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Citations for "Investor Diversification and International Equity Markets"

by Kenneth R. French & James M. Poterba

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  1. 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.
  2. Mondria, Jordi & Wu, Thomas, 2006. "The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness," Santa Cruz Department of Economics, Working Paper Series qt4wg39067, Department of Economics, UC Santa Cruz.
  3. 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.
  4. Karen K. Lewis, 1996. "Consumption, Stock Returns, and the Gains from International Risk-Sharing," NBER Working Papers 5410, National Bureau of Economic Research, Inc.
  5. Garry Young, 2002. "The implications of an ageing population for the UK economy," Bank of England working papers, Bank of England 159, Bank of England.
  6. Philippe Martin & Helene Rey, 2001. "Financial Super-Markets: Size Matters for Asset Trade," NBER Working Papers 8476, National Bureau of Economic Research, Inc.
  7. Karen K. Lewis, 2011. "Global asset pricing," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 88, Federal Reserve Bank of Dallas.
  8. 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.
  9. 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.
  10. Thapa, Chandra & Paudyal, Krishna & Neupane, Suman, 2013. "Access to information and international portfolio allocation," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(7), pages 2255-2267.
  11. Blackburn, Keith & Forgues-Puccio, Gonzalo F., 2006. "Financial Liberalisation, Bureaucratic Corruption and Economic," Proceedings of the German Development Economics Conference, Berlin 2006, Verein für Socialpolitik, Research Committee Development Economics 8, Verein für Socialpolitik, Research Committee Development Economics.
  12. 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.
  13. Philip Lane, 2001. "Do international investment income flows smooth income?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 137(4), pages 714-736, December.
  14. Chandar, Nandini & Patro, Dilip Kumar, 2000. "Why do closed-end country funds trade at enormous premiums during currency crises?," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 8(2), pages 217-248, May.
  15. Lee, King Fuei, 2010. "Retail Minority Shareholders and Corporate Reputation as Determinant of Dividend Policy in Australia," MPRA Paper 23066, University Library of Munich, Germany.
  16. Holinski, Nils & Kool, Clemens J.M. & Muysken, Joan, 2012. "The impact of international portfolio composition on consumption risk sharing," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(6), pages 1715-1728.
  17. Engel, Charles M & Rose, Andrew K, 2001. "Currency Unions and International Integration," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2659, C.E.P.R. Discussion Papers.
  18. Iftekhar Hasan & Yusif Simaan, 1999. "A Rational Explanation For Home Country Bias," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- 99-067, New York University, Leonard N. Stern School of Business-.
  19. 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.
  20. Maher Asal, 2011. "The Impact of Euro on Sectoral Equity Returns and Portfolio Risk," International Advances in Economic Research, Springer, Springer, vol. 17(2), pages 119-133, May.
  21. Richard Portes & Helene Rey, 1999. "The Determinants of Cross-Border Equity Flows," NBER Working Papers 7336, National Bureau of Economic Research, Inc.
  22. Jane Marrinan & Eric Van Wincoop, 1993. "Public And Private Savings And Investments," Boston College Working Papers in Economics, Boston College Department of Economics 259, Boston College Department of Economics.
  23. Jose Fernandes & Augusto Hasman & Juan Ignacio Pena, 2007. "Risk premium: insights over the threshold," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 18(1), pages 41-59.
  24. 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.
  25. Kristin J. Forbes, 2008. "Why do Foreigners Invest in the United States?," NBER Working Papers 13908, National Bureau of Economic Research, Inc.
  26. Liljeblom, Eva & Loflund, Anders, 2005. "Determinants of international portfolio investment flows to a small market: Empirical evidence," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 15(3), pages 211-233, July.
  27. Sascha O. Becker & Mathias Hoffmann, 2003. "Intra-and International Risk-Sharing in the Short Run and the Long Run," CESifo Working Paper Series 1111, CESifo Group Munich.
  28. McQueen, Grant & Stenkrona, Anders, 2012. "The home-institution bias," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(6), pages 1627-1638.
  29. Coeurdacier, Nicolas & Martin, Philippe, 2006. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School DR 06020, ESSEC Research Center, ESSEC Business School.
  30. Larry G. Epstein & JianJun Miao, 2001. "A Two-Person Dynamic Equilibrium under Ambiguity," RCER Working Papers 478, University of Rochester - Center for Economic Research (RCER).
