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Foreign and Domestic Investment in Global Bond Markets
Park, Donghyun - 2018
bond market from the same bond market's weight in global bond market, we investigate the determinants of foreign and … domestic investment biases in 41 global bond markets. We find that foreign investors significantly overweigh markets that offer …. Such return driven behavior of foreign investors is especially pronounced in emerging bond markets. Meanwhile, home bias is …
Persistent link: https://www.econbiz.de/10012917758
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Chapter 16 Are financial assets priced locally or globally?
Karolyi, G. Andrew; Stulz, René M. - 2003
premium depends on its covariance with the world market portfolio and, possibly, with exchange rate changes. The existing … empirical evidence shows that a country's risk premium depends on its covariance with the world market portfolio and that there …
Persistent link: https://www.econbiz.de/10014023855
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Determinants of foreign and domestic investment bias in global bond markets : some empirical evidence
Park, Donghyun; Taniguchi, Kiyoshi; Tian, Shu - In: The North American journal of economics and finance : a … 49 (2019), pp. 287-303
Persistent link: https://www.econbiz.de/10012269205
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Impact of domestic investor protection on foreign investment decisions : evidence from bond markets
Pradkhan, Elina - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 417-446
Persistent link: https://www.econbiz.de/10011698811
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Green bond home bias and the role of supply and sustainability preferences
Levels, Anouk; Lambert, Claudia; Wedow, Michael - 2023
Persistent link: https://www.econbiz.de/10014228545
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Determinants of Financial Market Spillovers : The Role of Portfolio Diversification, Trade, Home Bias, and Concentration
Shinagawa, Yoko - 2014
another country, these two countries' comovement of bond yields are large. Also, countries' geographical preferences impact …
Persistent link: https://www.econbiz.de/10013043720
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Institutional investors and home bias in Europ's capital markets union
Darvas, Zsolt M.; Schoenmaker, Dirk - 2017
Integrated capital markets facilitate risk sharing across countries. Lower home bias in financial investments is an indicator of risk sharing. We highlight that existing indicators of equity home bias in the literature suffer from incomplete coverage because they consider only listed equities....
Persistent link: https://www.econbiz.de/10011613999
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Equity home bias, financial integration, and regulatory reforms : implications for emerging Asia
Park, Cyn-Young; Mercado, Rogelio V. <Jr.> - 2014
With increasing financial integration and improving regulatory quality, we expect equity home bias to decline. Drawing on the supportive evidence for such trends in advanced economies, this paper investigates the links between financial integration and regulatory quality; and equity home bias in...
Persistent link: https://www.econbiz.de/10010367363
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The role of uncertainty avoidance in foreign investment bias
Erdogan, Burcu - 2014
In this paper, I explore the determinants of foreign bias in international portfolio investment focusing on a behavioral explanation. Specifically, I investigate whether investors having a stronger uncertainty aversion perceive a foreign country to be more unfamiliar than those with less such...
Persistent link: https://www.econbiz.de/10010428731
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Domestic and Foreign Country Bias in International Equity Portfolios
Diyarbakirlioglu, Erkin - 2020
Distinguishing two components of the preference for geographical proximity – the domestic country bias assessing investors' holdings within the domestic market, and the foreign country bias assessing investors' bilateral holdings within a particular host, I document a number of stylized facts...
Persistent link: https://www.econbiz.de/10012843913