risk Sharing in a Monetary Union: Updated Evidence and Policy Implications for Europe,"
Working Papers
2004-05, Department of Economics, University of Houston.
[Downloadable!]
Other versions: - Sarkissian, Sergei & Schill, Michael J., 2004.
"Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection,"
Working Papers
05-4, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
- David Backus, 1999.
"EconomicDynamics Interview: David Backus on international business cycles,"
EconomicDynamics Newsletter,
Review of Economic Dynamics, vol. 1(1), November.
[Downloadable!]
- Fernando Restoy & Rosa Rodríguez, 2005.
"Can fundamentals explain cross-country correlations of asset returns?,"
Banco de España Working Papers
0540, Banco de España.
[Downloadable!]
- Fabrice Collard & Harris Dellas & Behzad Diba & Alan Stockman, 2007.
"Goods Trade and International Equity Portfolios,"
NBER Working Papers
13612, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Mohammed Aba Al-Khail & Tom Berglund, 2001.
"The Impact Of The Emu On International Portfolio Investments,"
Departmental Working Papers
141, Tor Vergata University, CEIS.
[Downloadable!]
- W. Christopher Walker & Maria Teresa Punzi, 2007.
"Financing of Global Imbalances,"
IMF Working Papers
07/177, International Monetary Fund.
[Downloadable!]
- Michael E. Drew & Leonard Chong, 2002.
"Stock Market Interdependence: Evidence from Australia,"
School of Economics and Finance Discussion Papers and Working Papers Series
106, School of Economics and Finance, Queensland University of Technology.
[Downloadable!]
- Balli, Faruk & Louis, Rosmy J. & Osman, Mohammad, 2008.
"International Income Smoothing and Foreign Asset Holdings,"
MPRA Paper
10159, University Library of Munich, Germany.
[Downloadable!]
- Dimitrios Christelis & Dimitris Georgarakos & Michael Haliassos, 2008.
"Economic Integration and Mature Portfolios,"
CSEF Working Papers
194, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
- Barbara Berkel, 2004.
"Institutional Determinants of International Equity Portfolios - A Country-Level Analysis,"
MEA discussion paper series
04061, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
- Lee, Kuan-Hui, 2005.
"The World Price of Liquidity Risk,"
Working Paper Series
2006-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
[Downloadable!]
- Alan G. Ahearne & William L. Griever & Francis E. Warnock, 2000.
"Information costs and home bias: an analysis of U.S. holdings of foreign equities,"
International Finance Discussion Papers
691, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Lewis, Karen K., 2006.
"Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US,"
Working Papers
06-6, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
- Dahlquist, Magnus & Robertsson, Göran, 2001.
"Foreigners Trading and Price Effects Across Firms,"
CEPR Discussion Papers
3033, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998.
"Dating the Integration of World Equity Markets,"
NBER Working Papers
6724, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009.
"International portfolios, capital accumulation and foreign assets dynamics,"
Globalization and Monetary Policy Institute Working Paper
27, Federal Reserve Bank of Dallas.
[Downloadable!]
Other versions:- Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2008.
"International Portfolios, Capital Accumulation and Foreign Assets Dynamics,"
CEPR Discussion Papers
6902, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J., 2008.
"International portfolios, capital accumulation and foreign assets dynamics,"
Discussion Paper Series 1: Economic Studies
2008,19, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Marta Gomez-Puig, 2007.
"Eu-15 Sovereign Governments Cost Of Borrowing After Seven Years Of Monetary Union,"
IREA Working Papers
200711, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
[Downloadable!]
Other versions: - Pagano, Marco & Röell, Ailsa A & Zechner, Josef, 2001.
"The Geography of Equity Listing: Why Do Companies List Abroad?,"
CEPR Discussion Papers
2681, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Rachel A. Campbell & Roman Kräussl, 2006.
"Revisiting the Home Bias Puzzle. Downside Equity Risk,"
CFS Working Paper Series
2006/31, Center for Financial Studies.
[Downloadable!]
Other versions: - Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003.
"The Euro and Corporate Valuations,"
Working Paper Series in Economics and Finance
525, Stockholm School of Economics, revised 06 Dec 2003.
[Downloadable!]
Other versions: - Michael Brandt & John Cochrane & Pedro Santa-Clara, 2001.
"International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!,"
University of California at Los Angeles, Anderson Graduate School of Management
1015, Anderson Graduate School of Management, UCLA.
[Downloadable!]
Other versions:- Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara, 2001.
"International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth),"
NBER Working Papers
8404, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2001.
"International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth),"
Working Papers
01-2, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
- Giofré, Maela/M., 2008.