  31. Giammario Impullitti, 2010. "International Competition And U.S. R&D Subsidies: A Quantitative Welfare Analysis," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(4), pages 1127-1158, November.
  32. Jean-François L'Her & Jean-Marc Suret, 1997. "Liberalization, Political Risk and Stock Market Returns in Emerging Markets," CIRANO Working Papers, CIRANO 97s-15, CIRANO.
  33. Steffen Huck & Kai A. Konrad, 2003. "Strategic Trade Policy and Merger Profitability," CESifo Working Paper Series 948, CESifo Group Munich.
  34. Karen K. Lewis, 1997. "Are Countries with Official International Restrictions "Liquidity Constrained?"," NBER Working Papers 5991, National Bureau of Economic Research, Inc.
  35. Brennan, Michael J. & Henry Cao, H. & Strong, Norman & Xu, Xinzhong, 2005. "The dynamics of international equity market expectations," Journal of Financial Economics, Elsevier, Elsevier, vol. 77(2), pages 257-288, August.
  36. Nicolas Coeurdacier & Pierre-Olivier Gourinchas, 2011. "When Bonds Matter: Home Bias in Goods and Assets," NBER Working Papers 17560, National Bureau of Economic Research, Inc.
  37. Blackburn, Keith & Forgues-Puccio, Gonzalo F., 2010. "Financial liberalization, bureaucratic corruption and economic development," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(7), pages 1321-1339, November.
  38. Shackman, Joshua D., 2006. "The equity premium and market integration: Evidence from international data," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 16(2), pages 155-179, April.
  39. Radulescu, Doina & Stimmelmayr, Michael, 2010. "The impact of the 2008 German corporate tax reform: A dynamic CGE analysis," Economic Modelling, Elsevier, Elsevier, vol. 27(1), pages 454-467, January.
  40. 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.
  41. Jermann, Urban J., 2002. "International portfolio diversification and endogenous labor supply choice," European Economic Review, Elsevier, Elsevier, vol. 46(3), pages 507-522, March.
  42. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2006. "Stock Market Volatility around National Elections," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe 2006,2, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  43. 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, C.E.P.R. Discussion Papers 5113, C.E.P.R. Discussion Papers.
  44. Basu, Parantap & Wada, Kenji, 2006. "Is low international risk sharing consistent with a high equity premium? A reconciliation of two puzzles," Economics Letters, Elsevier, Elsevier, vol. 93(3), pages 436-442, December.
  45. Neeman, Zvika & Paserman, Marco Daniele & Simhon, Avi, 2003. "Corruption and Openness," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4057, C.E.P.R. Discussion Papers.
  46. Anastasios Xepapadeas & Giannis Vardas, 2004. "Uncertainty Aversion, Robust Control and Asset Holdings," Working Papers, Fondazione Eni Enrico Mattei 2004.66, Fondazione Eni Enrico Mattei.
  47. Thomas Flavin & Ekaterini Panopoulou, 2007. "International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group 150, Money Macro and Finance Research Group.
  48. Boeters, Stefan, 2010. "Optimal tax progressivity in unionised labour markets: Simulation results for Germany," ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research 10-035, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  49. Aart Kraay & Norman Loayza & Luis Servén & Jaume Ventura, 2005. "Country Portfolios," Journal of the European Economic Association, MIT Press, MIT Press, vol. 3(4), pages 914-945, 06.
  50. John Burbidge & Katherine Cuff & John Leach, 2005. "Tax Competition with Heterogeneous Firms," Working Papers 05001, University of Waterloo, Department of Economics, revised Jan 2005.
  51. Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2001. "Aging and International Capital Flows," Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre 605, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
  52. Michael R. Veall, 1999. "Did Tax Flattening Affect RRSP Contributions?," Department of Economics Working Papers 1999-04, McMaster University.
  53. 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).
  54. L. Bottazzi & M. Da Rin & T. Hellmann, 2007. "The Importance of Trust for Investment: Evidence from Venture Capital," Working Papers 612, Dipartimento Scienze Economiche, Universita' di Bologna.
  55. van Wincoop, Eric, 1995. "Regional risksharing," European Economic Review, Elsevier, Elsevier, vol. 39(8), pages 1545-1567, October.
  56. 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.
  57. Norbert Funke & Faisal Ahmed & Rabah Arezki, 2005. "The Composition of Capital Flows," IMF Working Papers 05/40, International Monetary Fund.
