Nothing Special   »   [go: up one dir, main page]
create a website
Financial integration, international portfolio choice and the European Monetary Union. (2006). Gerard, Bruno ; De Santis, Roberto A.
In: Working Paper Series.
RePEc:ecb:ecbwps:2006626.

Full description at Econpapers || Download paper

Cited: 88

Citations received by this document

Cites: 40

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Jehle, Camille ; Gosse, Jean-Baptiste.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816.

    Full description at Econpapers || Download paper

  2. Banks holdings of and trading in government bonds. (2023). Nobili, Stefano ; Manna, Michele.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:1:p:257-283.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. .

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. Financial flows, macro-prudential policies, capital restrictions and institutions: what do gravity equations tell us?. (2021). Lecat, Remy ; Vanzhulova, Yuliya ; Peresa, Irena ; Garnier-Sauveplane, Albane ; Cosson, Antoine ; Bricongne, Jean-Charles.
    In: Working papers.
    RePEc:bfr:banfra:842.

    Full description at Econpapers || Download paper

  8. Post-graduation from the original sin problem The effects of market participation on sovereign debt markets. (2020). Villamizar-Villegas, mauricio ; Orbegozo-Rodríguez, Germán ; Ocampo, Jose Antonio.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1113.

    Full description at Econpapers || Download paper

  9. A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek.
    In: Papers.
    RePEc:arx:papers:2003.14110.

    Full description at Econpapers || Download paper

  10. Stock Markets: An Overview and A Literature Review. (2019). , Rjumohan.
    In: MPRA Paper.
    RePEc:pra:mprapa:101855.

    Full description at Econpapers || Download paper

  11. Determinants of sector of holders international equity holdings. (2019). Balli, Hatice ; Basher, Syed ; Wang, Aihua ; Karimova, Amira.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:63:y:2019:i:c:p:329-338.

    Full description at Econpapers || Download paper

  12. Stress testing the equity home bias: A turnover analysis of Eurozone markets. (2019). Lazzari, Valter ; Geranio, Manuela.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:97:y:2019:i:c:p:70-85.

    Full description at Econpapers || Download paper

  13. Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp19114.

    Full description at Econpapers || Download paper

  14. Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad. (2018). Paucar, Giovanny Sandoval.
    In: MPRA Paper.
    RePEc:pra:mprapa:90422.

    Full description at Econpapers || Download paper

  15. Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis. (2018). Masih, Abul ; Dewandaru, Ginanjar.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:54:y:2018:i:4:p:859-880.

    Full description at Econpapers || Download paper

  16. Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1166_18.

    Full description at Econpapers || Download paper

  17. The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis. (2016). Gräb, Johannes ; Georgiadis, Georgios ; Beck, Roland ; Grab, Johannes.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:449-460.

    Full description at Econpapers || Download paper

  18. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Mansur, A ; Dewandaru, Ginanjar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

    Full description at Econpapers || Download paper

  19. Testing The ‘Black Swan Effect’ on Croatian Stock Market Between 2000 and 2013. (2015). Peša, Anita ; Pea, Anita Radman ; Brajkovi, Ana .
    In: MPRA Paper.
    RePEc:pra:mprapa:69223.

    Full description at Econpapers || Download paper

  20. Diversification and determinants of international credit portfolios: Evidence from German banks. (2015). Boninghausen, Benjamin ; Kohler, Matthias.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:57-75.

    Full description at Econpapers || Download paper

  21. Fragmentation in the European interbank market: Measures, determinants, and policy solutions. (2015). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Abascal, Maria ; Alonso, Tatiana .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:1-12.

    Full description at Econpapers || Download paper

  22. The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis. (2015). Gräb, Johannes ; Georgiadis, Georgios ; Beck, Roland ; Grab, Johannes.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151839.

    Full description at Econpapers || Download paper

  23. Impact of Exchange Rate in the Run-Up to EU Accession: An Empirical Analysis of Republic of Macedonia. (2015). Boshkov, Tatjana ; Bishev, Gligor .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2015:p:1282-1297.

    Full description at Econpapers || Download paper

  24. Government debt as the integral portfolio of assets and liabilities generated by debt. (2014). Rutkauskas, Aleksandras Vytautas.
    In: Journal of Business Economics and Management.
    RePEc:taf:jbemgt:v:15:y:2014:i:1:p:22-40.

