Hidden Bibliographic Details
| Other authors / contributors: | Li, Shujing.
Yan, Isabel K.
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| ISBN: | 9781451845297
1451845294
9781451892802
1451892802
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| Notes: | Includes bibliographical references.
Description based on online resource; title from PDF cover (ebrary, viewed July 2, 2015).
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| 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.
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| 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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