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Citations for "Investor Diversification and International Equity Markets"

by Kenneth R. French & James M. Poterba

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  1. Janet Ceglowski, 1998. "Has globalization created a borderless world?," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 17-27.
  2. Mondria, Jordi & Wu, Thomas, 2010. "The puzzling evolution of the home bias, information processing and financial openness," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(5), pages 875-896, May.
  3. Akito Matsumoto & Charles Engel, 2005. "Portfolio Choice in a Monetary Open-Economy DSGE Model," IMF Working Papers 05/165, International Monetary Fund.
  4. Neeman Zvika & Paserman M. Daniele & Simhon Avi, 2008. "Corruption and Openness," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(1), pages 1-40, December.
  5. Axel Börsch-Supan & Alexander Ludwig & Joachim Winter, 2002. "Aging and International Capital Flows," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy 02010, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  6. Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkele qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  7. Fabrice Collard & Harris Dellas & Behzad Diba & Alan Stockman, 2009. "Goods Trade and International Equity Portfolios," School of Economics Working Papers 2009-14, University of Adelaide, School of Economics.
  8. Burkhard Heer & Holger Schmieding & Alexander Mende & Ivar Bredesen, 2002. "Book reviews," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 138(4), pages 747-759, December.
  9. De Santis, Roberto A. & Gérard, Bruno, 2006. "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series 0626, European Central Bank.
  10. Michael R. Veall, 1999. "Did Tax Flattening Affect RRSP Contributions?," Department of Economics Working Papers 1999-04, McMaster University.
  11. Gordon, R.H. & Bovenberg, A.L., 1994. "Why Is Capital So Immobile Internationally?: Possible Explanations and Implications for Capital Income Taxation," Working Papers, Research Seminar in International Economics, University of Michigan 358, Research Seminar in International Economics, University of Michigan.
  12. Pedro de Mendonça, 2013. "Nonlinear Phenomena in a Growing Economy with Convex Adjustment Costs," EERI Research Paper Series EERI RP 2013/05, Economics and Econometrics Research Institute (EERI), Brussels.
  13. Rousslang, Donald J., 2000. "Deferral and the Optimal Taxation of International Investment Income," National Tax Journal, National Tax Association, vol. 53(n. 3), pages 589-600, September.
  14. Rose, Andrew K & Engel, Charles, 2002. "Currency Unions and International Integration," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 34(4), pages 1067-89, November.
  15. Richard Fu & Marco Pagani, 2012. "On the cointegration of international stock indices," Journal of Economics and Finance, Springer, Springer, vol. 36(2), pages 463-480, April.
  16. Vadym Volosovych, 2013. "Risk sharing from international factor income: explaining cross-country differences," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 45(11), pages 1435-1459, April.
  17. Becker, Sascha O. & Hoffmann, Mathias, 2001. "International risk sharing in the short run and in the long run," Discussion Paper Series In Economics And Econometrics 0102, Economics Division, School of Social Sciences, University of Southampton.
  18. 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.
  19. Jaume Ventura, 2003. "Towards a Theory of Current Accounts," The World Economy, Wiley Blackwell, vol. 26(4), pages 483-512, 04.
  20. Urban J. Jermann, 1998. "International Portfolio Diversification and Labor/Leisure Choice," NBER Working Papers 6382, National Bureau of Economic Research, Inc.
  21. De Santis, Roberto A. & Ehling, Paul, 2007. "Do international portfolio investors follow firms’ foreign investment decisions?," Working Paper Series 0815, European Central Bank.
  22. 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.
  23. 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.
  24. Zhou, Chunsheng, 1998. "Dynamic portfolio choice and asset pricing with differential information," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(7), pages 1027-1051, May.
  25. Pham, Cong S. & Lovely, Mary E. & Mitra, Devashish, 2014. "The home-market effect and bilateral trade patterns: A reexamination of the evidence," International Review of Economics & Finance, Elsevier, vol. 30(C), pages 120-137.