    Full description at Econpapers || Download paper

  25. The Replacement of Safe Assets: Evidence from the U.S. Bond Portfolio. (2014). Tabova, Alexandra M. ; Wong, Vivian ; Bertaut, Carol C..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1123.

    Full description at Econpapers || Download paper

  26. The determinants of the volatility of returns on cross-border asset holdings. (2014). Balli, Faruk ; Basher, Syed ; Rana, Faisal .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-01.

    Full description at Econpapers || Download paper

  27. The determinants of the volatility of returns on cross-border asset holdings. (2014). Balli, Faruk ; Basher, Syed ; Rana, Faisal .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:44:y:2014:i:c:p:1-23.

    Full description at Econpapers || Download paper

  28. The euro and corporate financing before the crisis. (2014). Bris, Arturo ; Koskinen, Yrjo ; Nilsson, Mattias .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:3:p:554-575.

    Full description at Econpapers || Download paper

  29. The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?. (2014). Cortez, Maria Ceu ; Roque, Vanda .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:469-482.

    Full description at Econpapers || Download paper

  30. Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.

    Full description at Econpapers || Download paper

  31. The impact of the exchange rate on Luxembourg equity funds. (2014). Kultur, Mustafa ; Morhs, Romuald .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp086.

    Full description at Econpapers || Download paper

  32. TESTING THE -œEU ANNOUNCEMENT EFFECT- ON STOCK MARKET INDICES AND MACROECONOMIC VARIABLES IN CROATIA BETWEEN 2000 AND 2010. (2013). Pea, Anita Radman .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2013:y:2013:i:4:id:434:p:450-469.

    Full description at Econpapers || Download paper

  33. Portfolio choice of financial investors and European business cycle convergence: a panel analysis for EU countries. (2013). Belke, Ansgar ; Schneider, Jennifer.
    In: Empirica.
    RePEc:kap:empiri:v:40:y:2013:i:1:p:175-196.

    Full description at Econpapers || Download paper

  34. Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions. (2013). Mayordomo, Sergio ; Abascal, Maria ; Alonso, Tatiana .
    In: Working Papers.
    RePEc:bbv:wpaper:1322.

    Full description at Econpapers || Download paper

  35. Equity Home Bias and the Euro. (2012). Foad, Hisham S.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500048.

    Full description at Econpapers || Download paper

  36. Testing the “EU Announcement Effect” on Stock Market Indices and Macroeconomic Variables in Croatia Between 2000 and 2010. (2012). Peša, Anita ; Pea, Anita Radman .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2012:y:2012:i:4:id:434:p:450-469.

    Full description at Econpapers || Download paper

  37. Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury. (2012). Rogowski, Wojciech ; Pawłowska, Małgorzata ; Olszewski, Krzysztof.
    In: MPRA Paper.
    RePEc:pra:mprapa:42482.

    Full description at Econpapers || Download paper

  38. External Imbalances in the Euro Area. (2012). Tressel, Thierry ; Milesi-Ferretti, Gian M ; Chen, Ruo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/236.

    Full description at Econpapers || Download paper

  39. Government Bonds and their Investors; What Are the Facts and Do they Matter?. (2012). Andritzky, Jochen R.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/158.

    Full description at Econpapers || Download paper

  40. The effect of Emu on bond market integration and investor portfolio allocations. (2011). Pieterse-Bloem, M..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:3c6ce80d-9260-424a-b889-bf521d2e0313.

    Full description at Econpapers || Download paper

  41. International portfolio diversification is better than you think. (2011). Coeurdacier, Nicolas ; Guibaud, Stephane.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g70969520.

    Full description at Econpapers || Download paper

  42. International portfolio diversification is better than you think. (2011). Coeurdacier, Nicolas ; Guibaud, Stephane.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g70969520.

    Full description at Econpapers || Download paper

  43. The European Union, the Euro, and Equity Market Integration. (2011). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:468.

    Full description at Econpapers || Download paper

  44. Sovereign Default Risk and Bank Fragility in Financially Integrated Economies. (2011). Jeanne, Olivier ; Bolton, Patrick.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:59:y:2011:i:2:p:162-194.