  58. Sebnem Kalemli-Ozcan & Ariell Reshef & Bent Sorensen & Oved Yosha, 2005. "Why Does Capital Flow to Rich States?," NBER Working Papers 11301, National Bureau of Economic Research, Inc.
  59. Massimo Guidolin, 2005. "Home bias and high turnover in an overlapping generations model with learning," Working Papers, Federal Reserve Bank of St. Louis 2005-012, Federal Reserve Bank of St. Louis.
  60. Boeters, Stefan & Böhringer, Christoph & Büttner, Thiess & Kraus, Margit, 2006. "Economic Effects of VAT Reform in Germany," ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research 06-30, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  61. Paolo Pesenti & Eric van Wincoop, 1996. "Do Nontraded Goods Explain the Home Bias Puzzle?," NBER Working Papers 5784, National Bureau of Economic Research, Inc.
  62. Cillian Ryan & Nicholas Horsewood, 2009. "The role of banks in financial integration: evidence from new EU members," International Economics and Economic Policy, Springer, Springer, vol. 6(3), pages 235-258, October.
  63. Jan de Dreu & Jacob Bikker, 2009. "Pension fund sophistication and investment policy," DNB Working Papers, Netherlands Central Bank, Research Department 211, Netherlands Central Bank, Research Department.
  64. Linda L. Tesar & Ingrid M. Werner, 1992. "Home Bias and the High Turnover," NBER Working Papers 4218, National Bureau of Economic Research, Inc.
  65. Urban J. Jermann, 1997. "International portfolio diversification and labor/leisure choice," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 119, Federal Reserve Bank of Minneapolis.
  66. Eichler, Stefan, 2012. "Equity home bias and corporate disclosure," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(5), pages 1008-1032.
  67. Torben Lütje & Lukas Menkhoff, 2007. "What drives home bias? Evidence from fund managers' views," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 12(1), pages 21-35.
  68. Pornpen Sodsrichai & Sakkapop Panyanukul & Nantaporn Pongpatthananon, 2011. ""Putting All Eggs in One Basket" Thailand's Under-Investment Abroad: Impact and Explanations," Working Papers, Economic Research Department, Bank of Thailand 2011-06, Economic Research Department, Bank of Thailand.
  69. Kristian, BEHRENS & Johnathan H. HAMILTON & Gianmarco I.P., OTTAVIANO, 2007. "Commodity tax competition and industry location under the destination - and the origin - principle," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques 2007020, Université catholique de Louvain, Département des Sciences Economiques.
  70. Martin D. Dietz & Christian Keuschnigg, 2005. "A Growth Oriented Dual Income Tax," CESifo Working Paper Series 1513, CESifo Group Munich.
  71. Alexander Ludwig & Joachim Winter, 2003. "Aging, pension reform, and capital flows: A multi-country simulation model," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy 03028, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  72. David Burgess & Joel Fried, 1999. "Canadian Retirement Savings Plans and the Foreign Property Rule," Canadian Public Policy, University of Toronto Press, University of Toronto Press, vol. 25(3), pages 395-416, September.
  73. 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, European Central Bank 0685, European Central Bank.
  74. 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.
  75. Marcelo Pinheiro, 2005. "Informational asymmetries and a multiplier effect on price correlation and trading," Annals of Finance, Springer, Springer, vol. 1(4), pages 395-421, October.
  76. Kalemli-Ozcan, Sebnem & Sorensen, Bent E. & Yosha, Oved, 2001. "Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations," Journal of International Economics, Elsevier, Elsevier, vol. 55(1), pages 107-137, October.
  77. Thomas J. Flavin & Michael R. Wickens, 1998. ": A Risk Management Approach to Optimal Asset Allocation," Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth n851298, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  78. Hans Andersson & B. Sailesh Ramamurtie & Bharat Ramaswami, 1995. "Off-farm income and risk reduction in agriculture: when does it matter?," Working Paper, Federal Reserve Bank of Atlanta 95-14, Federal Reserve Bank of Atlanta.
  79. Kaltenhaeuser, Bernd, 2003. "Country and sector-specific spillover effects in the euro area, the United States and Japan," Working Paper Series, European Central Bank 0286, European Central Bank.
  80. Rowland, Patrick F., 1999. "Transaction costs and international portfolio diversification," Journal of International Economics, Elsevier, Elsevier, vol. 49(1), pages 145-170, October.
