International portfolio choice, liquidity constraints and the home equity bias puzzle
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- Michaelides, Alexander, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 555-594, December.
- Michaelides, Alexander, 2001. "International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle," CEPR Discussion Papers 3066, C.E.P.R. Discussion Papers.
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- Fabrizio Perri & Jonathan Heathcote, 2007. "The International Diversification Puzzle Is Not as Bad as You Think," Working Papers 2007-3, University of Minnesota, Department of Economics, revised 08 Oct 2007.
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More about this item
Keywords
international portfolio choice; home equity bias; liquidity constraints; information costs. JEL classification codes: E2; F39; G11;All these keywords.
JEL classification:
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
- F39 - International Economics - - International Finance - - - Other
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Statistics
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