    Full description at Econpapers || Download paper

  45. Sovereign Default Risk and Bank Fragility in Financially Integrated Economies. (2011). Jeanne, Olivier ; Bolton, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16899.

    Full description at Econpapers || Download paper

  46. Causality and contagion in peripheral EMU public debt markets: a dynamic approach. (2011). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201116.

    Full description at Econpapers || Download paper

  47. The determinants of domestic and foreign bond bias. (2011). Ferreira, Miguel ; Miguel, Antonio F..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:21:y:2011:i:5:p:279-300.

    Full description at Econpapers || Download paper

  48. International portfolio diversification is better than you think. (2011). Guibaud, Stéphane ; Coeurdacier, Nicolas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:2:p:289-308.

    Full description at Econpapers || Download paper

  49. The global financial crisis and the evolution of markets, institutions and regulation. (2011). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:502-511.

    Full description at Econpapers || Download paper

  50. The Euro and Corporate Financing. (2011). Koskinen, Yrjö ; Bris, Arturo ; Nilsson, Mattias .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8227.

    Full description at Econpapers || Download paper

  51. The euro and corporate financing. (2011). Bris, Arturo ; Nilsson, Mattias ; Koskinen, Yrjo .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2011_006.

    Full description at Econpapers || Download paper

  52. The European Union, the Euro, and Equity Market Integration. (2010). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16583.

    Full description at Econpapers || Download paper

  53. International Asset Holdings and the Euro. (2010). Pels, Barbara.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp331.

    Full description at Econpapers || Download paper

  54. Time-varying integration, interdependence and contagion. (2010). Inghelbrecht, Koen ; Baele, Lieven.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:5:p:791-818.

    Full description at Econpapers || Download paper

  55. What lies beneath the euros effect on financial integration? Currency risk, legal harmonization, or trade?. (2010). Peydro, Jose-Luis ; Papaioannou, Elias ; Kalemli-Ozcan, Sebnem.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:81:y:2010:i:1:p:75-88.

    Full description at Econpapers || Download paper

  56. What lies beneath the euros effect on financial integration? Currency risk, legal harmonization, or trade?. (2010). Peydro, Jose-Luis ; Papaioannou, Elias ; Kalemli-Ozcan, Sebnem.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101216.

    Full description at Econpapers || Download paper

  57. The geography of asset trade and the euro: insiders and outsiders. (2009). Coeurdacier, Nicolas ; Martin, Philippe.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7287gghh.

    Full description at Econpapers || Download paper

  58. Cross-border mergers and acquisitions and European integration. (2009). Coeurdacier, Nicolas ; Aviat, Antonin ; De Santis, Roberto A..
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g70aj72cl.

    Full description at Econpapers || Download paper

  59. The geography of asset trade and the euro: insiders and outsiders. (2009). Coeurdacier, Nicolas ; Martin, Philippe.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7287gghh.

    Full description at Econpapers || Download paper

  60. Cross-border mergers and acquisitions and European integration. (2009). Aviat, Antonin ; De Santis, Roberto A. ; Coeurdacier, Nicolas .
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g70aj72cl.

    Full description at Econpapers || Download paper

  61. What Lies Beneath the Euros Effect on Financial Integration: Currency Risk, Legal Harmonization, or Trade?. (2009). Peydro, Jose-Luis ; Papaioannou, Elias ; Kalemli-Ozcan, Sebnem.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15034.

    Full description at Econpapers || Download paper

  62. Cross-border mergers and acquisitions and European integration. (2009). Coeurdacier, Nicolas ; Aviat, Antonin ; De Santis, Roberto A.
    In: Post-Print.
    RePEc:hal:journl:hal-01022660.

    Full description at Econpapers || Download paper

  63. The geography of asset trade and the euro: Insiders and outsiders. (2009). Martin, Philippe ; Coeurdacier, Nicolas.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:23:y:2009:i:2:p:90-113.

    Full description at Econpapers || Download paper

  64. Can an Asia Pacific Community, similar to the European Community, emerge?. (2009). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:1:p:2-8.

    Full description at Econpapers || Download paper

  65. Does home bias affect firm value? Evidence from holdings of mutual funds worldwide. (2009). Chan, Kalok ; Covrig, Vicentiu ; Ng, Lilian .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:78:y:2009:i:2:p:230-241.

