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Citations for "Trying to Explain Home Bias in Equities and Consumption" by Karen K. Lewis
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Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Akito Matsumoto, 2007.
"The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice ,"
IMF Working Papers
07/163, International Monetary Fund.
[Downloadable!]
Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004.
"Characterizing Asymmetric Information in International Equity Markets ,"
International Finance
0405005, EconWPA.
[Downloadable!]
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, 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!] Jonathan Heathcote & Fabrizio Perri, 2004.
"The international diversification puzzle is not as bad as you think ,"
2004 Meeting Papers
152, Society for Economic Dynamics.
Torben M. Andersen, .
"International Integration and the Welfare State ,"
Economics Working Papers
2002-2, School of Economics and Management, University of Aarhus.
[Downloadable!]
Metodij Hadzi-Vaskov & Clemens J.M. Kool, 2008.
"Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes ,"
Working Papers
07-33, Utrecht School of Economics.
[Downloadable!]
Larry G. Epstein, 2001.
"Sharing Ambiguity ,"
American Economic Review ,
American Economic Association, vol. 91(2), pages 45-50, May.
[Downloadable!] (restricted)
Aart Kraay & Jaume Ventura, 2002.
"Current Accounts in the Long and Short Run ,"
NBER Working Papers
9030, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Sascha O. BECKER & Mathias HOFFMANN, 2001.
"International Risk-Sharing in the Short Run and in the Long Run ,"
Economics Working Papers
ECO2001/03, European University Institute.
[Downloadable!]
Other versions: Dahlquist, Magnus & Robertsson, Göran, 2001.
"Foreigners´ Trading and Price Effects Across Firms ,"
SIFR Research Report Series
1, Swedish Institute for Financial Research.
[Downloadable!]
Portes, Richard, 1999.
"Global Financial Markets and Financial Stability: Europe's Role ,"
CEPR Discussion Papers
2298, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
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, Hélène, 1999.
"The Determinants of Cross-Border Equity Flows ,"
CEPR Discussion Papers
2225, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Richard Portes & Helene Rey, 1999.
"The Determinants of Cross-Border Equity Flows ,"
NBER Working Papers
7336, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) R Portes & H Rey, 2000.
"The Determinants Of Cross-Border Equity Flows ,"
CEP Discussion Papers
0446, Centre for Economic Performance, LSE.
[Downloadable!] 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) 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) Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002.
"Household Stockholding in Europe: Where Do We Stand and Where Do We Go? ,"
University of Cyprus Working Papers in Economics
0209, University of Cyprus Department of Economics.
[Downloadable!]
Other versions:
Guiso, Luigi & Haliassos, Michalis & Jappelli, Tullio, 2003.
"Household Stockholding in Europe: Where Do We Stand, and Where Do We Go? ,"
CEPR Discussion Papers
3694, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2002.
"Household Stockholding in Europe: Where Do We Stand and Where Do We Go? ,"
CSEF Working Papers
88, Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy.
[Downloadable!] Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2003.
"Household stockholding in Europe: where do we stand and where do we go? ,"
Economic Policy ,
CEPR, CES, MSH, vol. 18(36), pages 123-170, 04.
[Downloadable!] (restricted) 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!]
Johann Scharler, 2004.
"International Risk Sharing and Investor Protection: Some Evidence from the EU-15 ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(23), pages 1-13.
[Downloadable!]
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!]
Kenning, Peter & Mohr, Peter & Erk, Susanne & Walter, Henrik & Plassmann, Hilke, 2006.
"The role of fear in home-biased decision making: first insights from neuroeconomics ,"
MPRA Paper
1076, University Library of Munich, Germany, revised 18 Nov 2006.
[Downloadable!]
Susan Thorp, 2004.
"That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds ,"
Econometric Society 2004 Australasian Meetings
148, Econometric Society.
[Downloadable!]
Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003.
"Size Matters: The Impact of Capital Market Liberalization on Individual Firms ,"
CIRANO Working Papers
2003s-13, CIRANO.
[Downloadable!]
John Y. Campbell & Luis M. Viceira & Joshua S. White, 2002.
"Foreign Currency for Long-Term Investors ,"
NBER Working Papers
9075, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Campbell, John Y & Viceira, Luis M & White, Josh S., 2002.
"Foreign Currency for Long-Term Investors ,"
CEPR Discussion Papers
3463, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) John Y. Campbell & Luis M. Viceira & Joshua S. White, 2003.
