create a website

Home Bias at the Fund Level. (2008). Rey, Helene ; Hau, Harald.
In: NBER Working Papers.
RePEc:nbr:nberwo:14172.

Full description at Econpapers || Download paper

Cited: 69

Citations received by this document

Cites: 16

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. In the name of the law: How does legal distance affect US international mutual funds’ financial performance?. (2025). Muoz, Fernando ; Fleta-Asn, Jorge.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004549.

    Full description at Econpapers || Download paper

  2. The impact of political uncertainty on the cost of capital. (2024). Kwabi, Frank ; Ezeani, Ernest ; Owusu, Andrews ; Boateng, Agyenim.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-023-01236-2.

    Full description at Econpapers || Download paper

  3. Investor horizon, experience, and the disposition effect. (2024). Neupane, Suman ; Fan, Zhebin.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001187.

    Full description at Econpapers || Download paper

  4. Is home bias biased? New evidence from the investment fund sector. (2024). Wedow, Michael ; Vivar, Luis Molestina ; Lambert, Claudia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20242924.

    Full description at Econpapers || Download paper

  5. Federal policy announcements and capital reallocation: Insights from inflow and outflow trends in the U.S.. (2023). Xie, Tian ; Qiu, Yue ; Zheng, Xiangzhong.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001377.

    Full description at Econpapers || Download paper

  6. When school ties meet geography: Education-province bias in mutual fund portfolios. (2023). Shan, Yaowen ; Liang, Quanxi ; Jin, QI ; Lu, Meiting.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:157:y:2023:i:c:s0378426623002121.

    Full description at Econpapers || Download paper

  7. Political uncertainty and cross-border equity portfolio allocation decisions: International evidence. (2023). Kwabi, Frank Obenpong ; Wonu, Chizindu ; Kariuki, Charles ; Du, Anna ; Boateng, Agyenim.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000789.

    Full description at Econpapers || Download paper

  8. Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Fang, Junxiong ; Chen, Jing ; Zhang, Chunqiu.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

    Full description at Econpapers || Download paper

  9. Information sharing between mutual funds and auditors. (2023). Xu, Yanping ; Rao, Pingui ; Hope, Olekristian ; Yue, Heng.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:152-197.

    Full description at Econpapers || Download paper

  10. Does Political Partisanship Cross Borders? Evidence from International Capital Flows. (2022). Tsoutsoura, Margarita ; Luo, Mancy ; Schafer, Larissa ; Kempf, Elisabeth.
    In: Working Papers.
    RePEc:zbw:cbscwp:316.

    Full description at Econpapers || Download paper

  11. The home bias and the local bias: A survey. (2022). Gaar, Eduard ; Schiereck, Dirk ; Scherer, David.
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00203-8.

    Full description at Econpapers || Download paper

  12. Home- Market- Bias! Investment behavior from the perspective of behavioral economics in the Germany stock market. (2022). Claudia, Pitterle.
    In: MPRA Paper.
    RePEc:pra:mprapa:117698.

    Full description at Econpapers || Download paper

  13. Geographical Proximity and Enhanced Attention in P2B Crowdlending Strategies. (2022). Marin, Hugo ; Gresse, Carole.
    In: Post-Print.
    RePEc:hal:journl:hal-03960132.

    Full description at Econpapers || Download paper

  14. A Theory of Gross and Net Capital Flows over the Global Financial Cycle. (2022). Davis, Jonathan ; van Wincoop, Eric.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:93046.

    Full description at Econpapers || Download paper

  15. The flow-performance relationship of global investment funds. (2022). Marchiori, Luca ; Morhs, Romuald ; Ciccone, Julien.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000936.

    Full description at Econpapers || Download paper

  16. Monetary policy and portfolio rebalancing: Evidence from European equity mutual funds. (2022). Gnabo, Jean-Yves ; Soudant, Joey.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:63:y:2022:i:c:s157230892200081x.

    Full description at Econpapers || Download paper

  17. Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516.

    Full description at Econpapers || Download paper

  18. Scaling, unwinding and greening QE in a calibrated portfolio balance model. (2021). Koziol, Tina ; Riedler, Jesper.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:21086.

    Full description at Econpapers || Download paper

  19. Geographical-Proximity Bias in P2B Crowdlending Strategies. (2021). Marin, Hugo ; Gresse, Carole.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03338244.