    Full description at Econpapers || Download paper

  66. Time-varying Integration and International diversification strategies. (2009). Inghelbrecht, Koen ; Baele, Lieven.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:368-387.

    Full description at Econpapers || Download paper

  67. Cross-Border Mergers and acquisitions: Financial and institutional forces. (2009). De Santis, Roberto ; Coeurdacier, Nicolas ; Aviat, Antonin .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091018.

    Full description at Econpapers || Download paper

  68. Diversification of Banks International Portfolios: Evidence and Policy Lessons. (2009). Neugebauer, Katja ; Buch, Claudia.
    In: Working Paper / FINESS.
    RePEc:diw:diwfin:diwfin2.4.

    Full description at Econpapers || Download paper

  69. Diversification of Banks International Portfolios: Evidence and Policy Lessons. (2009). Buch, Claudia M. ; Neugebauer, Katja.
    In: Working Paper / FINESS.
    RePEc:diw:diwfin:diwfin02040.

    Full description at Econpapers || Download paper

  70. What Lies Beneath the Euros Effect on Financial Integration? Currency Risk, Legal Harmonization, or Trade?. (2009). Peydro, Jose-Luis ; Papaioannou, Elias ; Kalemli-Ozcan, Sebnem ; Peydro-Alcalde, Jose Luis .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7314.

    Full description at Econpapers || Download paper

  71. Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas. (2008). Schiavo, Stefano.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/9857.

    Full description at Econpapers || Download paper

  72. Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas. (2008). Schiavo, Stefano.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/9857.

    Full description at Econpapers || Download paper

  73. EMU and Financial Integration. (2008). Lane, Philip.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp272.

    Full description at Econpapers || Download paper

  74. Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas. (2008). Schiavo, Stefano.
    In: Post-Print.
    RePEc:hal:journl:hal-01022326.

    Full description at Econpapers || Download paper

  75. European Economic and Monetary Integration, and the Optimum Currency Area Theory. (2008). Mongelli, Francesco.
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0302.

    Full description at Econpapers || Download paper

  76. Globalisation, growth and institutions. (2008). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:4:p:472-479.

    Full description at Econpapers || Download paper

  77. Financial services in an increasingly integrated global financial market. (2008). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:11:p:2288-2292.

    Full description at Econpapers || Download paper

  78. Measuring financial integration in new EU member states.. (2008). Cappiello, Lorenzo ; De Santis, Roberto A. ; Baltzer, Markus .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:20080081.

    Full description at Econpapers || Download paper

  79. Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas. (2008). Schiavo, Stefano.
    In: Economica.
    RePEc:bla:econom:v:75:y:2008:i:297:p:168-189.

    Full description at Econpapers || Download paper

  80. Stock Market Participation: New Empirical Evidence from Italian HouseholdsBehavior. (2007). Magi, Alessandro ; Gardini, Attilio .
    In: Giornale degli Economisti.
    RePEc:gde:journl:gde_v66_n1_p93-114.

    Full description at Econpapers || Download paper

  81. Home bias in global bond and equity markets: The role of real exchange rate volatility. (2007). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:4:p:631-655.

    Full description at Econpapers || Download paper

  82. Model uncertainty, financial market integration and the home bias puzzle. (2007). ter Horst, Jenke ; Pungulescu, Crina ; Baele, Lieven.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:4:p:606-630.

    Full description at Econpapers || Download paper

  83. Globalisation and the role of effective international institutions. (2007). Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:6:p:1579-1593.

    Full description at Econpapers || Download paper

  84. The Geography of Asset Trade and the Euro: Insiders and Outsiders. (2007). Martin, Philippe ; Coeurdacier, Nicolas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6032.

    Full description at Econpapers || Download paper

  85. International bank portfolios: short- and long-run responses to the business cycle. (2007). Buch, Claudia M ; Blank, Sven.
    In: CGFS Papers chapters.
    RePEc:bis:biscgc:29-07.

    Full description at Econpapers || Download paper

  86. Home bias in global bond and equity markets: the role of real exchange rate volatility. (2006). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006685.

    Full description at Econpapers || Download paper

  87. The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks. (2006). De Santis, Roberto A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006678.

    Full description at Econpapers || Download paper

  88. The Geography of Asset Trade and the Euro: Insiders and Outsiders. (2006). Martin, Philippe ; Coeurdacier, Nicolas.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-06020.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Adler, Michael and Bernard Dumas, 1983, International Portfolio Choice and Corporate Finance: A Synthesis, Journal of Finance, 38: 925-984.
    Paper not yet in RePEc: Add citation now

  2. [10] Constantinides, George M., Donaldson, John B. and Rajnish Mehra, 2002, Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle, Quarterly Journal of Economics, 117: 269-296.

  3. [12] De Santis, Giorgio and Bruno Gerard, 1998, How Big is the Premium for Currency Risk?, Journal of Financial Economics, 49: 375-412.

  4. [13] De Santis, Giorgio, Bruno Gerard and Pierre Hillion, 2002, International Portfolio Management, Currency Risk and the Euro, Norwegian School of Management BI Working Paper.
    Paper not yet in RePEc: Add citation now

  5. [14] De Santis, Giorgio, Bruno Gerard and Pierre Hillion, 2003, The Relevance of Currency Risk in the EMU, Journal of Economics and Business, 55: 427-462.

  6. [15] De Santis, Giorgio, Bob Litterman, Adrien Vesval, and Kurt Winkelmann, 2003, Covariance Matrix Estimation. In: Litterman, B. and the Quantitative Resources Group, GSAM, Ed. Modern Investment Management: An Equilibrium Approach, Wiley, 224-248.
    Paper not yet in RePEc: Add citation now

  7. [16] De Santis, Roberto A. and Melanie LUhrmann, 2006, On the Determinants of External Imbalances and Net International Portfolio Flows: A Global Perspective, ECB Working Paper Series, forthcoming.

  8. [17] ECB (2005), Indicators of Financial Integration in the Euro Area, Frankfurt am Main.
    Paper not yet in RePEc: Add citation now

  9. [18] Faruqee, Hamid, Shujing, Li and Isabel K. Yan, 2004, The Determinants of International Portfolio Holdings and Home Bias, IMF Working Paper Series, n. 34.

  10. [19] Feldstein, Martin and Charles Y. Horioka, 1980, Domestic Savings and International Capital Flows, The Economic Journal, 90: 314-329.

  11. [2] Ahearne, Alan B., William Griever and Frank Warnock, 2004, Information Costs and the Home Bias, Journal of International Economics, 62: 3 13-336.
    Paper not yet in RePEc: Add citation now

  12. [20] French, Kenneth R. and James M. Poterba, 1991, Investor Diversification and International Equity Markets, American Economic Review, 81: 222-226.

  13. [21] Froot, Kenneth A., OConnell, Paul G. J. and Mark S. Seasholes, 2001, The Portfolio Flows of International Investors, Journal of Financial Economics, 59: 151-193.

  14. [22] Huberman, Gur, 2001, Familiarity Breeds Investment, Review of Financial Studies, 14: 659-80.

  15. [23] Imbs, Jean, 2004, Trade, Finance, Specialization, and Synchronization, The Review of Economics and Statistics, 86: 723-734.

  16. [24] IMF (2005), Global Financial Stability Report, September 2005, Washington DC. Wcrkng Pape! Series Nc 626
    Paper not yet in RePEc: Add citation now
  17. [25] Jorion, Phillippe and Sam J. Khoury, 1996, Financial Risk Management, Basil Blackwell, Cambridge, MA.
    Paper not yet in RePEc: Add citation now

  18. [26] Lane, Philippe R. and Gian Maria Milesi-Ferretti, 2004, International Investment Patterns, IMF Working Paper Series, n. 134.

  19. [27] Lane, Philippe R., 2005, Global Bond Portfolios and EMU, ECB Working Paper Series, n. 553.

  20. [28] La Porta, Rafael, Lopez-de-Silanes, Florencio and Andrei Shleifer, 1998, Law and Finance, Journal of Political Economy, 106: 1113-1155

  21. [29] Lintner, John, 1965, The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets, Review of Economics and Statistics, 47:13-37.
    Paper not yet in RePEc: Add citation now

  22. [31] Papaioannou, Elias, 2005, What Drives International Bank Flows? Politics, Institutions and Other Determinants, ECB Working Paper Series, n. 437.

  23. [32] Portes, Richard and Helene Rey, 2005, The Determinants of Cross-Border Equity Flows, Journal of International Economics, 65: 269-296.