"Foreign Currency for Long-Term Investors ,"
Economic Journal ,
Royal Economic Society, vol. 113(486), pages C1-C25, March.
[Downloadable!] (restricted) Enrique Martinez-Garcia, 2008.
"Globalization and monetary policy: an introduction ,"
Globalization and Monetary Policy Institute Working Paper
11, Federal Reserve Bank of Dallas.
[Downloadable!]
Borgsen, Sina & Glaser, Markus, 2005.
"Diversifikationseffekte durch Small und Mid Caps? ,"
Sonderforschungsbereich 504 Publications
05-10, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
John W. Budd & Josef Konings & Matthew J. Slaughter, 2002.
"International Rent Sharing in Multinational Firms ,"
NBER Working Papers
8809, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
John W. Budd & Jozef Konings & Matthew J. Slaughter, .
"International Rent Sharing in Multinational Firms ,"
Working Papers
0202, Industrial Relations Center, University of Minnesota (Twin Cities Campus).
[Downloadable!] Budd, John W & Konings, Jozef & Slaughter, Matthew, 2002.
"International Rent Sharing in Multinational Firms ,"
CEPR Discussion Papers
3326, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Metodij Hadzi-Vaskov, 2006.
"Workers’ Remittances and International Risk-Sharing ,"
Working Papers
06-19, Utrecht School of Economics.
[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!]
Hau, Harald, 1999.
"Information and Geography: Evidence from the German Stock Market ,"
CEPR Discussion Papers
2297, C.E.P.R. Discussion Papers.
[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!]
Cao , Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007.
"Fear of the Unknown: Familiarity and Economic Decisions ,"
MPRA Paper
6512, University Library of Munich, Germany.
[Downloadable!]
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)
Other versions: 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!]
Dahlquist, Magnus & Pinkowitz, Lee & Stulz, René M. & Williamson, Rohan, 2002.
"Corporate Governance and the Home Bias ,"
SIFR Research Report Series
11, Swedish Institute for Financial Research.
[Downloadable!]
Other versions: Fratzscher, Marcel & Imbs, Jean, 2007.
"Risk Sharing, Finance and Institutions in International Portfolios ,"
CEPR Discussion Papers
6496, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: 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.
[Downloadable!] (restricted)
Acharya, Viral V & Imbs, Jean & Sturgess, Jason, 2007.
"Finance and Efficiency: Do Bank Branching Regulations Matter? ,"
CEPR Discussion Papers
6029, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: 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!]
Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008.
"How “Point Blindness” Dilutes the Value of Stock Market Reports ,"
MPRA Paper
9612, University Library of Munich, Germany.
[Downloadable!]
Other versions:
Lupia, Arthur & Krupnikov, Yanna & Levine, Adam Seth & Grafstrom, Cassandra & MacMillan, William & McGovern, Erin, 2008.
"How “Point Blindness” Dilutes the Value of Stock Market Reports ,"
MPRA Paper
9604, University Library of Munich, Germany.
[Downloadable!] Lupia, Arthur & Grafstrom, Cassandra & Krupnikov, Yanna & Levine, Adam Seth & MacMillan, William & McGovern, Erin, 2008.
"How “Point Blindness” Dilutes the Value of Stock Market Reports ,"
MPRA Paper
8191, University Library of Munich, Germany.
[Downloadable!] Auffret, Philippe, 2001.
"An alternative unifying measure of welfare gains from risk-sharing ,"
Policy Research Working Paper Series
2676, The World Bank.
[Downloadable!]
Laura Bottazzi & Marco Da Rin & Thomas Hellmann, .
"The Importance of Trust for Investment: Evidence from Venture Capital ,"
Working Papers
325, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
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)
Kee-Hong Bae & Rene M. Stulz & Hongping Tan, 2005.
"Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts ,"
NBER Working Papers
11697, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Claudia M. Buch & John C. Driscoll & Charlotte Ostergaard, 2005.
"Cross-border diversification in bank asset portfolios ,"
Working Paper Series
429, European Central Bank.
[Downloadable!]
Other versions: Schüler , Martin & Heinemann, Friedrich, 2002.
"How integrated are the European retail financial markets? : A cointegration analysis ,"
ZEW Discussion Papers
02-22, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Jaume Ventura, 2002.
"Towards a Theory of Current Accounts ,"
NBER Working Papers
9163, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Ventura, Jaume, 2002.
"Towards a Theory of Current Accounts ,"
CEPR Discussion Papers
3545, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jaume Ventura, 2003.