    Full description at Econpapers || Download paper

  20. Unconventional monetary policy and the portfolio choice of international mutual funds. (2021). Cenedese, Gino ; Elard, Ilaf.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000061.

    Full description at Econpapers || Download paper

  21. A tale of two forms of proximity: Geography and market. (2021). Wang, Kainan ; Sul, Hong Kee ; Chung, Chune Young.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:122:y:2021:i:c:p:14-23.

    Full description at Econpapers || Download paper

  22. Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance. (2021). Pyun, Ju Hyun ; Liu, Yuan ; Carpio, Ronaldo ; Guo, Meixin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000583.

    Full description at Econpapers || Download paper

  23. Do global equity mutual funds exhibit home bias?. (2021). Hiraki, Takato ; Liu, Ming.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000526.

    Full description at Econpapers || Download paper

  24. A recommender system for active stock selection. (2020). Kolodziej, Jakub ; Brar, Gurvinder ; Rossi, Giuliano.
    In: Computational Management Science.
    RePEc:spr:comgts:v:17:y:2020:i:4:d:10.1007_s10287-018-0342-9.

    Full description at Econpapers || Download paper

  25. Investor experiences and international capital flows. (2020). Vanasco, Victoria ; Malmendier, Ulrike ; Pouzo, Demian.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300210.

    Full description at Econpapers || Download paper

  26. Investor Experiences and International Capital Flows. (2020). Vanasco, Victoria ; Malmendier, Ulrike ; Pouzo, Demien.
    In: Working Papers.
    RePEc:bge:wpaper:1163.

    Full description at Econpapers || Download paper

  27. Investor Experiences and International Capital Flows. (2020). Vanasco, Victoria ; Malmendier, Ulrike ; Pouzo, Demian.
    In: Papers.
    RePEc:arx:papers:2001.07790.

    Full description at Econpapers || Download paper

  28. Investor experiences and international capital flows. (2019). Vanasco, Victoria ; Pouzo, Demien.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1710.

    Full description at Econpapers || Download paper

  29. Beyond Home Bias: Portfolio Holdings and Information Heterogeneity. (2019). Valchev, Rosen.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:1439.

    Full description at Econpapers || Download paper

  30. Stress testing the equity home bias: A turnover analysis of Eurozone markets. (2019). Lazzari, Valter ; Geranio, Manuela.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:97:y:2019:i:c:p:70-85.

    Full description at Econpapers || Download paper

  31. Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp19114.

    Full description at Econpapers || Download paper

  32. Global Portfolio Rebalancing and Exchange Rates. (2018). Rey, Helene ; Hau, Harald ; Camanho, Nelson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24320.

    Full description at Econpapers || Download paper

  33. Is the crowd sensitive to distance?—how investment decisions differ by investor type. (2018). Johan, Sofia ; Schweizer, Denis ; Guenther, Christina.
    In: Small Business Economics.
    RePEc:kap:sbusec:v:50:y:2018:i:2:d:10.1007_s11187-016-9834-6.

    Full description at Econpapers || Download paper

  34. Uncertainty, capital flows, and maturity mismatch. (2018). Converse, Nathan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:88:y:2018:i:c:p:260-275.

    Full description at Econpapers || Download paper

  35. Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0705.

    Full description at Econpapers || Download paper

  36. Beyond Home Bias: Portfolio Holdings and Information Heterogeneity. (2018). Valchev, Rosen ; Macchiavelli, Marco ; De Marco, Filippo.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:942.

    Full description at Econpapers || Download paper

  37. Three essays on uncertainty: real and financial effects of uncertainty shocks. (2017). Lee, Seohyun.
    In: MPRA Paper.
    RePEc:pra:mprapa:83617.

    Full description at Econpapers || Download paper

  38. The home bias of the poor: Foreign asset portfolios across the wealth distribution. (2017). Broer, Tobias.
    In: European Economic Review.
    RePEc:eee:eecrev:v:92:y:2017:i:c:p:74-91.

    Full description at Econpapers || Download paper

  39. (Country) Home bias in Italian occupational pension funds asset allocation choices. (2016). Lippi, Andrea.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:59:y:2016:i:c:p:78-82.

    Full description at Econpapers || Download paper

  40. Mutual funds flows and the geography of contagion. (2016). PUY, Damien.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:73-93.