  24. [33] Riley, William B. and K. Victor Chow, 1992, Asset Allocation and Individual Risk Aversion, Financial Analysts Journal, 48: 32-37.
    Paper not yet in RePEc: Add citation now

  25. [34] Rose, Andrew .K., 2000, One Money, One Market: Estimating the Effect of Common Currencies on Trade, Economic Policy, 15: 7-46.

  26. [35] Rose, Andrew .K., 2006, Currency Unions. In: Newman, P., Editor, The New Palgrave Dictionary of Economics and the Law, London, Palgrave Macmillan, forthcoming.
    Paper not yet in RePEc: Add citation now
  27. [36] Sercu, Piet, 1980, A Generalization of the International Asset Pricing Model, Revue de lAssociation Française de Finance,1: 91-135.
    Paper not yet in RePEc: Add citation now

  28. [37] Sharpe, William, 1964, Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk, Journal of Finance, 19: 425-42. Working Paper S~rie~ We 626

  29. [38] Solnik, Bruno, 1974a, An Equilibrium Model of the International Capital Markets, Journal of Economic Theory, 8: 500-524.

  30. [39] Solnik, Bruno, 1974b, Why Not Diversify Internationally Rather than Domestically ?, Financial Analysts Journal, 30: 48-54.
    Paper not yet in RePEc: Add citation now
  31. [4] Ando, Albert and Modigliani, Franco, 1963, The `Life Cycle Hypothesis of Savings: Aggregate Implications and Tests, American Economic Review, 53: 55-84.
    Paper not yet in RePEc: Add citation now

  32. [40] Sorensen, Bent and Oved Yosha, 1998, International Risk Sharing and European Monetary Unification, Journal of International Economics, 45: 2 11-238.

  33. [41] Stulz, René M., 1999, International Portfolio Flows and Security Markets, in Feldstein, M. (Ed.), International Capital Flows, NBER and University of Chicago Press, 257-293.
    Paper not yet in RePEc: Add citation now

  34. [42] Tesar, Linda L. and Ingrid M.Werner, 1995a, Home Bias and High Turnover, Journal of International Money and Finance, 14: 467-492.

  35. [43] Tesar, Linda L. and Ingrid M.Werner, 1995b, International Equity Transactions and U.S. Portfolio Choice. In: Frankel, J., Editor, The Internationalization of Equity Markets, Chicago, University of Chicago Press, 185-220. Wcrkmg Paper Series Nc 626

  36. [5] Ameriks, John and Stephen P. Zeldes, 2000, How Do Household Portfolio Shares Vary with Age?, presented at the NBER-Universities Research Conference on Asset Pricing and Portfolio Allocation, organized by M.W. Brandt and J.C. Heaton, Cambridge, 12-13 May 2000.
    Paper not yet in RePEc: Add citation now

  37. [6] Baele, Lieven, Ferrando, Annalisa, Hördahl, Peter, Krylova, Elizaveta and Cyril Monnet, 2004, Measuring Financial Integration in the Euro Area, Oxford Review of Economic Policy, 20: 509-503.

  38. [7] Bohn, Henning and Linda L. Tesar, 1996, U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?, American Economic Review, 86: 77-81.

  39. [8] Brennan, Michael J. and H. Henry Cao, 1997, International Portfolio Investment Flows, Journal of Finance, 52: 1851-1880.

  40. [9] Cappiello, Lorenzo and Roberto A. De Santis, 2005, Explaining Exchange Rate Dynamics at Short Horizon: The Uncovered Equity Return Parity Condition, ECB Working Paper Series, n. 529.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data. (2012). Rieger, Marc Oliver ; Wang, Mei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:9:y:2012:i:2:p:63-72.

    Full description at Econpapers || Download paper

  2. Household Finance: An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8934.

    Full description at Econpapers || Download paper

  3. Asset Pricing and Productivity Growth: The Role of Consumption Scenarios. (2008). Vachadze, George.
    In: Computational Economics.
    RePEc:kap:compec:v:32:y:2008:i:1:p:163-181.

    Full description at Econpapers || Download paper

  4. Estimation of the consumption CAPM with imperfect sample separation information. (2008). Semenov, Andrei .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:4:p:333-348.