"EMU Effects on Stock Markets: From Home Bias to Euro Bias,"
MPRA Paper
13926, University Library of Munich, Germany.
[Downloadable!]
- Jane Sneddon Little & Giovanni P. Olivei, 1999.
"Why the interest in reforming the International Monetary System?,"
New England Economic Review,
Federal Reserve Bank of Boston, issue Sep, pages 53-84.
[Downloadable!]
- Paolo Pesenti & Eric van Wincoop, 1996.
"Do Nontraded Goods Explain the Home Bias Puzzle?,"
NBER Working Papers
5784, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Juan-Pedro Gómez & Richard Priestly & Fernando Zapatero, 2003.
"Keeping Up with the Joneses: An International Asset Pricing Model,"
Economics Working Papers
694, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
- Wen-Hsiu Kuo & Ching-Chung Lin & Liu-Hsiang Hsu, 2007.
"The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set,"
Economics Bulletin,
Economics Bulletin, vol. 7(10), pages 1-14.
[Downloadable!]
- Raj Aggarwal & Brian M. Lucey & Cal Muckley, 2004.
"Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp019, IIIS.
[Downloadable!]
- Iris Claus & David Haugh & Grant Scobie & Jonas Tornquist, 2001.
"Saving and growth in an open economy,"
Treasury Working Paper Series
01/32, New Zealand Treasury.
[Downloadable!]
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004.
"Characterizing Asymmetric Information in International Equity Markets,"
International Finance
0405005, EconWPA.
[Downloadable!]
- Balli, Faruk & Louis, Rosmy J. & Osman, Mohammad, 2008.
"International Portfolio Allocation and Income Smoothing: Evidence from Recent Changes in Euro Region,"
MPRA Paper
10160, University Library of Munich, Germany.
[Downloadable!]
- Albuquerque, Rui & Bauer, Gregor H & Schneider, Martin, 2006.
"Global Private Information in International Equity Markets,"
CEPR Discussion Papers
5819, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Dahlquist, Magnus & Robertsson, Göran, 2001.
"Foreigners´ Trading and Price Effects Across Firms,"
SIFR Research Report Series
1, Institute for Financial Research.
[Downloadable!]
- John D. Burger & Francis E. Warnock, 2003.
"Diversification, original sin, and international bond portfolios,"
International Finance Discussion Papers
755, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Belkacem Laabas and Walid Abdmoulah, .
"Determinants of Arab Intraregional Foreign Direct Investments,"
API-Working Paper Series
0905, Arab Planning Institute - Kuwait, Information Center.
[Downloadable!]
- Francis E. Warnock, 2006.
"How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth?,"
IMF Working Papers
06/170, International Monetary Fund.
[Downloadable!]
- Bravo-Ortega, Claudio, 2005.
"Does asymmetric information cause the home equity bias?,"
Policy Research Working Paper Series
3495, The World Bank.
[Downloadable!]
- Sebnem Kalemi-Ozcan & Bent E. Sorensen & Oved Yosha, 2000.
"Risk Sharing and Sectoral Specialization: Regional and International Evidence,"
Econometric Society World Congress 2000 Contributed Papers
1582, Econometric Society.
[Downloadable!]
- Egil Matsen & Lars-Erik Borge, 2001.
"Public Employment and Regional Risk Sharing: Norway 1977-90,"
Working Paper Series
0802, Department of Economics, Norwegian University of Science and Technology.
[Downloadable!]
- Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2001.
"Social Interaction and Stock-Market Participation,"
NBER Working Papers
8358, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Juan Carlos Hatchondo, 2005.
"Asymmetric information and the lack of international portfolio diversification,"
Working Paper
05-07, Federal Reserve Bank of Richmond.
[Downloadable!]
- Oxelheim, Lars, 2000.
"Routes to Equity Market Integration - The Interplay between Politicians, Investors and Managers,"
Working Paper Series
526, Research Institute of Industrial Economics.
[Downloadable!]
Other versions:- Oxelheim, Lars, 2001.
"Routes to equity market integration -- the interplay between politicians, investors and managers,"
Journal of Multinational Financial Management,
Elsevier, vol. 11(2), pages 183-211, April.
[Downloadable!] (restricted)
- Oxelheim, L., 2000.
"Routes to Equity Market Integration - the Interplay Between Politicians, Investors and Managers,"
Research Institute of Industrial Economics Working Papers
526, Research Institute of Industrial Economics (IFN).
- John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2004.
"Look at me now: the role of cross-listing in attracting U.S. investors,"
International Finance Discussion Papers
815, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Shujing Li & Isabel K. Yan & Hamid Faruqee, 2004.
"The Determinants of International Portfolio Holdings and Home Bias,"
IMF Working Papers
04/34, International Monetary Fund.
