International Income Smoothing and Foreign Asset Holdings
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Karen K. Lewis, 1999. "Trying to Explain Home Bias in Equities and Consumption," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 571-608, June.
- Lewis, Karen K, 1996.
"What Can Explain the Apparent Lack of International Consumption Risk Sharing?,"
Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 267-297, April.
- Karen K. Lewis, 1995. "What Can Explain the Apparent Lack of International Consumption Risk Sharing?," NBER Working Papers 5203, National Bureau of Economic Research, Inc.
- Sorensen, Bent E. & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2007.
"Home bias and international risk sharing: Twin puzzles separated at birth,"
Journal of International Money and Finance, Elsevier, vol. 26(4), pages 587-605, June.
- Yosha, Oved & Sørensen, Bent E & Wu, Yi-Tsung & ,, 2005. "Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth," CEPR Discussion Papers 5113, C.E.P.R. Discussion Papers.
- Bent E. S�rensen & Oved Yosha, 1998. "International Risk Sharing and European Monetary Unification," Temi di discussione (Economic working papers) 327, Bank of Italy, Economic Research and International Relations Area.
- Sorensen, Bent E. & Yosha, Oved, 1998.
"International risk sharing and European monetary unification,"
Journal of International Economics, Elsevier, vol. 45(2), pages 211-238, August.
- Sorensen, B-E & Yosha, O, 1996. "International Risk Sharing and European Monetary Unification," Papers 40-96, Tel Aviv.
- Bent E. S¯rensen & Oved Yosha, 1996. "International Risk Sharing and European Monetary Unification," Working Papers 1996-30, Brown University, Department of Economics.
- Tesar, Linda L. & Werner, Ingrid M., 1995.
"Home bias and high turnover,"
Journal of International Money and Finance, Elsevier, vol. 14(4), pages 467-492, August.
- Linda L. Tesar & Ingrid M. Werner, 1992. "Home Bias and the High Turnover," NBER Working Papers 4218, National Bureau of Economic Research, Inc.
- Marco Pagano, 2004.
"The European Bond Markets under EMU,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 20(4), pages 531-554, Winter.
- Marco Pagano & Ernst-Ludwig von Thadden, 2004. "The European Bond Markets under EMU," CSEF Working Papers 126, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- von Thadden, Ernst-Ludwig & Pagano, Marco, 2004. "The European Bond Markets Under EMU," CEPR Discussion Papers 4779, C.E.P.R. Discussion Papers.
- Faruk Balli, 2009.
"Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 331-363, October.
- Balli, Faruk, 2008. "Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?," MPRA Paper 10162, University Library of Munich, Germany.
- Ahearne, Alan G. & Griever, William L. & Warnock, Francis E., 2004.
"Information costs and home bias: an analysis of US holdings of foreign equities,"
Journal of International Economics, Elsevier, vol. 62(2), pages 313-336, March.
- Alan G. Ahearne & William L. Griever & Francis E. Warnock, 2000. "Information costs and home bias: an analysis of U.S. holdings of foreign equities," International Finance Discussion Papers 691, Board of Governors of the Federal Reserve System (U.S.).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Faruk Balli & Rosmy Louis & Mohammad Osman, 2010.
"Income smoothing and foreign asset holdings,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 23-29, January.
- Balli, Faruk & Jean Louis, Rosmy & Osman, Mohammad, 2008. "Income smoothing and foreign asset holdings," MPRA Paper 34004, University Library of Munich, Germany, revised 2009.
- Balli, Faruk & Basher, Syed Abul & Balli, Hatice Ozer, 2011.
"Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments,"
Economic Modelling, Elsevier, vol. 28(5), pages 2296-2306, September.
- Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2011. "Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments," MPRA Paper 29364, University Library of Munich, Germany.
- Balli, Faruk & Louis, Rosmy J. & Osman, Mohammad, 2008. "International Portfolio Allocation and Income Smoothing: Evidence from Recent Changes in Euro Region," MPRA Paper 10160, University Library of Munich, Germany.
- Sorensen, Bent E. & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2007.
"Home bias and international risk sharing: Twin puzzles separated at birth,"
Journal of International Money and Finance, Elsevier, vol. 26(4), pages 587-605, June.
- Yosha, Oved & Sørensen, Bent E & Wu, Yi-Tsung & ,, 2005. "Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth," CEPR Discussion Papers 5113, C.E.P.R. Discussion Papers.
- Faruk, Balli, 2006. "New Patterns in International Portfolio Allocation and Income Smoothing," MPRA Paper 10121, University Library of Munich, Germany, revised 14 Aug 2008.
- Holinski, Nils & Kool, Clemens J.M. & Muysken, Joan, 2012.
"The impact of international portfolio composition on consumption risk sharing,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1715-1728.