"Towards a Theory of Current Accounts ,"
The World Economy ,
Blackwell Publishing, vol. 26(4), pages 483-512, 04.
[Downloadable!] (restricted) 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: Richard Portes & Hélène Rey, 2006.
"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: Helmut Wagner & Wolfram Berger, 2003.
"Financial Globalization and Monetary Policy ,"
DNB Staff Reports (discontinued)
95, Netherlands Central Bank.
[Downloadable!]
Kraay, Aart & Loayza, Norman & Servén, Luis & Ventura, Jaume, 2001.
"Country Portfolios ,"
CEPR Discussion Papers
2974, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Aart Kraay & Norman Loayza & Luis Servén, 2001.
"Country portfolios ,"
Working Papers Central Bank of Chile
91, Central Bank of Chile.
[Downloadable!] Aart Kraay & Norman Loayza & Luis Servén & Jaume Ventura, 2000.
"Country portfolios ,"
Economics Working Papers
913, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!] Kraay, Aart & Loayza, Norman & Serven, Luis & Ventura, Jaume, 2004.
"Country Portfolios ,"
Policy Research Working Paper Series
3320, The World Bank.
[Downloadable!] Aart Kraay & Norman Loayza & Luis Serven & Jaume Ventura, 2000.
"Country Portfolios ,"
NBER Working Papers
7795, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Aart Kraay & Norman Loayza & Luis Servén & Jaume Ventura, 2005.
"Country Portfolios ,"
Journal of the European Economic Association ,
MIT Press, vol. 3(4), pages 914-945, 06.
[Downloadable!] (restricted) Catherine L. Mann & Ellen E. Meade, 2002.
"Home Bias, Transactions Costs, and Prospects for the Euro: A More Detailed Analysis ,"
CEP Discussion Papers
0537, Centre for Economic Performance, LSE.
[Downloadable!]
Gary Burtless, 2007.
"International Investment for Retirement Savers: Historical Evidence on Risk and Returns ,"
Working Papers, Center for Retirement Research at Boston College
wp2007-05, Center for Retirement Research, revised Feb 2007.
[Downloadable!]
Hali J. Edison & Francis E. Warnock, 2003.
"U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis ,"
IMF Working Papers
03/238, International Monetary Fund.
[Downloadable!]
Other versions: John W. Budd & Jozef Konings & Matthew J. Slaughter, 2002.
"Wages and International Rent Sharing in Multinational Firms ,"
William Davidson Institute Working Papers Series
522, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Other versions:
Budd, John W. & Konings, Jozef & Slaughter, Matthew J., 2002.
"Wages and International Rent Sharing in Multinational Firms ,"
IZA Discussion Papers
560, Institute for the Study of Labor (IZA).
[Downloadable!] John W. Budd & Jozef Konings & Matthew J. Slaughter, 2005.
"Wages and International Rent Sharing in Multinational Firms ,"
The Review of Economics and Statistics ,
MIT Press, vol. 87(1), pages 73-84, November.
[Downloadable!] (restricted) Anna Zalewska, 2006.
"Is Locking Domestic Funds into the Local Market Beneficial? Evidence from the Polish Pension Reforms ,"
The Centre for Market and Public Organisation
06/153, Department of Economics, University of Bristol, UK.
[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: Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008.
"Are Professional Investors Sophisticated? ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-397, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
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!]
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: Li L. Ong & Jorge A. Chan-Lau, 2005.
"U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog? ,"
IMF Working Papers
05/162, International Monetary Fund.
[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!]
Das, Sanjiv Ranjan & Uppal, Raman, 2002.
"Systemic Risk and International Portfolio Choice ,"
CEPR Discussion Papers
3305, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Michael ARTIS & Mathias HOFFMANN, 2003.
"Home Bias and the Structure of International and Regional Business Cycles ,"
Economics Working Papers
ECO2003/15, European University Institute.
[Downloadable!]
Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003.
"Winter Blues: A SAD Stock Market Cycle ,"
American Economic Review ,
American Economic Association, vol. 93(1), pages 324-343, March.
[Downloadable!] (restricted)
Other versions: Arie Melnik & Doron Nissim, 2004.
"Liquidity and Issue Costs in Eurobond Market: The Effects of Market Integration ,"
Money Macro and Finance (MMF) Research Group Conference 2004
48, Money Macro and Finance Research Group.
[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!]
Maurice Obstfeld & Kenneth Rogoff, 2000.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? ,"
NBER Working Papers
7777, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Maurice Obstfeld & Kenneth Rogoff, 2001.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? ,"
International Trade
0012003, EconWPA.