  26. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance, EconWPA 0405005, EconWPA.
  27. Thapa, Chandra & Poshakwale, Sunil S., 2010. "International equity portfolio allocations and transaction costs," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2627-2638, November.
  28. Nellie Liang & Scott Weisbenner, 2002. "Investor behavior and the purchase of company stock in 401(k) plans - the importance of plan design," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2002-36, Board of Governors of the Federal Reserve System (U.S.).
  29. Robert Kollmann, 2001. "Explaining international comovements of output and asset returns: the role of money and nominal rigidities," ULB Institutional Repository 2013/7632, ULB -- Universite Libre de Bruxelles.
  30. Giammario Impullitti, 2008. "International Competition and U.S. R&D Subsidies: A Quantitative Welfare Analysis," Economics Working Papers, European University Institute ECO2008/11, European University Institute.
  31. Coen, Alain, 2001. "Home bias and international capital asset pricing model with human capital," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 11(4-5), pages 497-513, December.
  32. Green, T. Clifton & Jame, Russell, 2013. "Company name fluency, investor recognition, and firm value," Journal of Financial Economics, Elsevier, Elsevier, vol. 109(3), pages 813-834.
  33. Kaltenhäuser, Bernd, 2002. "Return and volatility spillovers to industry returns: Does EMU play a role?," CFS Working Paper Series 2002/05, Center for Financial Studies (CFS).
  34. Augusto de la Torre & Sergio L. Schmukler, 2007. "Emerging Capital Markets and Globalization : The Latin American Experience," World Bank Publications, The World Bank, number 7187, October.
  35. 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.
  36. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008. "Are all professional investors sophisticated?," Hannover Economic Papers (HEP) dp-397, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  37. Alejandro Cuñat & Christian Fons-Rosen, 2013. "Relative Factor Endowments And International Portfolio Choice," Journal of the European Economic Association, European Economic Association, European Economic Association, vol. 11(1), pages 166-200, 02.
  38. Poonam Gupta & James P. F. Gordon, 2003. "Portfolio Flows Into India," IMF Working Papers 03/20, International Monetary Fund.
  39. Arouri, Mohamed El Hedi & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2012. "An international CAPM for partially integrated markets: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2473-2493.
  40. Kalok Chan & Vicentiu Covrig & Lilian Ng, 2005. "What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide," Journal of Finance, American Finance Association, American Finance Association, vol. 60(3), pages 1495-1534, 06.
  41. Marie-Paule Laurent, 2003. "Indices as diversification instruments in Europe," Working Papers CEB, ULB -- Universite Libre de Bruxelles 03-004.RS, ULB -- Universite Libre de Bruxelles.
  42. Jane Marrinan & Eric Van Wincoop, 1993. "Public And Private Savings And Investments," Boston College Working Papers in Economics 259, Boston College Department of Economics.
  43. Harald Hau & Helene Rey, 2008. "Home Bias at the Fund Level," American Economic Review, American Economic Association, vol. 98(2), pages 333-38, May.
  44. Ogura, Laudo M., 2006. "A note on tax competition, attachment to home, and underprovision of public goods," Journal of Urban Economics, Elsevier, vol. 59(2), pages 252-258, March.
  45. Nicolas Coeurdacier & Hélène Rey, 2011. "Home Bias in Open Economy Financial Macroeconomics," NBER Working Papers 17691, National Bureau of Economic Research, Inc.
  46. Aart Kraay & Norman Loayza & Luis Servén, 2001. "Country portfolios," Working Papers Central Bank of Chile, Central Bank of Chile 91, Central Bank of Chile.
  47. Norbert Funke & Faisal Ahmed & Rabah Arezki, 2005. "The Composition of Capital Flows," IMF Working Papers 05/40, International Monetary Fund.
  48. Stefan Boeters & Christoph Bohringer & Thiess Buttner & Margit Kraus, 2010. "Economic effects of VAT reforms in Germany," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 42(17), pages 2165-2182.
