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Assessing the benefits of international portfolio diversification in bonds and stocks
De Santis, Roberto A. (contributor);  … - 2008
This paper considers a stylized asset pricing model where the returns from exchange rates, stocks and bonds are linked by basic risk-arbitrage relationships. Employing GMM estimation and monthly data for 18 economies and the US (treated as the domestic country), we identify through a simple test...
Persistent link: https://www.econbiz.de/10003749967
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The pledge rate research of Copper and Zinc inventory portfolio based on copula-var method
Zhou, Li; Dong, Jing - In: Journal of investment and management : JIM 3 (2014) 2, pp. 37-41
Persistent link: https://www.econbiz.de/10010494115
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Portfolio optimization for inventory financing : copula-based approaches
Zhi, Bangdong; Wang, Xiaojun; Xu, Fangming - In: Computers & operations research : and their … 136 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012629571
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International home bias in international finance and business cycles
Lewis, Karen K. - 1998
Persistent link: https://www.econbiz.de/10000652946
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Asset pledgeability and international transmission of financial shocks
Trani, Tommaso - In: Journal of international money and finance 50 (2015), pp. 49-77
Persistent link: https://www.econbiz.de/10010465426
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Trying to explain home bias in equities and consumption
Lewis, Karen K. - In: Journal of economic literature 37 (1999) 2, pp. 571-608
Persistent link: https://www.econbiz.de/10001430068
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Are countries with official international restrictions 'liquidity constrained'?
Lewis, Karen K. - In: European economic review : EER 41 (1997) 6, pp. 1079-1109
Persistent link: https://www.econbiz.de/10001336628
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International Home Bias in International Finance and Business Cycles
Lewis, Karen K. - 2008
portfolio theory would suggest. This phenomenon has been called equity home bias.' In the absence of this home bias, investors …
Persistent link: https://www.econbiz.de/10012774915
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The international diversification puzzle is not as bad as you think
Heathcote, Jonathan; Perri, Fabrizio - 2013 - This version: January, 2013
Persistent link: https://www.econbiz.de/10011814181
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International Home Bias in International Finance and Business Cycles
Lewis, Karen K. - 1998
portfolio theory would suggest. This phenomenon has been called equity home bias.' In the absence of this home bias, investors …
Persistent link: https://www.econbiz.de/10012472465