[Downloadable!] Maurice Obstfeld and Kenneth Rogoff., 2000.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? ,"
Center for International and Development Economics Research (CIDER) Working Papers
C00-112, University of California at Berkeley.
[Downloadable!] Maurice Obstfeld & Kenneth Rogoff, 2006.
"The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? ,"
Center for International and Development Economics Research, Working Paper Series
1010, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!] John D. Burger & Francis E. Warnock, 2006.
"Foreign Participation in Local Currency Bond Markets ,"
NBER Working Papers
12548, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Marc Rapp & Bernhard Schwetzler, .
"Asset Prices in the Presence of a Tax Authority ,"
German Working Papers in Law and Economics
2006-1-1167, Berkeley Electronic Press.
[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!]
Tomas Dvorak, .
"Do Domestic Investors Have an Information Advantage? Evidence from Indonesia ,"
Center for Development Economics
168, Department of Economics, Williams College.
[Downloadable!]
Tongxuan Yang, 2003.
"Defined Benefit Pension Plan Liabilities and International Asset Allocation ,"
Working Papers
wp058, University of Michigan, Michigan Retirement Research Center.
[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!]
Vincent Labhard & Michael Sawicki, .
"International and intranational consumption risk sharing: the evidence for the United Kingdom and OECD ,"
Bank of England working papers
302, Bank of England.
[Downloadable!]
Corinne Winters, 2008.
"The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen ,"
Discussion Papers
08-2, Bank of Canada.
[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!]
Calderon, Cesar & Loayza, Norman & Serven, Luis, 2000.
"External sustainability : a stock equilibrium perspective ,"
Policy Research Working Paper Series
2281, The World Bank.
[Downloadable!]
Metodij Hadzi-Vaskov & Clemens J.M. Kool, 2008.
"Stochastic Discount Factor Approach to International Risk-Sharing: A Robustness Check of the Bilateral Setting ,"
Working Papers
07-34, Utrecht School of Economics.
[Downloadable!]
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: Aidan Corcoran, 2008.
"International Financial Integration and Consumption Risk Sharing ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp241, IIIS.
[Downloadable!]
César Calderón & Norman Loayza & Luis Servén, 2001.
"International Portfolio Diversification: The Role of Risk and Return ,"
Working Papers Central Bank of Chile
94, Central Bank of Chile.
[Downloadable!]
Rene M. Stulz, 2005.
"The Limits of Financial Globalization ,"
NBER Working Papers
11070, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Thomas Flavin, 2004.
"The effect of the Euro on country versus industry portfolio diversification ,"
Economics, Finance and Accounting Department Working Paper Series
n1411004, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
Other versions: Timothy K. Chue, 2004.
"The Spirit of Capitalism and International Risk Sharing ,"
Econometric Society 2004 Far Eastern Meetings
589, Econometric Society.
[Downloadable!]
Claudia M. Buch, 2000.
"Financial Market Integration in the US: Lessons for Europe? ,"
Kiel Working Papers
1004, Kiel Institute for the World Economy.
[Downloadable!]
Andersen, Torben M & Spange, Morten, 2002.
"International Interdependencies in Fiscal Stabilization Policies ,"
CEPR Discussion Papers
3580, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Michele Fratianni, 2004.
"Borders and the Constraints on Globalization ,"
Working Papers
2004-05, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
[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!] 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!] 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) Borja Larrain, 2005.
"The stock market and cross country differences in relative prices ,"
Working Papers
05-6, Federal Reserve Bank of Boston.
[Downloadable!]
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: 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!]
Catherine L. Mann, 2002.
"Perspectives on the U.S. Current Account Deficit and Sustainability ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 16(3), pages 131-152, Summer.
[Downloadable!] (restricted)
Jean Imbs & Paolo Mauro, 2007.
"Pooling Risk Among Countries ,"
IMF Working Papers
07/132, International Monetary Fund.
[Downloadable!]
Other versions: Maria Giduskova & Borja Larrain, 2006.
"International risk-taking, volatility, and consumption growth ,"
Communities and Banking ,
Federal Reserve Bank of Boston.
[Downloadable!]
Engström, Stefan & Westerberg, Anna, 2004.
"Information Costs and Mutual Fund Flows ,"
Working Paper Series in Economics and Finance
555, Stockholm School of Economics.
[Downloadable!]
Bernardo Bortolotti & Marcella Fantini & Carlo Scarpa, 2000.