    Full description at Econpapers || Download paper

  5. Financial Literacy and Stock Market Participation. (2007). van Rooij, Maarten ; Lusardi, Annamaria ; alessie, rob.
    In: Working Papers.
    RePEc:use:tkiwps:0723.

    Full description at Econpapers || Download paper

  6. Is dynamic general equilibrium a theory of everything?. (2007). Kaas, Leo ; Azariadis, Costas.
    In: Economic Theory.
    RePEc:spr:joecth:v:32:y:2007:i:1:p:13-41.

    Full description at Econpapers || Download paper

  7. Junior is rich: bequests as consumption. (2007). Mehra, Rajnish ; Constantinides, George ; Donaldson, John.
    In: Economic Theory.
    RePEc:spr:joecth:v:32:y:2007:i:1:p:125-155.

    Full description at Econpapers || Download paper

  8. Asset Pricing with Idiosyncratic Risk and Overlapping Generations. (2007). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
    In: Review of Economic Dynamics.
    RePEc:red:issued:06-70.

    Full description at Econpapers || Download paper

  9. Financial Literacy and Stock Market Participation. (2007). van Rooij, Maarten ; Lusardi, Annamaria ; alessie, rob.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13565.

    Full description at Econpapers || Download paper

  10. Financial Literacy and Stock Market Participation. (2007). van Rooij, Maarten ; Lusardi, Annamaria ; alessie, rob.
    In: Working Papers.
    RePEc:mrr:papers:wp162.

    Full description at Econpapers || Download paper

  11. Earnings Inequality and the Equity Premium. (2007). Walentin, Karl.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0215.

    Full description at Econpapers || Download paper

  12. Financial literacy and stock market participation. (2007). van Rooij, Maarten ; Lusardi, Annamaria ; Alessi, Rob.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:146.

    Full description at Econpapers || Download paper

  13. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents. (2007). Michaelides, Alexander ; Gomes, Francisco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6136.

    Full description at Econpapers || Download paper

  14. Pension systems, Intergenerational Risk Sharing and Inflation. (2007). Bovenberg, Lans ; Beetsma, Roel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6089.

    Full description at Econpapers || Download paper

  15. Resuscitating The Businessman Risk: A Rationale For Familiarity-Based Portfolios. (2007). Ruffino, Doriana.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-037.

    Full description at Econpapers || Download paper

  16. On the determinants of external imbalances and net international portfolio flows: a global perspective. (2006). Lührmann, Melanie ; Luhrmann, Melanie ; De Santis, Roberto A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006651.

    Full description at Econpapers || Download paper

  17. On the economic link between asset prices and real activity. (2006). Pena, Juan Ignacio ; Rodriguez, Rosa.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb063209.

    Full description at Econpapers || Download paper

  18. Who is “Behavioral”? Cognitive Ability and Anomalous Preferences. (2006). Shapiro, Jesse ; Brown, Sebastian ; Benjamin, Daniel.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000001334.

    Full description at Econpapers || Download paper

  19. Social Security and Risk Sharing. (2006). Kubler, Felix ; Gottardi, Piero.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1705.

    Full description at Econpapers || Download paper

  20. Uninsured Risks, Loan Contracts and the Declining Equity Premium. (2005). Basu, Parantap ; Banerjee, Sanjay.
    In: CDMA Conference Paper Series.
    RePEc:san:cdmacp:0502.

    Full description at Econpapers || Download paper

  21. Market Oganization and the prices of financial Assets. (2005). Constantinides, George.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:49.

    Full description at Econpapers || Download paper

  22. Junior must pay: pricing the implicit put in privatizing Social Security. (2005). Mehra, Rajnish ; Constantinides, George.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:1:p:1-34.

    Full description at Econpapers || Download paper

  23. Taxes, regulations, and the value of U.S. and U.K. corporations. (2005). Prescott, Edward ; McGrattan, Ellen.
    In: Staff Report.
    RePEc:fip:fedmsr:309.

    Full description at Econpapers || Download paper

  24. The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply. (2004). Bianconi, Marcelo.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0413.

    Full description at Econpapers || Download paper

  25. Stationary Markov equilibria for overlapping generations. (2004). Polemarchakis, Herakles ; Kubler, Felix.
    In: Economic Theory.
    RePEc:spr:joecth:v:24:y:2004:i:3:p:623-643.