  49. Beltratti, Andrea & Laurant, Andrea & Zenios, Stavros A., 2004. "Scenario modelling for selective hedging strategies," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(5), pages 955-974, February.
  50. Adeline Saillard & Thomas Url, 2011. "Venture capital in bank - and market - based economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00593962, HAL.
  51. Stefano Athanasoulis & Eric van Wincoop, 1997. "Growth uncertainty and risksharing," Staff Reports 30, Federal Reserve Bank of New York.
  52. Hans Eijgenhuijsen & Adrian Buckley, 1999. "An overview of returns in Europe," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 276-297.
  53. Giannetti, Mariassunta & Laeven, Luc, 2011. "The Flight Home Effect: Evidence from the Syndicated Loan Market During Financial Crises," CEPR Discussion Papers 8337, C.E.P.R. Discussion Papers.
  54. Karen K. Lewis, 1996. "Consumption, stock returns, and the gains from international risk-sharing," Working Papers 96-6, Federal Reserve Bank of Philadelphia.
  55. De Moor, Lieven & Sercu, Piet & Vanpée, Rosanne, 2007. "The plausibility of risk estimates and implied costs to international equity investment," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management 2007/34, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
  56. Larsen, Linda Sandris, 2010. "Optimal investment strategies in an international economy with stochastic interest rates," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 145-165, January.
  57. Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo, 2013. "Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective," Research in International Business and Finance, Elsevier, Elsevier, vol. 27(1), pages 12-27.
  58. Maurice Obstfeld., 1998. "The Global Capital Market: Benefactor or Menace?," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley C98-098, University of California at Berkeley.
  59. Steffen Huck & Kai A. Konrad, 2003. "Strategic Trade Policy and the Home Bias in Firm Ownership Structure," CESifo Working Paper Series 892, CESifo Group Munich.
  60. Fathi Abid & Pui Lam Leung & Mourad Mroua & Wing Keung Wong, 2014. "International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 7(2), pages 45-66, May.
  61. Thapa, Chandra & Paudyal, Krishna & Neupane, Suman, 2013. "Access to information and international portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2255-2267.
  62. Yang Dean, 2008. "Coping with Disaster: The Impact of Hurricanes on International Financial Flows, 1970-2002," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(1), pages 1-45, June.
  63. Fang Cai & Francis E. Warnock, 2006. "International Diversification at Home and Abroad," NBER Working Papers 12220, National Bureau of Economic Research, Inc.
  64. Umber, Marc P. & Grote, Michael H. & Frey, Rainer, 2014. "Same as it ever was? Europe's national borders and the market for corporate control," Journal of International Money and Finance, Elsevier, Elsevier, vol. 40(C), pages 109-127.
  65. Rita D'Ecclesia & Mauro Costantini, 2006. "Comovements and correlations in international stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 567-582.
  66. Philippe Martin and H�l�ne Rey., 2000. "Financial Super-Markets: Size Matters for Asset Trade," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley C00-110, University of California at Berkeley.
  67. Massimo Guidolin & Francesca Rinaldi, 2011. "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  68. Reinhart, Carmen M. & Tashiro, Takeshi, 2013. "Crowding out redefined: the role of reserve accumulation," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Nov, pages 1-43.
  69. Eun, Cheol S. & Resnick, Bruce G., 1997. "International equity investment with selective hedging strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 7(1), pages 21-42, April.
  70. Coeurdacier, Nicolas & Guibaud, Stéphane, 2006. "International Portfolio Diversification Is Better Than You Think," ESSEC Working Papers DR 06013, ESSEC Research Center, ESSEC Business School.
  71. Campbell, John, 2006. "Household Finance," Scholarly Articles 3157877, Harvard University Department of Economics.
  72. Sebnem Kalemli-Ozcan & Bent E. Sørensen & Ariell Reshef & Oved Yosha, 2005. "Why Does Capital Flow to Rich States?," Working Papers, Department of Economics, University of Houston 2005-04, Department of Economics, University of Houston.