"Why Do Governments Sell Privatised Companies Abroad? ,"
William Davidson Institute Working Papers Series
293, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Arie Melnik & Doron Nissim, 2004.
"Liquidity and Issue Costs in the Eurobond Market: the Effects of Market Integration ,"
ICER Working Papers
03-2004, ICER - International Centre for Economic Research.
[Downloadable!]
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!]
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 Salerno, 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!]
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!]
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: Karl V. Lins & Francis E. Warnock, 2004.
"Corporate governance and the shareholder base ,"
International Finance Discussion Papers
816, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004.
"Consumption risk sharing and adjustment costs ,"
MPRA Paper
1641, University Library of Munich, Germany, revised Nov 2006.
[Downloadable!]
Carol C. Bertaut & Linda S. Kole, 2004.
"What makes investors over or underweight? explaining international appetites for foreign equities ,"
International Finance Discussion Papers
819, Board of Governors of the Federal Reserve System (U.S.).
[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)
Viktoria Hnatkovska & Martin Evans, 2005.
"International Capital Flows in a World of Greater Financial Integration ,"
Computing in Economics and Finance 2005
419, Society for Computational Economics.
[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: Michael R. King & Dan Segal, 2004.
"International Cross-Listing and the Bonding Hypothesis ,"
Working Papers
04-17, Bank of Canada.
[Downloadable!]
Artis, Michael J, 2006.
"What Do We Now Know About Currency Unions? ,"
CEPR Discussion Papers
5677, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Juan Pedro Gomez, 2008.
"The effect of relative wealth concerns on the cross-section of stock returns ,"
Working Papers Economia
wp08-12, Instituto de Empresa, Area of Economic Environment.
[Downloadable!]
Anusha Chari & Peter Blair Henry, 2004.
"Is the Invisible Hand Discerning or Indiscriminate? Investment and Stock Prices in the Aftermath of Capital Account Liberalizations ,"
NBER Working Papers
10318, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
José Pablo Dapena, 2006.
"Volatility of GDP, macro applications and policy implications of real options for structure of capital Markets ,"
CEMA Working Papers: Serie Documentos de Trabajo.
320, Universidad del CEMA.
[Downloadable!]
Li L. Ong & Amadou N. R. Sy, 2004.
"The Role of Mature Market Mutual Funds in Emerging Markets: Myth or Mayhem? ,"
IMF Working Papers
04/133, International Monetary Fund.
[Downloadable!]
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.
[Downloadable!] (restricted)
James McAndrews & Chris Stefanadis, 2002.
"The consolidation of European stock exchanges ,"
Current Issues in Economics and Finance ,
Federal Reserve Bank of New York, issue Jun.
[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: 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!]
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: 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!]
Aditaya Kaul & Vikas Mehrotra & Blake Phillips, 2006.
"Ownership, Foreign Listings, and Market Valuation ,"
CEI Working Paper Series
2005-13, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Kwangwoo Park, 2002.
"Foreign Ownership and Firm Value in Japan ,"
CEI Working Paper Series
2002-15, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
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: Avichai Snir & Daniel Levy, 2007.
"Human Capital and Economic Growth in the Potterian Economy ,"
Emory Economics
0702, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Iris Claus & Veronica Jacobsen & Brock Jera, 2004.
"Financial Systems and Economic Growth: An Evaluation Framework for Policy ,"
Treasury Working Paper Series
04/17, New Zealand Treasury.
[Downloadable!]
Marias Halldor Gestsson, 2007.
"Foreign Prices Shocks in a Small Open Economy ,"
Economics Working Papers
2007-06, School of Economics and Management, University of Aarhus.
[Downloadable!]
Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2004.
"Growth Volatility and Financial Liberalization ,"
NBER Working Papers
10560, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M, 2004.
"The effects of systemic crises when investors can be crisis ignorant ,"
Research Paper
ERS-2004-027-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
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!]
Egil Matsen, 2006.
"Portfolio Choice when Managers Control Returns ,"
Working Paper Series
6606, Department of Economics, Norwegian University of Science and Technology.
[Downloadable!]
Other versions: Peter Blair Henry & Peter Lombard Lorentzen, 2003.
"Domestic Capital Market Reform and Access to Global Finance: Making Markets Work ,"
NBER Working Papers
10064, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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!]
Matthias Fuchs, 2005.
"The Internationalization of Austria's Financial Sector since Accession to the European Union ,"
Monetary Policy & the Economy ,
Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 130-143, August.
[Downloadable!]
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This page was last updated on 2008-8-14.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .