Home bias in global bond and equity markets: the role of real exchange rate volatility
Year of publication: |
2006
|
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Authors: | Fidora, Michael ; Fratzscher, Marcel ; Thimann, Christian |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Kaufkraftparität | Volatilität | Portfolio-Management | Kapitalmobilität | Theorie | Schwellenländer | Industrieländer | capital flows | Exchange rate volatility | global financial markets | home bias | portfolio investment | risk |
Series: | ECB Working Paper ; 685 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 521331439 [GVK] hdl:10419/153119 [Handle] RePEc:ecb:ecbwps:20060685 [RePEc] |
Classification: | F30 - International Finance. General ; F31 - Foreign Exchange ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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