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U.S. Investors' Emerging Market Equity Portfolios; A Security-Level Analysis

Warnock, Francis E.; Edison, Hali J. - International Monetary Fund (IMF) - 2003

We analyze a unique data set and uncover a remarkable result that casts a new light on the home bias phenomenon. The data are comprehensive, security-level holdings of emerging market equities by U.S. investors. We document, as expected, that at a point in time U.S. portfolios are tilted towards...

Persistent link: https://www.econbiz.de/10005825763

Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets

Edison, Hali J.; Warnock, Francis E. - International Monetary Fund (IMF) - 2003

We analyze capital flows to emerging markets in a framework that incorporates two quantitative measures of financial integration, the intensity of capital controls and the extent of cross border listings, while controlling for traditional global (push) and country specific (pull) factors. Two...

Persistent link: https://www.econbiz.de/10005604783

Is home bias in assets related to home bias in goods?

Van Wincoop, Eric; Warnock, Francis E. - 2006

Persistent link: https://www.econbiz.de/10003399599

Is Home Bias in Assets Related to Home Bias in Goods?

van Wincoop, Eric - 2010

Obstfeld and Rogoff (2000) have reinvigorated an old literature on the link between home bias in the goods market and home bias in the asset market by arguing that trade costs in the goods market can account for the observed portfolio home bias. The key link between home bias in the two markets...

Persistent link: https://www.econbiz.de/10012760513

Is Home Bias in Assets Related to Home Bias in Goods?

van Wincoop, Eric - 2006

Persistent link: https://www.econbiz.de/10012465932

Is Home Bias in Assets Related to Home Bias in Goods?

van Wincoop, Eric; Warnock, Francis E. - 2006

Obstfeld and Rogoff (2000) have reinvigorated an old literature on the link between home bias in the goods markets and home bias in the asset market by arguing that trade costs in the goods market can account for the observed portfolio home bias. The key link between home bias in the two markets...

Persistent link: https://www.econbiz.de/10014054451

The U.S. system for measuring cross-border investment in securities: a primer with a discussion of recent developments

Griever, William L.; Lee, Gary A.; Warnock, Francis E. - In: Federal Reserve Bulletin (2001) Oct, pp. 634-650

The tremendous growth in cross-border securities investment in recent years has called attention to the systems used by … the United States and other countries to measure international securities flows and holdings. Ideally, the data gathered … by the United States could tell us the extent to which foreign investors hold U.S. securities, the types of securities …

Persistent link: https://www.econbiz.de/10005501620