  81. 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.
  82. Nocetti, Diego, 2006. "Markowitz meets Kahneman: Portfolio selection under divided attention," Finance Research Letters, Elsevier, Elsevier, vol. 3(2), pages 106-113, June.
  83. Coeurdacier, Nicolas & Guibaud, Stéphane, 2011. "International portfolio diversification is better than you think," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(2), pages 289-308, March.
  84. Driessen, Joost & Laeven, Luc, 2007. "International portfolio diversification benefits: Cross-country evidence from a local perspective," Journal of Banking & Finance, Elsevier, Elsevier, vol. 31(6), pages 1693-1712, June.
  85. 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.
  86. Alexander Haupt & Tim Krieger, 2009. "The role of mobility in tax and subsidy competition," Working Papers 2009/37, Institut d'Economia de Barcelona (IEB).
  87. Cooper, Ian A. & Kaplanis, Evi, 2000. "Partially segmented international capital markets and international capital budgeting," Journal of International Money and Finance, Elsevier, Elsevier, vol. 19(3), pages 309-329, June.
  88. Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios with supply, demand and redistributive shocks," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  89. Febrian, Erie & Herwany, Aldrin, 2007. "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper 9632, University Library of Munich, Germany.
  90. Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010. "From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets," MPRA Paper 22430, University Library of Munich, Germany.
  91. Kant, Chander, 2005. "Capital mobility among advanced countries," Journal of Policy Modeling, Elsevier, Elsevier, vol. 27(9), pages 1067-1081, December.
  92. Roger H. Gordon & James R. Hines Jr., 2002. "International Taxation," NBER Working Papers 8854, National Bureau of Economic Research, Inc.
  93. Jeffrey R. Brown & Zoran Ivkovic & Paul A. Smith & Scott Weisbenner, 2004. "The geography of stock market participation: the influence of communities and local firms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2004-22, Board of Governors of the Federal Reserve System (U.S.).
  94. Jack Mintz, 1995. "Corporation tax: a survey," Fiscal Studies, Institute for Fiscal Studies, Institute for Fiscal Studies, vol. 16(4), pages 23-68, November.
  95. Hélène Rey & Nicolas Coeurdacier, 2010. "Home bias in open economy financial macroeconomics," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  96. Fedenia, Mark & Shafer, Sherrill & Skiba, Hilla, 2013. "Information immobility, industry concentration, and institutional investors’ performance," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(6), pages 2140-2159.
  97. Ghosh, Dilip K. & Ghosh, Dipasri & Bhatnagar, Chandra Shekhar, 2010. "Cross-listed cross-currency assets and arbitrage with forwards and options," Global Finance Journal, Elsevier, vol. 21(1), pages 98-110.
  98. Bottazzi, Laura & Pesenti, Paolo & van Wincoop, Eric, 1996. "Wages, profits and the international portfolio puzzle," European Economic Review, Elsevier, Elsevier, vol. 40(2), pages 219-254, February.
  99. Bovenberg, A.L. & Gordon, R.H., 1996. "Why is capital so immobile internationally? Possible explanation and implications for capital income taxation," Open Access publications from Tilburg University urn:nbn:nl:ui:12-73564, Tilburg University.
  100. Rowland, P.F. & Tesar, L.L., 1998. "Multinationals and the Gains from International Diversification," Working Papers, Research Seminar in International Economics, University of Michigan 425, Research Seminar in International Economics, University of Michigan.
  101. Lee, Byung-Joo, 2013. "Uncovered interest parity puzzle: Asymmetric responses," International Review of Economics & Finance, Elsevier, Elsevier, vol. 27(C), pages 238-249.
  102. Pierre M. Picard & Tim Worrall, 2009. "Currency Unions and International Assistance," CREA Discussion Paper Series 09-01, Center for Research in Economic Analysis, University of Luxembourg.
  103. Egil Matsen & Øystein Thøgersen, 2000. "Financial Integration and Consumption Comovements in the Nordic Countries," Working Paper Series, Department of Economics, Norwegian University of Science and Technology 1502, Department of Economics, Norwegian University of Science and Technology.
  104. Janet Ceglowski, 1998. "Has globalization created a borderless world?," Business Review, Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia, issue Mar, pages 17-27.
  105. Mencía, Javier & Sentana, Enrique, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Journal of Econometrics, Elsevier, Elsevier, vol. 153(2), pages 105-121, December.