[Downloadable!]
- Gian Maria Milesi-Ferretti & Philip R. Lane, 2004.
"International Investment Patterns,"
IMF Working Papers
04/134, International Monetary Fund.
[Downloadable!]
Other versions:- Philip R. Lane & Gian Maria Milesi-Ferretti, 2008.
"International Investment Patterns,"
The Review of Economics and Statistics,
MIT Press, vol. 90(3), pages 538-549, 03.
[Downloadable!] (restricted)
- Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2004.
"International Investment Patterns,"
CEPR Discussion Papers
4499, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Philip Lane & Gian Maria Milesi-Ferretti, 2005.
"International Investment Patterns,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp024, IIIS.
[Downloadable!]
- Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 2004.
"Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea,"
NBER Working Papers
10502, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Michael Fidora & Marcel Fratzscher & Christian Thimann, 2006.
"Home bias in global bond and equity markets - the role of real exchange rate volatility,"
Working Paper Series
685, European Central Bank.
[Downloadable!]
Other versions: - John R. Graham & Campbell R. Harvey & Hai Huang, 2005.
"Investor Competence, Trading Frequency, and Home Bias,"
NBER Working Papers
11426, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Lane, Philip R., 1999.
"Do International Investment Income Flows Smooth Income?,"
CEPR Discussion Papers
2123, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Massimo Guidolin, 2005.
"Home bias and high turnover in an overlapping generations model with learning,"
Working Papers
2005-012, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: - Michael Magill, 2004.
"Demography and the Stock Market,"
Theory workshop papers
658612000000000080, UCLA Department of Economics.
[Downloadable!]
- Roberto A. De Santis & Bruno Gérard, 2006.
"Financial integration, international portfolio choice and the European Monetary Union,"
Working Paper Series
626, European Central Bank.
[Downloadable!]
- Choe, Hyuk & Kho, Bong-Chan & Stulz, Rene M., 2004.
"Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea,"
Working Paper Series
2004-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
[Downloadable!]
- Egil Matsen, 2001.
"On Asymmetric Information across Countries and the Home-Bias Puzzel,"
Working Paper Series
0202, Department of Economics, Norwegian University of Science and Technology.
[Downloadable!]
- Massimo Guidolin & Giovanna Nicodano, 2007.
"Small caps in international equity portfolios: the effects of variance risk,"
Working Papers
2005-075, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:- Massimo Guidolin & Giovanna Nicodano, 2005.
"Small Caps in International Equity Portfolios: The Effects of Variance Risk,"
CeRP Working Papers
41, Center for Research on Pensions and Welfare Policies, Turin (Italy).
[Downloadable!]
- Massimo Guidolin & Giovanna Nicodano, 2009.
"Small caps in international equity portfolios: the effects of variance risk,"
Annals of Finance,
Springer, vol. 5(1), pages 15-48, January.
[Downloadable!] (restricted)
- Tomas Dvorak, 2001.
"Gross Capital Flows and Asymmetric Information,"
Department of Economics Working Papers
189, Department of Economics, Williams College.
[Downloadable!]
- Richard Portes & =20 H=E9l=E8ne Rey, 2001.
"The Determinants of Cross-Border Equity Flows: The Geography of=20 Information,"
International Finance
0012002, EconWPA.
[Downloadable!]
- René M. Stulz, 2008.
"Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization,"
NBER Working Papers
14218, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Jun-Koo Kang & Rene M. Stulz, 1995.
"Why Is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan,"
NBER Working Papers
5166, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998.
"Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997,"
NBER Working Papers
6661, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Säfvenblad, Patrik, 1999.
"The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market,"
Working Paper Series
86, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
- Hartmann, Daniel & Pierdzioch, Christian, 2006.
"International Equity Flows and the Predictability of U.S. Stock Returns,"
MPRA Paper
562, University Library of Munich, Germany, revised Apr 2006.
[Downloadable!]
Other versions: - Tongxuan Yang, 2003.
"Defined Benefit Pension Plan Liabilities and International Asset Allocation,"
Working Papers
wp058, University of Michigan, Michigan Retirement Research Center.
[Downloadable!]
- Corinne Winters, 2008.
"The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen,"
Discussion Papers
08-2, Bank of Canada.
[Downloadable!]
- Jane Sneddon Little & Giovanni P. Olivei, 1999.
"Why the interest in reform?,"
Conference Series ; [Proceedings],
Federal Reserve Bank of Boston, issue Jun, pages 41-97.
[Downloadable!]
- Calderon, Cesar & Loayza, Norman & Serven, Luis, 2003.
"Do capital flows respond to risk and return?,"
Policy Research Working Paper Series
3059, The World Bank.