    Full description at Econpapers || Download paper

  41. International Variations in the Benefits of Feasible Diversification Strategies. (2015). Chiou, Wan-Jiun Paul ; Boasson, Vigdis W.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:18:y:2015:i:04:n:s0219091515500228.

    Full description at Econpapers || Download paper

  42. Home bias, risk differential, and cultural spatial spillover effects. (2015). Kim, Heeho ; Cho, Seong-Hoon.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:51:y:2015:i:c:p:114-136.

    Full description at Econpapers || Download paper

  43. Institutional investors and long-term investment : evidence from Chile. (2014). Schmukler, Sergio ; Raddatz, Claudio ; Opazo, Luis.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6922.

    Full description at Econpapers || Download paper

  44. Imperfect financial integration and asymmetric information: competing explanations of the home bias puzzle?. (2013). Wu, Thomas ; Mondria, Jordi.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:46:y:2013:i:1:p:310-337.

    Full description at Econpapers || Download paper

  45. Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan. (2013). Lee, Cheng Few ; Chiou, Paul.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:40:y:2013:i:2:p:341-381.

    Full description at Econpapers || Download paper

  46. Institutional Investors Flows and the Geography of Contagion. (2013). PUY, Damien.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2013/06.

    Full description at Econpapers || Download paper

  47. Development and international diversification benefits of equity markets in China, Hong Kong, and Taiwan. (2013). Chiou, Wan-Jiun Paul ; Chun- Pin Hsu, ; Chin- Wen Huang, .
    In: Chapters.
    RePEc:elg:eechap:14694_5.

    Full description at Econpapers || Download paper

  48. Foreign investors and risk shocks: seeking a safe haven or running for the exit?. (2013). Stracca, Livio ; Habib, Maurizio Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131609.

    Full description at Econpapers || Download paper

  49. Bringing down the Great Wall? Global implications of capital account liberalisation in China. (2013). Hooley, John.
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0118.

    Full description at Econpapers || Download paper

  50. Financial reporting opacity and informed trading by international institutional investors. (2012). Maffett, Mark.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:54:y:2012:i:2:p:201-220.

    Full description at Econpapers || Download paper

  51. Home Bias in Open Economy Financial Macroeconomics. (2012). Rey, Helene ; Coeurdacier, Nicolas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8746.

    Full description at Econpapers || Download paper

  52. Unexploited gains from international diversification : patterns of portfolio holdings around the world. (2011). Schmukler, Sergio ; Rigobon, Roberto ; Didier, Tatiana.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5524.

    Full description at Econpapers || Download paper

  53. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17691.

    Full description at Econpapers || Download paper

  54. Australia’s equity home bias and real exchange rate volatility. (2011). Mishra, Anil.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:37:y:2011:i:2:p:223-244.

    Full description at Econpapers || Download paper

  55. International Mutual Funds, Capital Flow Volatility, and Contagion – A Survey. (2011). Gelos, R. Gaston.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/092.

    Full description at Econpapers || Download paper

  56. Foreign equity flows and the Size Bias : Evidence from an emerging stock market. (2011). Diyarbakirlioglu, Erkin.
    In: Post-Print.
    RePEc:hal:journl:hal-01127657.

    Full description at Econpapers || Download paper

  57. Domestic and foreign country bias in international equity portfolios. (2011). Diyarbakirlioglu, Erkin.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:21:y:2011:i:5:p:301-329.

    Full description at Econpapers || Download paper

  58. International fund investment and local market returns. (2011). Zheng, Huanhuan ; Wongswan, Jon ; Jinjarak, Yothin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:572-587.

    Full description at Econpapers || Download paper

  59. Foreign equity flows and the “Size Bias”: Evidence from an emerging stock market. (2011). Diyarbakirlioglu, Erkin.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:4:p:485-509.

    Full description at Econpapers || Download paper

  60. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.

    Full description at Econpapers || Download paper

  61. Home bias in open economy financial macroeconomics. (2010). Coeurdacier, Nicolas ; Rey, Helene.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.

    Full description at Econpapers || Download paper

  62. The Long and the Short of Emerging Market Debt. (2010). Schmukler, Sergio ; Raddatz, Claudio ; Opazo, Luis.
    In: Working Papers.
    RePEc:sdp:sdpwps:42.

