Habit Formation and Persistence in Individual Asset Portfolio Holdings : The Case of Italy

Intro -- Contents -- I. Introduction -- II. Habit Formation in Household Portfolios -- III. The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity -- IV. Empirical Results -- V. Conclusion -- Appendix: Data and Statistics -- References.

MoreLess

Year of publication:	2006
Authors:	Muñoz, Sònia
Publisher:	Washington : International Monetary Fund
Subject:	Portfolio-Management \| Portfolio selection \| Italien \| Italy \| Privater Haushalt \| Household

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Extent:	1 online resource (44 pages)
Series:	IMF Working Papers IMF working paper ; WP/06/29
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources. ""Contents""; ""I. Introduction""; ""II. Habit Formation in Household Portfolios""; ""III. The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity""; ""IV. Empirical Results""; ""V. Conclusion""; ""Appendix: Data and Statistics""; ""References""
ISBN:	978-1-4519-0825-1 ; 978-1-4518-6289-8
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012691187