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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

Asset home bias in debtor and creditor countries

Zhang, Ning - In: Journal of economic dynamics & control 157 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014495377

Market segmentation and international diversification across country and industry portfolios

Umutlu, Mehmet; Yargı, Seher Gören; Zaremba, Adam - In: Research in international business and finance 65 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014434054

International portfolio diversification and the home bias puzzle

Lee, Junyong; Lee, Kyounghun; Oh, Frederick Dongchuhl - In: Research in international business and finance 64 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014265820

To diversify or not to diversify internationally?

Umutlu, Mehmet; Yargı, Seher Gören - In: Finance research letters 44 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014520444

Climate policy and international capital reallocation

Fourné, Marius; Li, Xiang - Leibniz-Institut für Wirtschaftsforschung Halle - 2024 - This Version: August 22, 2024

This study employs bilateral data on external assets to examine the impact of climate policies on the reallocation of international capital. We find that the stringency of climate policy in the destination country is significantly and positively associated with an increase in the allocation of...

Persistent link: https://www.econbiz.de/10015060805