  73. Jeffrey A. Frankel & Sergio L. Schmukler, 1996. "Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?," NBER Working Papers 5714, National Bureau of Economic Research, Inc.
  74. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," NBER Working Papers 13424, National Bureau of Economic Research, Inc.
  75. Dennis Dlugosch & Kristian Horn & Mei Wang, 2014. "Behavioral determinants of home bias - theory and experiment," Working Papers 2014-11, Faculty of Economics and Statistics, University of Innsbruck.
  76. Driessen, Joost & Laeven, Luc, 2007. "International portfolio diversification benefits: Cross-country evidence from a local perspective," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1693-1712, June.
  77. Georgopoulos, George J. & Hejazi, Walid, 2005. "Feldstein-Horioka meets a time trend," Economics Letters, Elsevier, vol. 86(3), pages 353-357, March.
  78. Lindberg, Sara, 1999. "Consumption and Capital Mobility in the Nordic Countries," Working Paper Series, Uppsala University, Department of Economics 1999:6, Uppsala University, Department of Economics.
  79. Coeurdacier, Nicolas & Martin, Philippe, 2006. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," ESSEC Working Papers DR 06020, ESSEC Research Center, ESSEC Business School.
  80. Trautmann, S.T. & Vieider, F.M. & Wakker, P.P., 2008. "Causes of ambiguity aversion: Known versus unknown preferences," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3160951, Tilburg University.
  81. Anastasios Xepapadeas & Giannis Vardas, 2004. "Uncertainty Aversion, Robust Control and Asset Holdings," Working Papers 2004.66, Fondazione Eni Enrico Mattei.
  82. 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.
  83. Erie Febrian & Aldrin Herwany, 2009. "Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets," Working Papers in Economics and Development Studies (WoPEDS) 200911, Department of Economics, Padjadjaran University, revised Sep 2009.
  84. Vo, Xuan Vinh, 2010. "Foreign ownership in Vietnam stock markets - an empirical analysis," MPRA Paper 29863, University Library of Munich, Germany, revised 10 Jan 2011.
  85. Lewer, J.J. & Saenz, M., 2004. "Efectos de la liberalizacion financiera sobre el comercio exterior: Modelo gravitacional de Latinoamerica, 1995-99," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 4(2).
  86. Stein, Jeremy & Kubik, Jeffrey D. & Hong, Harrison, 2008. "The Only Game in Town: Stock-Price Consequences of Local Bias," Scholarly Articles 3710665, Harvard University Department of Economics.
  87. 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.
  88. Gabriel Hawawini & Venkat Subramanian & Paul Verdin, 2004. "The home country in the age of globalization: how much does it matter for firm performance?," ULB Institutional Repository 2013/14190, ULB -- Universite Libre de Bruxelles.
  89. Breuer, Wolfgang & Rieger, M. Oliver & Soypak, K. Can, 2014. "The behavioral foundations of corporate dividend policy a cross-country analysis," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 247-265.
  90. Mishra, Anil V & Ratti, Ronald A, 2013. "Taxation of Domestic Dividend Income and Foreign Investment Holdings," MPRA Paper 50601, University Library of Munich, Germany.
  91. Vo, Xuan Vinh, 2008. "The determinants of home bias puzzle in equity portfolio investment in Australia," MPRA Paper 26982, University Library of Munich, Germany, revised 26 Jul 2009.
  92. Mihir A. Desai & James R. Hines Jr., 1997. "Excess Capital Flows and the Burden of Inflation in Open Economies," NBER Working Papers 6064, National Bureau of Economic Research, Inc.
  93. Haupt, Alexander & Krieger, Tim, 2013. "The role of mobility in tax and subsidy competition," Discussion Paper Series 2013-02, University of Freiburg, Wilfried Guth Endowed Chair for Constitutional Political Economy and Competition Policy.