[Downloadable!]
- John Geanakoplos & Michael Magill & Martine Quinzii, 2002.
"Demography and the Long-run Predictability of the Stock Market,"
Cowles Foundation Discussion Papers
1380R, Cowles Foundation, Yale University, revised Jul 2004.
[Downloadable!]
Other versions:- John Geanakoplos & Michael Magill & Martine Quinzii, 2002.
"Demography and the Long-run Predictability of the Stock Market,"
Cowles Foundation Discussion Papers
1380, Cowles Foundation, Yale University.
[Downloadable!]
- Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004.
"Demography and the Long-Run Predictability of the Stock Market,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 35(2004-1), pages 241-326.
[Downloadable!]
- Joshua Aizenman & Nancy Marion, 1999.
"Uncertainty and the disappearance of international credit,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Sep.
[Downloadable!]
Other versions: - Säfvenblad, Patrik, 1998.
"The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market,"
Working Paper Series in Economics and Finance
240, Stockholm School of Economics.
[Downloadable!]
- Liliane Karlinger, 2002.
"The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area,"
Working Papers
02-35, Bank of Canada.
[Downloadable!]
- Kenneth A. Froot & Paul G.J. O'Connell & Mark S. Seasholes, 1998.
"The Portfolio Flows of International Investors, I,"
NBER Working Papers
6687, National Bureau of Economic Research, Inc.
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Other versions: - Lütje, Torben & Menkhoff, Lukas, 2004.
"What Drives Home Bias? Evidence from Fund Managers Views,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-296, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions: - Faruk Balli & Bent E. Sørensen, 2006.
"The Impact of the EMU on Channels of Risk Sharing between Member Countries,"
Papers of the Annual IUE-SUNY Cortland Conference in Economics,
in: Proceedings of the Conference on Human and Economic Resources, pages 399-429
Izmir University of Economics.
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- Ministry of Finance, 2006.
"Report of the Expert Group on Encouraging FII Flows and Checking the Vulnerability of Capital Markets to Speculative Flows,"
Working Papers
id:351, esocialsciences.com.
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- Marco Celentani & J. Ignacio Conde & Klaus Desmet, 2002.
"Endogenous Policy Leads to Inefficient Risk Sharing,"
Economics Working Papers
593, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2003.
[Downloadable!]
Other versions:- Marco Celentani & J. Ignacio Conde-Ruiz & Klaus Desmet, .
"Endogenous Policy Leads to Inefficient Risk Sharing,"
Working Papers
2003-08, FEDEA.
[Downloadable!]
- Celentani, Marco & Conde-Ruiz, José Ignacio & Desmet, Klaus, 2003.
"Endogenous Policy Leads to Inefficient Risk-Sharing,"
CEPR Discussion Papers
3866, C.E.P.R. Discussion Papers.
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- Marco Celentani & J. Ignacio Conde-Ruiz & Klaus Desmet, 2004.
"Endogenous Policy Leads to Inefficient Risk Sharing,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 7(3), pages 758-787, July.
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- Francis E. Warnock & Molly Mason, 2000.
"The geography of capital flows: what we can learn from benchmark surveys of foreign equity holdings,"
International Finance Discussion Papers
688, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Chien-Liang Chiu & Yen-Hsien Lee, 2007.
"The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan,"
Economics Bulletin,
Economics Bulletin, vol. 3(22), pages 1-10.
[Downloadable!]
- Charles Engel & Akito Matsumoto, 2005.
"Portfolio Choice in a Monetary Open-Economy DSGE Model,"
IMF Working Papers
05/165, International Monetary Fund.
[Downloadable!]
Other versions: - Giofré, Maela M., 2009.
"The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios,"
MPRA Paper
13925, University Library of Munich, Germany.
[Downloadable!]
- Marta Gomez Puig, 2006.
"The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads,"
Working Papers in Economics
147, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: - Joshua Aizenman, 1997.
"International Portfolio Diversification with Generalized Expected Utility Preferences,"
NBER Working Papers
5965, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Karen K. Lewis, 2006.
"Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US,"
NBER Working Papers
12697, National Bureau of Economic Research, Inc.
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- Oguz Esen & Ayla Ogus (ed.), 2006.
"Proceedings of the International Conference on Human and Economic Resources,"
Proceedings of the IUE-SUNY Cortland Conference in Economics,
Izmir University of Economics, number 2006, November.
[Downloadable!]
- Hahm, Joon-Ho & Shin, Kwanho, 2006.
"Complementarity among International Asset Holdings: Do Banks Have a Special Role?,"
MPRA Paper
705, University Library of Munich, Germany.
[Downloadable!]