  106. Pierfederico Asdrubali & Soyoung Kim, 2000. "Dynamic Risk Sharing in the United States and Europe," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1621, Econometric Society.
  107. Aart Kraay & Jaume Ventura, 2000. "Current Accounts In Debtor And Creditor Countries," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 115(4), pages 1137-1166, November.
  108. Maurice Obstfeld & Kenneth Rogoff & Ben Bernanke & Kenneth Rogoff, . "The Six Major Puzzles in International Macroeconomics: Is there a Common Cause?," Working Paper 32326, Harvard University OpenScholar.
  109. 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.
  110. Viral V. Acharya & Alberto Bisin, 2005. "Optimal Financial-Market Integration and Security Design," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 78(6), pages 2397-2434, November.
  111. 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.
  112. John R. Graham & Campbell R. Harvey, 2001. "Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective," NBER Working Papers 8678, National Bureau of Economic Research, Inc.
  113. Tino Sanandaji, 2014. "The international mobility of billionaires," Small Business Economics, Springer, Springer, vol. 42(2), pages 329-338, February.
  114. 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, Elsevier, vol. 42(C), pages 247-265.
  115. 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.
  116. Ignacio Palacios-Huerta, 2001. "The Human Capital of Stockholders and the International Diversification Puzzle," Working Papers 2001-12, Brown University, Department of Economics.
  117. Philippe Thalmann & Lawrence Goulder & François Delorme, 1996. "Assessing the international spillover effects of capital income taxation," International Tax and Public Finance, Springer, Springer, vol. 3(4), pages 449-478, October.
  118. Grubert, Harry & Newlon, T. Scott, 1995. "The International Implications of Consumption Tax Proposals," National Tax Journal, National Tax Association, vol. 48(4), pages 619-47, December.
  119. De Santis, Robert A. & Gérard, Bruno, 2009. "International portfolio reallocation: Diversification benefits and European monetary union," European Economic Review, Elsevier, Elsevier, vol. 53(8), pages 1010-1027, November.
  120. Kusdhianto SETIAWAN, 2012. "Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 105-127, December.
  121. Athanasoulis, Stefano G. & van Wincoop, Eric, 2000. "Growth uncertainty and risksharing," Journal of Monetary Economics, Elsevier, Elsevier, vol. 45(3), pages 477-505, June.
  122. Urbiztondo, Santiago, 1998. "Direct Foreign Investment in Argentina: Evolution, New Challenges and Perspectives," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 38(3, Part 1), pages 459-482.
  123. Jung, Chan Shik & Lee, Dong Wook & Park, Kyung Suh, 2009. "Can investor heterogeneity be used to explain the cross-section of average stock returns in emerging markets?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 28(4), pages 648-670, June.
  124. Rene M. Stulz, 1994. "International Portfolio Choice and Asset Pricing: An Integrative Survey," NBER Working Papers 4645, National Bureau of Economic Research, Inc.
  125. Swinkels, L.A.P. & Sluis, P.J. van der, 2001. "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper, Tilburg University, Center for Economic Research 2001-96, Tilburg University, Center for Economic Research.
  126. Barberis, Nicholas & Huang, Ming, 2009. "Preferences with frames: A new utility specification that allows for the framing of risks," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(8), pages 1555-1576, August.
  127. Thomas J.Flavin & Ekaterini Panopoulou, 2007. "On the robustness of international portfolio diversification benefits to regime-switching volatility," Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth n1801007.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  128. luis Fernando Melo & Hernán Rincón, 2012. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," BORRADORES DE ECONOMIA 009450, BANCO DE LA REPÚBLICA.
  129. Sorensen, Bent E & Yosha, Oved, 1999. "Risk Sharing and Industrial Specialization: Regional and International Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2295, C.E.P.R. Discussion Papers.
  130. Rene M. Stulz & Walter Wasserfallen, 1992. "Foreign Equity Investment Restrictions and Shareholder Wealth Maximization," NBER Working Papers 4217, National Bureau of Economic Research, Inc.
  131. Salehizadeh, Mehdi, 2003. "U.S. multinationals and the home bias puzzle: an empirical analysis," Global Finance Journal, Elsevier, vol. 14(3), pages 303-318, December.
  132. 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.
  133. Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong, 2014. "Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets," Working Papers, Department of Research, Ipag Business School 2014-294, Department of Research, Ipag Business School.
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