  94. Eun, Cheol S. & Claessens, Stijn & Jun, Kwang W., 1995. "Pricing externalities in the world financial markets: Theory and policy implications," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 3(1), pages 31-55, May.
  95. Christou, Costas & Swamy, P. A. V. B. & Tavlas, George S., 1998. "A general framework for predicting returns from multiple currency investments," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(7), pages 977-1000, May.
  96. Rodney Paul, 2004. "A time-series approach to the determination of savings rates," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(2), pages 147-159.
  97. Kapteyn, A. & Teppa, F., 2002. "Subjective Measures of Risk Aversion and Portfolio Choice," Discussion Paper, Tilburg University, Center for Economic Research 2002-11, Tilburg University, Center for Economic Research.
  98. Swinkels, L.A.P. & Vejina, D. & Vilans, R., 2005. "Why don’t Latvian pension funds diversify more internationally?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2005-078-F&A, 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 University Rotterdam.
  99. Forbes, Kristin J., 2010. "Why do foreigners invest in the United States?," Journal of International Economics, Elsevier, vol. 80(1), pages 3-21, January.
  100. Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2008. "When bonds matter: home bias in goods and assets," Working Paper Series 2008-25, Federal Reserve Bank of San Francisco.
  101. Philip Lane, 2001. "Do international investment income flows smooth income?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(4), pages 714-736, December.
  102. Sadok El Ghoul & Omrane Guedhami & Yang Ni & Jeffrey Pittman & Samir Saadi, 2012. "Does Religion Matter to Equity Pricing?," Journal of Business Ethics, Springer, Springer, vol. 111(4), pages 491-518, December.
  103. Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2011. "Uninsurable risk and financial market puzzles," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(6), pages 1055-1089, October.
  104. Kang, Jun-Koo & Stulz, Rene M., 1997. "Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan," Journal of Financial Economics, Elsevier, Elsevier, vol. 46(1), pages 3-28, October.
  105. Guidolin, Massimo, 2003. "International asset prices and portfolio choices under Bayesian learning," Research in Economics, Elsevier, Elsevier, vol. 57(4), pages 383-437, December.
  106. Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department.
  107. Ahearne, Alan G. & Griever, William L. & Warnock, Francis E., 2004. "Information costs and home bias: an analysis of US holdings of foreign equities," Journal of International Economics, Elsevier, vol. 62(2), pages 313-336, March.
  108. Campbell, Rachel A. & Kraussl, Roman, 2007. "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, Elsevier, vol. 26(7), pages 1239-1260, November.
  109. Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2006. "Home bias in global bond and equity markets: the role of real exchange rate volatility," Working Paper Series 0685, European Central Bank.
  110. Cillian Ryan & Nicholas Horsewood, 2009. "The role of banks in financial integration: evidence from new EU members," International Economics and Economic Policy, Springer, vol. 6(3), pages 235-258, October.
  111. Lulu Gu & W. Robert Reed, 2012. "Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology," Working Papers in Economics 12/08, University of Canterbury, Department of Economics and Finance.
  112. Richards, Anthony J., 1995. "Comovements in national stock market returns: Evidence of predictability, but not cointegration," Journal of Monetary Economics, Elsevier, Elsevier, vol. 36(3), pages 631-654, December.
  113. Brandt, Michael W. & Cochrane, John H. & Santa-Clara, Pedro, 2006. "International risk sharing is better than you think, or exchange rates are too smooth," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(4), pages 671-698, May.
  114. Patrick F. Rowland & Linda L. Tesar, 1998. "Multinationals and the Gains from International Diversification," NBER Working Papers 6733, National Bureau of Economic Research, Inc.
  115. Lasse Steiner & Bruno S. Frey & Magnus Resch, 2013. "Home is where your art is: the home bias of art collectors," ECON - Working Papers, Department of Economics - University of Zurich 135, Department of Economics - University of Zurich.