    Full description at Econpapers || Download paper

  63. Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World. (2010). Schmukler, Sergio ; Rigobon, Roberto ; Didier, Tatiana.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16629.

    Full description at Econpapers || Download paper

  64. Home bias in open economy financial macroeconomics. (2010). Coeurdacier, Nicolas ; Rey, Helene.
    In: SciencePo Working papers.
    RePEc:hal:wpspec:hal-01069440.

    Full description at Econpapers || Download paper

  65. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01069440.

    Full description at Econpapers || Download paper

  66. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-01069440.

    Full description at Econpapers || Download paper

  67. The world price of home bias. (2010). Zhang, Bohui ; Lau, Sie Ting.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:2:p:191-217.

    Full description at Econpapers || Download paper

  68. Asset fire sales and purchases and the international transmission of financial shocks. (2009). Ramadorai, Tarun ; Lundblad, Christian ; Jotikasthira, Chotibhak.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7595.

    Full description at Econpapers || Download paper

  69. Home Bias in Leveraged Buyouts. (2009). Cornelius, Peter ; Juttmann, Karlijn ; Langelaar, Broes .
    In: International Finance.
    RePEc:bla:intfin:v:12:y:2009:i:3:p:321-349.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Baxter, Marianne and Urban Jermann 1997. The International Diversification Puzzle is Worse than You Think. American Economic Review, 87: 170-180.

  2. Bottazzi, Laura, Paolo Pesenti and Eric Van Wincoop. 1996. Wages, Profits and the International Portfolio Puzzle. European Economic Review, 40(2): 219-254.

  3. Chan, Kalok, Vicentiu Covrig and Lilian Ng. 2005. What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide., Journal of Finance, LX(3): 1495-1533.

  4. Coeurdacier, Nicolas. 2006. Do Trade Costs in Goods Market Lead to Home Bias in Equities? Mimeo, London Business School.

  5. Cole, Harold and Maurice Obstfeld. 1991. Commodity Trade and International Risk Sharing: How Much do Financial Markets Matter? Journal of Monetary Economics, 28: 3-24.

  6. Cooper, Ian and Evi Kaplanis. 1994. Home Bias in Equity Portfolios, Inflation Hedging and International Capital Market Equilibrium. The Review of Financial Studies, 7: 46-60.

  7. Engel Charles and Akito Matsumoto 2006. Portfolio Choice in a Monetary openEconomy DSGE Model. National Bureau of Economic Research Working Paper 12 214.

  8. French, Kenneth and James Poterba. 1991. Investor Diversification and International Equity Markets. American Economic Review, 8(2): 222-226.

  9. Hau, Harald and Hélène Rey. 2006. Exchange Rates, Equity Prices and Capital flows. Review of Financial Studies, 19(1): 273-317.

  10. Hau, Harald and Hélène Rey. 2007. Global Portfolio Rebalancing Under the Microscope. Mimeo, London Business School.

  11. Heathcote, Jonathan and Fabrizio Perri. 2007. The International Diversification Puzzle is not as Bad as You Think. National Bureau of Economic Research Working Paper 13 482.

  12. Lane, Philip and Gian-Maria Milesi-Ferretti. International Investments Patterns. Review of Economics and Statistics, forthcoming Lewis, Karen. 1999. Trying to Explain Home Bias in Equity and Consumption. Journal of Economic Literature, XXXVII: 571-608.

  13. Mondria, Jordi and Thomas Wu. 2007. The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness. Mimeo, University of Toronto.

  14. Obstfeld, Maurice and Kenneth Rogoff. 2000. The Six Major Puzzles in International Macroeconomics: Is there a Common Cause? NBER Macroeconomics Annual 15.

  15. Portes, Richard and Hélène Rey. 2005. The Determinants of Cross-Border Equity flows. Journal of international Economics 65: 269-296.

  16. Tesar, Linda and Ingrid Werner. 1996. Home Bias and High Turnover. Journal of International Money and Finance, 14: 467-492.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Money Value of a Man. (2012). Kaplan, Greg ; Huggett, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18066.

    Full description at Econpapers || Download paper

  2. International Portfolio Diversification and Multilateral Effects of Correlations. (2012). Pyun, Ju Hyun ; Bergin, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17907.

    Full description at Econpapers || Download paper

  3. International Consumption Risk Is Shared After All: An Asset Return View. (2012). Liu, Edith ; Lewis, Karen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17872.

