The determinants of international portfolio holdings and home bias /

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Bibliographic Details
Author / Creator:	Faruqee, Hamid.
Imprint:	[Washington, District of Columbia] : International Monetary Fund, 2004.
Description:	1 online resource (26 pages) : illustrations, tables.
Language:	English
Series:	IMF Working Paper ; WP/04/34 IMF working paper ; WP/04/34.
Subject:	Investments, Foreign -- Econometric models. Portfolio management -- Econometric models. Transaction costs -- Econometric models. Investments, Foreign -- Econometric models. Portfolio management -- Econometric models. Transaction costs -- Econometric models. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12510726

Hidden Bibliographic Details
Other authors / contributors:	Li, Shujing. Yan, Isabel K.
ISBN:	9781451845297 1451845294 9781451892802 1451892802
Notes:	Includes bibliographical references. Description based on online resource; title from PDF cover (ebrary, viewed July 2, 2015).
Summary:	Despite the liberalization of foreign portfolio investment around the globe since the early 1980s, the home-bias phenomenon is still found to exist. Using a relatively new IMF survey dataset of cross-border equity holdings, this paper tests new structural equations from a consumption-based asset-pricing model on international portfolio holdings. Using of stock data allows us to provide new and clear-cut evidence on the determinants of international portfolio holdings.
Other form:	Print version: Faruqee, Hamid. Determinants of international portfolio holdings and home bias. [Washington, District of Columbia] : International Monetary Fund, c2004 25 pages IMF working paper ; WP/04/34. 9781451845297

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