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dc.contributor.authorMann, Catherine L.en
dc.contributor.authorMeade, Ellen E.en
dc.date.accessioned2010-07-27-
dc.date.accessioned2010-09-24T14:29:46Z-
dc.date.available2010-09-24T14:29:46Z-
dc.date.issued2002-
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
dc.language.isoengen
dc.publisher|aDeutsche Bank Research |cFrankfurt a. M.en
dc.relation.ispartofseries|aResearch Notes |x6en
dc.subject.jelF21en
dc.subject.jelF31en
dc.subject.jelG11en
dc.subject.jelG15en
dc.subject.ddc330en
dc.subject.keywordportfolio choiceen
dc.subject.keywordequity flowsen
dc.subject.keywordexchange ratesen
dc.subject.stwPortfolio-Investitionen
dc.subject.stwWährungswettbewerben
dc.subject.stwWechselkursen
dc.subject.stwUSAen
dc.subject.stwEU-Staatenen
dc.subject.stwHome Bias Puzzleen
dc.titleHome bias, transactions costs, and prospects for the Euro: A more detailed analysis-
dc.typeWorking Paperen
dc.identifier.ppn821839977en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:dbrrns:6en

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