    Full description at Econpapers || Download paper

  4. Home Bias at the Fund Level. (2008). Rey, Helene ; Hau, Harald.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6721.

    Full description at Econpapers || Download paper

  5. The International Diversification Puzzle Is Not As Bad As You Think. (2007). Perri, Fabrizio ; Heathcote, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13483.

    Full description at Econpapers || Download paper

  6. Asset pricing implications for a New Keynesian model. (2007). De Paoli, Bianca.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:156.

    Full description at Econpapers || Download paper

  7. The international diversification puzzle is not as bad as you think. (2007). Perri, Fabrizio ; Heathcote, Jonathan.
    In: Staff Report.
    RePEc:fip:fedmsr:398.

    Full description at Econpapers || Download paper

  8. Revisiting the home bias puzzle: Downside equity risk. (2006). Kräussl, Roman ; Pownall, Rachel ; Kraussl, Roman ; Campbell, Rachel A..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200631.

    Full description at Econpapers || Download paper

  9. Stock market volatiltity around national elections. (2006). Wisniewski, Tomasz ; Gottschalk, Katrin ; Bialkowski, Jedrzej.
    In: MPRA Paper.
    RePEc:pra:mprapa:302.

    Full description at Econpapers || Download paper

  10. Portfolio Choice in a Monetary Open-Economy DSGE Model. (2006). Matsumoto, Akito ; Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12214.

    Full description at Econpapers || Download paper

  11. A Portfolio Theory of International Capital Flows. (2006). Saito, Makoto ; Devereux, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5746.

    Full description at Econpapers || Download paper

  12. International Portfolio Equilibrium and the Current Account. (2006). Kollmann, Robert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5512.

    Full description at Econpapers || Download paper

  13. The Introduction of the Euro and its Effects on Investment Decisions. (2005). Haselmann, Rainer ; Helmut, Herwartz.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:3829.

    Full description at Econpapers || Download paper

  14. Elimination of the Foreign Property Rule on Tax Deferred Savings Plans. (2005). Fried, Joel .
    In: University of Western Ontario, Economic Policy Research Institute Working Papers.
    RePEc:uwo:epuwoc:20055.

    Full description at Econpapers || Download paper

  15. The Integration of Financial Markets: Empirical Evidence from South Asian Countries. (2005). Mohsin, Hasan.
    In: MPRA Paper.
    RePEc:pra:mprapa:2364.

    Full description at Econpapers || Download paper

  16. Investor Competence, Trading Frequency, and Home Bias. (2005). Harvey, Campbell ; Graham, John R. ; Huang, Hai.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11426.

    Full description at Econpapers || Download paper

  17. Asymmetric information and the lack of international portfolio diversification. (2005). Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:05-07.

    Full description at Econpapers || Download paper

  18. Taxes, regulations, and the value of U.S. and U.K. corporations. (2005). McGrattan, Ellen.
    In: Staff Report.
    RePEc:fip:fedmsr:309.

    Full description at Econpapers || Download paper

  19. Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth. (2005). Sorensen, Bent ; Zhu, YU ; Wu, Yi-Tsung ; Yosha, Oved.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5113.

    Full description at Econpapers || Download paper

  20. Some Aspects of the Economics of Catastrophe Risk Insurance. (2005). Gollier, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1409.

    Full description at Econpapers || Download paper

  21. Global Growth Opportunities and Market Integration. (2004). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10990.

    Full description at Econpapers || Download paper

  22. Demographic Changes and International Factor Mobility. (2004). Helliwell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10945.

    Full description at Econpapers || Download paper

  23. Social Security and the Equity Premium Puzzle. (2004). Olovsson, Conny.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0729.

    Full description at Econpapers || Download paper

  24. The Welfare Gains of Improving Risk Sharing in Social Security. (2004). Olovsson, Conny.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0728.

    Full description at Econpapers || Download paper

  25. What Drives Home Bias? Evidence from Fund Managers Views. (2004). Menkhoff, Lukas ; Luetje, Torben.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-296.

    Full description at Econpapers || Download paper

  26. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:579.

    Full description at Econpapers || Download paper

  27. Gouvernement d’entreprise:un modèle de répartition de la valeur créée entre dirigeant et actionnaire. (2004). Louvet, Pascal ; Taramasco, Ollivier.
    In: Revue Finance Contrôle Stratégie.
    RePEc:dij:revfcs:v:7:y:2004:i:q1:p:81-116.