- N. Holinski & C.J.M. Kool & J. Muysken, 2011. "The Impact of International Portfolio Composition on Consumption Risk Sharing," Working Papers 11-20, Utrecht School of Economics.
- Pagano, Marco & Jappelli, Tullio, 2008.
"Financial Market Integration Under EMU,"
CEPR Discussion Papers
7091, C.E.P.R. Discussion Papers.
- Jappelli, Tullio & Pagano, Marco, 2008. "Financial market integration under EMU," CFS Working Paper Series 2008/33, Center for Financial Studies (CFS).
- Tullio Jappelli & Marco Pagano, 2008. "Financial Market Integration Under EMU," CSEF Working Papers 197, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Tullio Jappelli & Marco Pagano, 2008. "Financial Market Integration under EMU," European Economy - Economic Papers 2008 - 2015 312, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Vadym Volosovych, 2013.
"Risk sharing from international factor income: explaining cross-country differences,"
Applied Economics, Taylor & Francis Journals, vol. 45(11), pages 1435-1459, April.
- Vadym Volosovych, 2006. "Risk Sharing from International Factor Income: Explaining Cross-Country Differences," Working Papers 06008, Department of Economics, College of Business, Florida Atlantic University, revised Jan 2009.
- Vadym Volosovych, 2011. "Risk sharing from international factor income: explaining cross-country differences," Post-Print hal-00768584, HAL.
- Holinski, N. & Kool, C.J.M. & Muysken, J., 2008.
"Taking home bias seriously: absolute and relative measures explaining consumption risk-sharing,"
Research Memorandum
025, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Holinski, N. & Kool, C.J.M. & Muysken, J., 2009. "Taking home bias seriously: absolute and relative measures explaining consumption risk-sharing," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Fidrmuc, Jarko & Degler, Moritz, 2021.
"Temporal And Spatial Dependence Of Interregional Risk Sharing: Evidence From Russia,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 178-200, January.
- Jarko Fidrmuc & Moritz Degler, 2018. "Temporal and Spatial Dependence of Inter-Regional Risk Sharing: Evidence from Russia," Working Papers 373, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Rangvid, Jesper & Santa-Clara, Pedro & Schmeling, Maik, 2016. "Capital market integration and consumption risk sharing over the long run," Journal of International Economics, Elsevier, vol. 103(C), pages 27-43.
- Oguz Esen & Ayla Ogus (ed.), 2006. "Proceedings of the International Conference on Human and Economic Resources," Proceedings of the IUE-SUNY Cortland Conference in Economics, Izmir University of Economics, number 2006.
- Ferreira, Miguel A. & Miguel, Antonio F., 2011. "The determinants of domestic and foreign bond bias," Journal of Multinational Financial Management, Elsevier, vol. 21(5), pages 279-300.
- Balli, Faruk & Sorensen, Bent E., 2007. "Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving," MPRA Paper 10223, University Library of Munich, Germany.
- Balli, Faruk & Balli, Hatice O., 2011.
"Income and consumption smoothing and welfare gains across Pacific Island Countries: The role of remittances and foreign aid,"
Economic Modelling, Elsevier, vol. 28(4), pages 1642-1649, July.
- Balli, Faruk & Balli, Hatice O., 2010. "Income and consumption smoothing and welfare gains across Pacific Island countries: The role of remittances and foreign aid," MPRA Paper 29547, University Library of Munich, Germany, revised 24 Feb 2011.
- Balli, Faruk & Rana, Faisal, 2015. "Determinants of risk sharing through remittances," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 107-116.
- Eijffinger, Sylvester & Wagner, Wolf, 2010. "Incentive problems and the pattern of international risk sharing," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1206-1225, November.
- Kose, M. Ayhan & Prasad, Eswar S. & Terrones, Marco E., 2009. "Does financial globalization promote risk sharing?," Journal of Development Economics, Elsevier, vol. 89(2), pages 258-270, July.
- Faruk Balli & Bent E. Sørensen, 2006. "The Impact of the EMU on Channels of Risk Sharing between Member Countries," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Oguz Esen & Ayla Ogus (ed.), Proceedings of the Conference on Human and Economic Resources, pages 399-429, Izmir University of Economics.
- Agustin S. Benetrix, 2015.
"International Risk Sharing and the Irish Economy,"
The Economic and Social Review, Economic and Social Studies, vol. 46(1), pages 29-49.
- Agustin Benetrix, 2010. "International Risk Sharing and the Irish Economy," The Institute for International Integration Studies Discussion Paper Series iiisdp343, IIIS.
More about this item
Keywords
Capital Market Integration; Home Bias; Income Smoothing;All these keywords.
JEL classification:
- F15 - International Economics - - Trade - - - Economic Integration
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:10159. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.