- Balli, Faruk & Osman, Mohammad & Louis, Rosmy J., 2008.
"International Portfolio Inflows to GCC Markets. Are There any General Patterns?,"
MPRA Paper
10158, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Stulz, Rene M., 2005.
"The Limits of Financial Globalization,"
Working Paper Series
2005-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
[Downloadable!]
- Laura Veldkamp & Stijn Van Nieuwerburgh, 2004.
"Information Immobility and the Home Bias Puzzle,"
Working Papers
04-32, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
Other versions:- Stijn Van Nieuwerburgh & Laura Veldkamp, 2007.
"Information Immobility and the Home Bias Puzzle,"
NBER Working Papers
13366, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Laura Veldkamp & Stijn Van Nieuwerburgh, 2005.
"Information Immobility and the Home Bias Puzzle,"
2005 Meeting Papers
78, Society for Economic Dynamics.
[Downloadable!]
- Stijn Van Nieuwerburgh & Laura Veldkamp, 2009.
"Information Immobility and the Home Bias Puzzle,"
Journal of Finance,
American Finance Association, vol. 64(3), pages 1187-1215, 06.
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- Fang Cai & Francis E. Warnock, 2004.
"International diversification at home and abroad,"
International Finance Discussion Papers
793, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Barbara Berkel, 2004.
"Institutional Determinants of International Equity Portfolios - A Country-Level Analysis,"
MEA discussion paper series
04061, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
- Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999.
"Industrial specialization and the asymmetry of shocks across regions,"
Research Working Paper
99-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 2001.
"Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?,"
NBER Working Papers
8073, National Bureau of Economic Research, Inc.
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- Tesar, Linda L & Werner, Ingrid M, 1995.
"U.S. Equity Investment in Emerging Stock Markets,"
World Bank Economic Review,
Oxford University Press, vol. 9(1), pages 109-29, January.
Cited by:
- Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999.
"The Dynamics of Emerging Market Equity Flows,"
NBER Working Papers
7219, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Flôres Junior, Renato Galvão & Araújo, Carlos Hamilton Vasconcelos, 2002.
"Foreign funding to an emerging market: the Monetary Premium Theory and the Brazilian Case, 1991 - 1998,"
Economics Working Papers (Ensaios Economicos da EPGE)
459, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
- Chari, Anusha & Henry, Peter B., 2002.
"Risk Sharing and Asset Prices: Evidence from a Natural Experiment,"
Research Papers
1736r, Stanford University, Graduate School of Business.
[Downloadable!]
Other versions:- Anusha Chari & Peter Blair Henry, 2004.
"Risk Sharing and Asset Prices: Evidence from a Natural Experiment,"
Journal of Finance,
American Finance Association, vol. 59(3), pages 1295-1324, 06.
[Downloadable!] (restricted)
- Anusha Chari & Peter Blair Henry, 2002.
"Risk Sharing and Asset Prices: Evidence From a Natural Experiment,"
NBER Working Papers
8988, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998.
"Dating the Integration of World Equity Markets,"
NBER Working Papers
6724, National Bureau of Economic Research, Inc.
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Other versions: - Wen-Hsiu Kuo & Ching-Chung Lin & Liu-Hsiang Hsu, 2007.
"The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set,"
Economics Bulletin,
Economics Bulletin, vol. 7(10), pages 1-14.
[Downloadable!]
- Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1998.
"Capital Flows with Debt-And Equity-Financed Invesment: Equilibrium Structure and Efficiency Implications,"
CEMA Working Papers: Serie Documentos de Trabajo.
136, Universidad del CEMA.
[Downloadable!]
Other versions: - Arslanalp, Serkan & Henry, Peter B., 2003.
"Debt Relief: What Do the Markets Think?,"
Research Papers
1810, Stanford University, Graduate School of Business.
[Downloadable!]
Other versions: - Henry, Peter B. & Arslanalp, Serkan, 2003.
"Is Debt Relief Efficient?,"
Research Papers
1837, Stanford University, Graduate School of Business.
[Downloadable!]
Other versions:- Serkan Arslanalp & Peter Blair Henry, 2005.
"Is Debt Relief Efficient?,"
Journal of Finance,
American Finance Association, vol. 60(2), pages 1017-1051, 04.
[Downloadable!] (restricted)
- Serkan Arslanalp & Peter Blair Henry, 2004.
"Is Debt Relief Efficient?,"
NBER Working Papers
10217, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Henry, Peter B. & Chari, Anusha, 2001.
"Stock Market Liberalizations and the Repricing of Systematic Risk,"
Research Papers
1677, Stanford University, Graduate School of Business.
[Downloadable!]
Other versions: - Henry, Peter B., 2001.