    Full description at Econpapers || Download paper

  28. Taxes, Regulations, and the Value of U.S. and U.K. Corporations. (2004). McGrattan, Ellen.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000715.

    Full description at Econpapers || Download paper

  29. The international diversification puzzle is not worse than you think. (2003). Julliard, Christian.
    In: International Finance.
    RePEc:wpa:wuwpif:0301004.

    Full description at Econpapers || Download paper

  30. Defined Benefit Pension Plan Liabilities and International Asset Allocation. (2003). Yang, Tongxuan .
    In: Working Papers.
    RePEc:mrr:papers:wp058.

    Full description at Econpapers || Download paper

  31. International Diversification, Growth, and Welfare with Non-Traded Income Risk and Incomplete Markets. (2002). Matsen, Egil.
    In: Working Paper Series.
    RePEc:nst:samfok:1702.

    Full description at Econpapers || Download paper

  32. Financial Globalization and Real Regionalization. (2002). Perri, Fabrizio ; Heathcote, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9292.

    Full description at Econpapers || Download paper

  33. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8994.

    Full description at Econpapers || Download paper

  34. Foreign Currency for Long-Term Investors. (2002). Viceira, Luis ; Campbell, John ; White, Josh S..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3463.

    Full description at Econpapers || Download paper

  35. Financial Globalization and Real Regionalization. (2002). Perri, Fabrizio ; Heathcote, Jonathan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3268.

    Full description at Econpapers || Download paper

  36. Fiscal Competition in Space and Time. (2001). Wildasin, David.
    In: Public Economics.
    RePEc:wpa:wuwppe:0112004.

    Full description at Econpapers || Download paper

  37. The gains from international risk-sharing. (2001). Sill, Keith.
    In: Business Review.
    RePEc:fip:fedpbr:y:2001:i:q3:p:23-32.

    Full description at Econpapers || Download paper

  38. World Income Components: Measuring and Exploiting Risk-Sharing Opportunities. (2001). Shiller, Robert ; Athanasoulis, Stefano G..
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:4:p:1031-1054.

    Full description at Econpapers || Download paper

  39. Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Willen, Paul ; Davis, Steven.
    In: CRSP working papers.
    RePEc:wop:chispw:523.

    Full description at Econpapers || Download paper

  40. Where-to-Abate and Where-to-Invest Flexibility: An Integrated Assessment Analysis of Climate Change. (2000). Stephan, Gunter ; Muller-Furstenberger, Georg.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0001.

    Full description at Econpapers || Download paper

  41. Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Willen, Paul ; Davis, Steven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7905.

    Full description at Econpapers || Download paper

  42. Fiscal Competition in Space and Time. (2000). Wildasin, David.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_370.

    Full description at Econpapers || Download paper

  43. Factor Mobility and Fiscal Policy in the EU: Policy Issues and Analytical Approaches. (2000). Wildasin, David.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_344.

    Full description at Econpapers || Download paper

  44. Should the Social Security Trust Fund Hold Equities. (1999). Bohn, Henning.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:2:y:1999:i:3:p:666-697.

    Full description at Econpapers || Download paper

  45. Insulating Old-Age Systems from Political Risk.. (1998). Mitchell, Olivia.
    In: Pension Research Council Working Papers.
    RePEc:wop:pennpr:98-3.

    Full description at Econpapers || Download paper

  46. Risky Habits: On Risk Sharing, Habit Formation, and the Interpretation of International Consumption Correlations. (1998). Klein, Michael ; Fuhrer, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6735.

    Full description at Econpapers || Download paper

  47. Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility. (1998). van Wincoop, Eric ; Bacchetta, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6530.

    Full description at Econpapers || Download paper

  48. Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing. (1998). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1185.

    Full description at Econpapers || Download paper

  49. Capital Flows to Emerging Markets: Liberalization, Overshooting and Volatility. (1998). van Wincoop, Eric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:1889.

    Full description at Econpapers || Download paper

  50. International portfolio diversification and labor/leisure choice. (1997). Jermann, Urban.
    In: Discussion Paper / Institute for Empirical Macroeconomics.
    RePEc:fip:fedmem:119.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-19 19:44:29 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.