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Australia’s equity home bias and real exchange rate volatility

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  • Anil Mishra

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  • Anil Mishra, 2011. "Australia’s equity home bias and real exchange rate volatility," Review of Quantitative Finance and Accounting, Springer, vol. 37(2), pages 223-244, August.
    • Handle: RePEc:kap:rqfnac:v:37:y:2011:i:2:p:223-244
    DOI: 10.1007/s11156-010-0202-3
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    More about this item

    Keywords

    Coordinated portfolio investment survey; Float home bias; Real exchange rate volatility; Generalized method of moments; G11; G15; G18;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation

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