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Income smoothing and foreign asset holdings

Author

Listed:
  • Balli, Faruk
  • Jean Louis, Rosmy
  • Osman, Mohammad

Abstract

In this paper we construct a new methodology to measure the international income smoothing and present stronger connectionbetween international asset holding and international income smoothing for OECD countries.

Suggested Citation

  • Balli, Faruk & Jean Louis, Rosmy & Osman, Mohammad, 2008. "Income smoothing and foreign asset holdings," MPRA Paper 34004, University Library of Munich, Germany, revised 2009.
  • Handle: RePEc:pra:mprapa:34004
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    File URL: https://mpra.ub.uni-muenchen.de/34004/1/MPRA_paper_34004.pdf
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    References listed on IDEAS

    as
    1. Karen K. Lewis, 1999. "Trying to Explain Home Bias in Equities and Consumption," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 571-608, June.
    2. 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.
    3. Marco Pagano, 2004. "The European Bond Markets under EMU," Oxford Review of Economic Policy, Oxford University Press, vol. 20(4), pages 531-554, Winter.
    4. Sorensen, Bent E. & Yosha, Oved, 1998. "International risk sharing and European monetary unification," Journal of International Economics, Elsevier, vol. 45(2), pages 211-238, August.
    5. Lewis, Karen K, 1996. "What Can Explain the Apparent Lack of International Consumption Risk Sharing?," Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 267-297, April.
    6. Tesar, Linda L. & Werner, Ingrid M., 1995. "Home bias and high turnover," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 467-492, August.
    7. Kevin Nixon & Richard Portes & Jean-Pierre Danthine, 2013. "Policy Panel," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
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    Citations

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    Cited by:

    1. 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.

    More about this item

    Keywords

    Capital Market Integration; Home Bias; Income Smoothing;

    JEL classification:

    • F15 - International Economics - - Trade - - - Economic Integration
    • F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements

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