    Full description at Econpapers || Download paper

  26. Asset Pricing with Liquidity Risk. (2004). Pedersen, Lasse ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10814.

    Full description at Econpapers || Download paper

  27. Social Security and unsecured debt. (2004). Hurst, Erik ; Willen, Paul.
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:04-10.

    Full description at Econpapers || Download paper

  28. Demography and the Long-run Predictability of the Stock Market. (2004). Quinzii, Martine ; Magill, Michael ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1380r.

    Full description at Econpapers || Download paper

  29. Demography and the Stock Market. (2004). Magill, Michael.
    In: Theory workshop papers.
    RePEc:cla:uclatw:658612000000000080.

    Full description at Econpapers || Download paper

  30. Taxes, Regulations, and the Value of U.S. and U.K. Corporations. (2004). Prescott, Edward ; McGrattan, Ellen.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000715.

    Full description at Econpapers || Download paper

  31. Demography and the Long Run Behavior of the Stock Market. (2004). Quinzii, Martine ; Magill, Michael ; Geanakoplos, John.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000643.

    Full description at Econpapers || Download paper

  32. Equity Premium and Consumption Sensitivity When the Consumer- Investor Allows for Unfavorable Circumstances. (2003). .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0306012.

    Full description at Econpapers || Download paper

  33. Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk. (2003). Michaelides, Alexander ; Gomes, Francisco.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:4:p:729-766.

    Full description at Econpapers || Download paper

  34. Do Demographic Changes Affect Risk Premiums? Evidence from International Data. (2003). Maddaloni, Angela ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9677.

    Full description at Econpapers || Download paper

  35. Limited stock market participation and asset prices in a dynamic economy. (2003). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2000-031.

    Full description at Econpapers || Download paper

  36. The Risk Premium for Equity: Implicatiosn for Resource Allocation, Welfare adn Policy. (2003). Quiggin, John ; Grant, Simon.
    In: Working Papers.
    RePEc:ecl:riceco:2003-14.

    Full description at Econpapers || Download paper

  37. Do demographic changes affect risk premiums? Evidence from international data. (2003). Ang, Andrew ; Maddaloni, Angela.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003208.

    Full description at Econpapers || Download paper

  38. Asset Pricing with Liquidity Risk. (2003). Pedersen, Lasse ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3749.

    Full description at Econpapers || Download paper

  39. Commodity Taxation as Insurance Against Price Risk. (2002). Cowan, Simon.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:110.

    Full description at Econpapers || Download paper

  40. Marginal Cost Pricing versus Insurance. (2002). Cowan, Simon.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:102.

    Full description at Econpapers || Download paper

  41. Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium. (2002). Sialm, Clemens.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9301.

    Full description at Econpapers || Download paper

  42. Wealth and cohort size: stock market boom or bust ahead?. (2002). Yegorov, Yuri ; Fürnkranz-Prskawetz, Alexia ; Helmenstein, Christian.
    In: MPIDR Working Papers.
    RePEc:dem:wpaper:wp-2002-051.

    Full description at Econpapers || Download paper

  43. Is the Stock Market Overvalued?. (2001). Prescott, Edward ; McGrattan, Ellen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8077.

    Full description at Econpapers || Download paper

  44. Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data. (2001). Andersson, Bjorn .
    In: Working Paper Series.
    RePEc:hhs:uunewp:2001_004.

    Full description at Econpapers || Download paper

  45. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
    In: CRSP working papers.
    RePEc:wop:chispw:505.

    Full description at Econpapers || Download paper

  46. Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income. (1999). Viceira, Luis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7409.

    Full description at Econpapers || Download paper

  47. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:23-99.

    Full description at Econpapers || Download paper

  48. Borrowing Constraints, Portfolio Choice, and Precautionary. (1998). Haliassos, Michael ; Hassapis, Christis.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9809008.

    Full description at Econpapers || Download paper

  49. Non-expected Utility, Saving, and Portfolios. (1998). Haliassos, Michael ; Hassapis, Christis.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9709003.

    Full description at Econpapers || Download paper

  50. Borrowing Constraints, Portfolio Choice, and Precautionary Motives: Theoretical Predictions and Empirical Complications. (1998). Haliassos, Michael ; Hassapis, Christis.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:11.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-02 01:52:47 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.