"Is Disinflation Good for the Stock Market?,"
Research Papers
1681, Stanford University, Graduate School of Business.
[Downloadable!]
Other versions:- Peter Blair Henry, 2001.
"Is Disinflation Good for the Stock Market?,"
NBER Working Papers
8289, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Peter Blair Henry, 2002.
"Is Disinflation Good for the Stock Market?,"
Journal of Finance,
American Finance Association, vol. 57(4), pages 1617-1648, 08.
[Downloadable!] (restricted)
- Stockman, Alan C & Tesar, Linda L, 1995.
"Tastes and Technology in a Two-Country Model of the Business Cycle: Explaining International Comovements,"
American Economic Review,
American Economic Association, vol. 85(1), pages 168-85, March.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Tesar, Linda L., 1995.
"Evaluating the gains from international risksharing,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, vol. 42(1), pages 95-143, June.
[Downloadable!] (restricted)
Cited by:
- Sorensen, Bent E & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2005.
"Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth,"
CEPR Discussion Papers
5113, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Sorensen, Bent E. & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2007.
"Home bias and international risk sharing: Twin puzzles separated at birth,"
Journal of International Money and Finance,
Elsevier, vol. 26(4), pages 587-605, June.
[Downloadable!] (restricted)
- Benigno, Pierpaolo, 2001.
"Price Stability with Imperfect Financial Integration,"
CEPR Discussion Papers
2854, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Pierpaolo Benigno, 2009.
"Price Stability with Imperfect Financial Integration,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 41(s1), pages 121-149, 02.
[Downloadable!] (restricted)
- Pierpaolo Benigno, 2008.
"Price stability with imperfect financial integration,"
Proceedings,
Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Jinill Kim & Sunghyun Henry Kim & Andrew Levin, 2000.
"Patience, Persistence and Properties of Two-Country Incomplete Market Models,"
Econometric Society World Congress 2000 Contributed Papers
1764, Econometric Society.
[Downloadable!]
- Lindberg, Sara, 1999.
"Consumption and Capital Mobility in the Nordic Countries,"
Working Paper Series
1999:6, Uppsala University, Department of Economics.
[Downloadable!]
- Auffret, Philippe, 2001.
"An alternative unifying measure of welfare gains from risk-sharing,"
Policy Research Working Paper Series
2676, The World Bank.
[Downloadable!]
- Rodrigo Suescún M., .
"Commodity Booms, Dutch Disease, and Real Business Cycles in a Small Economy: The Case of Coffe in Colombia,"
Borradores de Economia
073, Banco de la Republica de Colombia.
[Downloadable!]
- Stefano G. Athanasoulis & Robert J. Shiller, 1999.
"World Income Components: Measuring and Exploiting Risk-Sharing Opportunities,"
Cowles Foundation Discussion Papers
1239, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: - Jinill Kim & Sunghyun Henry Kim & Andrew Levin, 2001.
"Patience, persistence and welfare costs of incomplete markets in open economies,"
International Finance Discussion Papers
696, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:- Kim, Jinill & Kim, Sunghyun Henry & Levin, Andrew, 2003.
"Patience, persistence, and welfare costs of incomplete markets in open economies,"
Journal of International Economics,
Elsevier, vol. 61(2), pages 385-396, December.
[Downloadable!] (restricted)
- Jinill Kim, Sunghyun Kim, and Andrew Levin, 2001.
"Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies,"
Computing in Economics and Finance 2001
7, Society for Computational Economics.
- Dean Yang, 2006.
"Coping with Disaster: The Impact of Hurricanes on International Financial Flows, 1970-2002,"
NBER Working Papers
12794, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Jinill Kim & Sunghyun Henry Kim, 1999.
"Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing,"
Computing in Economics and Finance 1999
251, Society for Computational Economics.
- Stefano Athanasoulis & Eric van Wincoop, 1997.
"Growth uncertainty and risksharing,"
Staff Reports
30, Federal Reserve Bank of New York.
[Downloadable!]
Other versions:- Stefano ATHANASOULIS & Eric VAN WINCOOP, 1997.
"Growth Uncertainty And Risksharing,"
Economic Report
41, Iowa State University Department of Economics.
[Downloadable!]
- Athanasoulis, Stefano G. & van Wincoop, Eric, 2000.
"Growth uncertainty and risksharing,"
Journal of Monetary Economics,
Elsevier, vol. 45(3), pages 477-505, June.
[Downloadable!] (restricted)
- Chari, Anusha & Henry, Peter B., 2002.
"Risk Sharing and Asset Prices: Evidence from a Natural Experiment,"
Research Papers
1736r, Stanford University, Graduate School of Business.
