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dc.contributor.authorMann, Catherine L.en_US
dc.contributor.authorMeade, Ellen E.en_US
dc.date.accessioned2010-07-27en_US
dc.date.accessioned2010-09-24T14:29:46Z-
dc.date.available2010-09-24T14:29:46Z-
dc.date.issued2002en_US
dc.identifier.urihttp://hdl.handle.net/10419/40269-
dc.description.abstractThis paper brings together the literature on determination of home bias in equity holdings and the portfolio balance model of exchange rates to consider whether the dollar might be affected by a change in transactions costs that alters international portfolio allocations. The empirical findings lend support to the view that transactions costs have a significant influence on US portfolio holdings, even after accounting for float market share. In addition, new survey evidence on the equity holdings of European firms indicates home bias for European investors, and points to a reduction in the magnitude of this home bias since 1997.en_US
dc.language.isoengen_US
dc.publisherDt. Bank Research Frankfurt am Mainen_US
dc.relation.ispartofseriesResearch notes working paper series 6en_US
dc.subject.jelF21en_US
dc.subject.jelF31en_US
dc.subject.jelG11en_US
dc.subject.jelG15en_US
dc.subject.ddc330en_US
dc.subject.keywordportfolio choiceen_US
dc.subject.keywordequity flowsen_US
dc.subject.keywordexchange ratesen_US
dc.subject.stwPortfolio-Investitionen_US
dc.subject.stwWährungswettbewerben_US
dc.subject.stwWechselkursen_US
dc.subject.stwUSAen_US
dc.subject.stwEU-Staatenen_US
dc.subject.stwHome Bias Puzzleen_US
dc.titleHome bias, transactions costs, and prospects for the Euro: A more detailed analysisen_US
dc.typeWorking Paperen_US
dc.identifier.ppn359602444en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:dbrrns:6-
Appears in Collections:Research Notes, Deutsche Bank Research

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