Moor, Lieven De; Vanpée, Rosanne - In: Applied Financial Economics 23 (2013) 13, pp. 1067-1082
In this article, we explore tentatively and formally the differences between bond and equity home and foreign bias based on a large data set including developed and emerging markets for the period 2001 to 2010. We show that, unlike for equities, the international demand for bonds is mainly...