[Downloadable!]
Other versions:- Anusha Chari & Peter Blair Henry, 2004.
"Risk Sharing and Asset Prices: Evidence from a Natural Experiment,"
Journal of Finance,
American Finance Association, vol. 59(3), pages 1295-1324, 06.
[Downloadable!] (restricted)
- Anusha Chari & Peter Blair Henry, 2002.
"Risk Sharing and Asset Prices: Evidence From a Natural Experiment,"
NBER Working Papers
8988, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Jinill Kim and Sunghyun Henry Kim, 2001.
"Spurious Welfare Reversals in International Business Cycle Models,"
Computing in Economics and Finance 2001
3, Society for Computational Economics.
[Downloadable!]
Other versions:- Kim, Jinill & Kim, Sunghyun Henry, 2003.
"Spurious welfare reversals in international business cycle models,"
Journal of International Economics,
Elsevier, vol. 60(2), pages 471-500, August.
[Downloadable!] (restricted)
- Jinill Kim & Sunghyun Henry Kim, 1999.
"Spurious Welfare Reversals in International Business Cycle Models,"
Virginia Economics Online Papers
319, University of Virginia, Department of Economics.
[Downloadable!]
- Egil Matsen & Øystein Thøgersen, 2000.
"Financial Integration and Consumption Comovements in the Nordic Countries,"
Working Paper Series
1502, Department of Economics, Norwegian University of Science and Technology.
[Downloadable!]
- Kenneth L. Judd & Sy-Ming Guu, 2001.
"Asymptotic Methods for Asset Market Equilibrium Analysis,"
NBER Working Papers
8135, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Jian Wang, 2007.
"Home bias, exchange rate disconnect, and optimal exchange rate policy,"
Working Papers
0701, Federal Reserve Bank of Dallas.
[Downloadable!]
- Stephen Ching & Michael B. Devereux, 2000.
"Risk Sharing and the Theory of Optimal Currency Areas: A Re-examination of Mundell 1973,"
Working Papers
082000, Hong Kong Institute for Monetary Research.
[Downloadable!]
- Saito, Makoto, 1999.
"Dynamic Allocation and Pricing in Incomplete Markets: A Survey,"
Monetary and Economic Studies,
Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(1), pages 45-75, May.
[Downloadable!]
- Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 1999.
"Financial Market Globalization: Present and Future,"
Monetary and Economic Studies,
Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(3), pages 1-40, December.
[Downloadable!]
- Basak, Suleyman & Croitoru, Benjamin, 2003.
"International Good Market Segmentation and Financial Market Structure,"
CEPR Discussion Papers
4060, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- George Furstenberg, 1998.
"From Worldwide Capital Mobility to International Financial Integration: A Review Essay,"
Open Economies Review,
Springer, vol. 9(1), pages 53-84, January.
[Downloadable!] (restricted)
- Paolo Pesenti & Eric van Wincoop, 1996.
"Do Nontraded Goods Explain the Home Bias Puzzle?,"
NBER Working Papers
5784, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Rodrigo Suescún M., 1997.
"Commodity booms,dutch disease,and real business cycles in a small open economy: The case of coffee in Colombia,"
BORRADORES DE ECONOMIA
002164, BANCO DE LA REPÚBLICA.
[Downloadable!]
- Stafano Athanasoulis & Eric van Wincoop, 1998.
"Risksharing within the United States: what have financial markets and fiscal federalism accomplished?,"
Research Paper
9808, Federal Reserve Bank of New York.
[Downloadable!]
- Henry, Peter B. & Chari, Anusha, 2001.
"Stock Market Liberalizations and the Repricing of Systematic Risk,"
Research Papers
1677, Stanford University, Graduate School of Business.
[Downloadable!]
Other versions: - Dios Palomares, Rafaela & Martínez Paz, José Miguel & Martínezcarrasco Pleite, Federico, 2006.
"Including environmental variables in the effi ciency analysis: A three-step method/El análisis de efi ciencia con variables de entorno: un método de programas con tres etapas,"
Estudios de Economía Aplicada,
Estudios de Economía Aplicada, vol. 24, pages 477-497, Abril.
[Downloadable!] (restricted)
- Keith Sill, 2001.
"The gains from international risk-sharing,"
Business Review,
Federal Reserve Bank of Philadelphia, issue Q3, pages 23-32.
[Downloadable!]
- Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999.
"Industrial specialization and the asymmetry of shocks across regions,"
Research Working Paper
99-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Hiro Ito & Menzie Chinn, 2007.
"East Asia and Global Imbalances: Saving, Investment, and Financial Development,"
NBER Working Papers
13364, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Mendoza, Enrique G. & Razin, Assaf & Tesar, Linda L., 1994.