  116. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance, EconWPA 0405006, EconWPA.
  117. Melanie Lührmann, 2003. "Demographic Change, Foresight and International Capital Flows," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy 03038, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  118. Roberto Basile & Alessandro Girardi, 2009. "Specialization and risk sharing: evidence from European regions," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) 122, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  119. de Dreu, Jan & Bikker, Jacob A., 2012. "Investor sophistication and risk taking," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2145-2156.
  120. Axel Boersch-Supan & Florian Heiss & Alexander Ludwig & Joachim Winter, 2003. "Pension Reform, Capital Markets and the Rate of Return," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 4(2), pages 151-181, 05.
  121. Peter Cornelius, 1994. "The internationalization of emerging stock markets," Intereconomics: Review of European Economic Policy, Springer, Springer, vol. 29(3), pages 131-138, May.
  122. Dhammika Dharmapala, 2008. "What Problems and Opportunities are Created by Tax Havens?," Working Papers, Oxford University Centre for Business Taxation 0820, Oxford University Centre for Business Taxation.
  123. Hasan, Iftekhar & Simaan, Yusif, 2000. "A rational explanation for home country bias," Journal of International Money and Finance, Elsevier, Elsevier, vol. 19(3), pages 331-361, June.
  124. Oxelheim, Lars, 2000. "Routes to Equity Market Integration - The Interplay between Politicians, Investors and Managers," Working Paper Series, Research Institute of Industrial Economics 526, Research Institute of Industrial Economics.
  125. Becker, Bo & Jacob, Marcus & Jacob, Martin, 2013. "Payout taxes and the allocation of investment," Journal of Financial Economics, Elsevier, Elsevier, vol. 107(1), pages 1-24.
  126. Vo, Xuan Vinh, 2009. "International financial integration in Asian bond markets," Research in International Business and Finance, Elsevier, Elsevier, vol. 23(1), pages 90-106, January.
  127. Jose L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006. "Risk Premium: Insights Over The Threshold," Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa wb062808, Universidad Carlos III, Departamento de Economía de la Empresa.
  128. Rene M. Stulz, 1994. "International Portfolio Choice and Asset Pricing: An Integrative Survey," NBER Working Papers 4645, National Bureau of Economic Research, Inc.
  129. Anil Mishra, 2011. "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 37(2), pages 223-244, August.
  130. Kant, Chander, 2005. "Capital mobility among advanced countries," Journal of Policy Modeling, Elsevier, Elsevier, vol. 27(9), pages 1067-1081, December.
  131. Helmut Herwartz & Fang Xu, 2009. "Panel data model comparison for empirical saving-investment relations," Applied Economics Letters, Taylor & Francis Journals, vol. 16(8), pages 803-807.
  132. Carlos F. Alves & João Vaz Nunes & Ana Paula Serra, 2014. "Analysis of European Equity Funds Preferences for Stock Characteristics," FEP Working Papers 533, Universidade do Porto, Faculdade de Economia do Porto.
  133. Lucey, Brian M. & Zhang, QiYu, 2010. "Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world," Emerging Markets Review, Elsevier, Elsevier, vol. 11(1), pages 62-78, March.
  134. 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, Elsevier, vol. 26(4), pages 587-605, June.
  135. Balli, Faruk & Basher, Syed Abul & Balli, Hatice Ozer, 2011. "Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments," Economic Modelling, Elsevier, vol. 28(5), pages 2296-2306, September.
  136. Epstein, Larry G. & Miao, Jianjun, 2003. "A two-person dynamic equilibrium under ambiguity," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 27(7), pages 1253-1288, May.
  137. Cumming, Douglas & Dai, Na, 2010. "Local bias in venture capital investments," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(3), pages 362-380, June.
  138. Faisal Ahmed & Rabah Arezki & Norbert Funke, 2007. "The composition of capital flows to South Africa," Journal of International Development, John Wiley & Sons, Ltd., vol. 19(2), pages 275-294.
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