The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks
Year of publication: |
2006
|
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Authors: | De Santis, Roberto A. |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | CAPM | Kapitalmobilität | Portfolio-Management | Währungsrisiko | Eurozone | Theorie | EU-Staaten | Capital flows | EMU | home bias | monetary policy | Risk diversification |
Series: | ECB Working Paper ; 678 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 518284069 [GVK] hdl:10419/153112 [Handle] RePEc:ecb:ecbwps:20060678 [RePEc] |
Classification: | C13 - Estimation ; C21 - Cross-Sectional Models; Spatial Models ; F37 - International Finance Forecasting and Simulation ; G11 - Portfolio Choice |
Source: |
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