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The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios

  • Giofré, Maela M.

We investigate the role of information asymmetries and inflation hedging in shaping international equity portfolios. We confirm, in a multinational setting, Cooper and Kaplanis (1994) result of no inflation hedging motive driving investors' behavior and find evidence of a crucial role for financial market development and trade linkages.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 13925.

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Date of creation: 2009
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Handle: RePEc:pra:mprapa:13925
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