"Effective tax rates in macroeconomics: Cross-country estimates of tax rates on factor incomes and consumption,"
Journal of Monetary Economics,
Elsevier, vol. 34(3), pages 297-323, December.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Tesar, Linda L., 1993.
"International risk-sharing and non-traded goods,"
Journal of International Economics,
Elsevier, vol. 35(1-2), pages 69-89, August.
[Downloadable!] (restricted)
Cited by:
- Fabrizio Perri & Jonathan Heathcote, 2007.
"The International Diversification Puzzle Is Not as Bad as You Think,"
Working Papers
2007-3, University of Minnesota, Department of Economics, revised 08 Oct 2007.
[Downloadable!]
Other versions:- Jonathan Heathcote & Fabrizio Perri, 2004.
"The international diversification puzzle is not as bad as you think,"
2004 Meeting Papers
152, Society for Economic Dynamics.
- Heathcote, Jonathan & Perri, Fabrizio, 2008.
"The International Diversification Puzzle is Not as Bad as You Think,"
CEPR Discussion Papers
6982, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Jonathan Heathcote & Fabrizio Perri, 2007.
"The International Diversification Puzzle Is Not As Bad As You Think,"
NBER Working Papers
13483, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Jonathan Heathcote & Fabrizio Perri, 2007.
"The international diversification puzzle is not as bad as you think,"
Staff Report
398, Federal Reserve Bank of Minneapolis.
[Downloadable!]
- Jagjit S. Chadha, 2008.
"Productivity, Preferences and UIP Deviations in an Open Economy Business Cycle Model,"
Studies in Economics
0808, Department of Economics, University of Kent.
[Downloadable!]
Other versions: - Jeffrey C. Fuhrer & Michael W. Klein, 1998.
"Risky Habits: On Risk Sharing, Habit Formation, and the Interpretation of International Consumption Correlations,"
NBER Working Papers
6735, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Dean Yang, 2006.
"Coping with Disaster: The Impact of Hurricanes on International Financial Flows, 1970-2002,"
NBER Working Papers
12794, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Michael R. Pakko, 2003.
"Substitution elasticities and investment dynamics in two country business cycle models,"
Working Papers
2002-030, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Fabrice Collard & Harris Dellas & Behzad Diba & Alan Stockman, 2007.
"Goods Trade and International Equity Portfolios,"
NBER Working Papers
13612, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Talan B. Iscan, 1998.
"The Terms of Trade, Productivity Shocks, and The Current Account,"
Department of Economics at Dalhousie University working papers archive
global, Dalhousie, Department of Economics.
[Downloadable!]
Other versions: - Michael Brandt & John Cochrane & Pedro Santa-Clara, 2001.
"International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!,"
University of California at Los Angeles, Anderson Graduate School of Management
1015, Anderson Graduate School of Management, UCLA.
[Downloadable!]
Other versions:- Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara, 2001.
"International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth),"
NBER Working Papers
8404, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2001.
"International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth),"
Working Papers
01-2, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
- Yoshida, Jiro, 2007.
"Technology Shocks and Asset Price Dynamics: The Role of Housing in General Equilibrium,"
MPRA Paper
6271, University Library of Munich, Germany, revised 05 Mar 2008.
[Downloadable!]
- Martin D. D. Evans & Viktoria Hnatkovska, 2005.
"International Capital Flows, Returns and World Financial Integration,"
NBER Working Papers
11701, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Borja Larrain, 2005.
"The stock market and cross country differences in relative prices,"
Working Papers
05-6, Federal Reserve Bank of Boston.
[Downloadable!]
- Charles Engel & Akito Matsumoto, 2005.
"Portfolio Choice in a Monetary Open-Economy DSGE Model,"
IMF Working Papers
05/165, International Monetary Fund.
[Downloadable!]
Other versions: - Giofré, Maela M., 2009.
"The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios,"
MPRA Paper
13925, University Library of Munich, Germany.
[Downloadable!]
- Tarek A. Hassan, 2009.
"Country Size, Currency Unions, and International Asset Returns,"
Working Papers
154, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
- Tesar, Linda L., 1991.
"Savings, investment and international capital flows,"
Journal of International Economics,
Elsevier, vol. 31(1-2), pages 55-78, August.
[Downloadable!] (restricted)
Other versions:
- Tesar, L.L., 1988.
"Savings, Investment And International Capital Flows,"
Papers
64, Brookings Institution - Working Papers.
- Tesar, L.L., 1988.
"Savings, Investment And International Capital Flows,"
RCER Working Papers
154, University of Rochester - Center for Economic Research (RCER).
See citations under working paper version above.