메뉴 건너뛰기




Volumn 31, Issue 2, 1996, Pages 161-188

An intertemporal model of international capital market segmentation

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0030542337     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2331178     Document Type: Article
Times cited : (24)

References (30)
  • 1
    • 84992256242 scopus 로고
    • Asset pricing with in- and outflow constraints: Theory and empirical evidence from Sweden
    • Bergstrom, C.; K. Rydqvist; and P. Sellin. "Asset Pricing with In- and Outflow Constraints: Theory and Empirical Evidence from Sweden." Journal of Business Finance and Accounting, 20 (1993), 865-869.
    • (1993) Journal of Business Finance and Accounting , vol.20 , pp. 865-869
    • Bergstrom, C.1    Rydqvist, K.2    Sellin, P.3
  • 2
    • 1342346158 scopus 로고
    • International capital market equilibrium with investment barriers
    • Black, F. "International Capital Market Equilibrium with Investment Barriers." Journal of Financial Economics, 1 (1974), 337-352.
    • (1974) Journal of Financial Economics , vol.1 , pp. 337-352
    • Black, F.1
  • 3
    • 44949278340 scopus 로고
    • Commodity trade and international risk sharing: How much do financial markets matter?
    • Cole, H., and M. Obstfeld. "Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter?" Journal of Monetary Economics, 28 (1991), 3-24.
    • (1991) Journal of Monetary Economics , vol.28 , pp. 3-24
    • Cole, H.1    Obstfeld, M.2
  • 4
    • 0001247474 scopus 로고
    • International risk sharing and economic growth
    • Devereux, M., and G. W. Smith. "International Risk Sharing and Economic Growth." International Economic Review, 35 (1994), 535-550.
    • (1994) International Economic Review , vol.35 , pp. 535-550
    • Devereux, M.1    Smith, G.W.2
  • 5
    • 0000842941 scopus 로고
    • Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework
    • Epstein, L., and S. Zin. "Substitution, Risk Aversion and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework." Econometrica, 57 (1989), 937-969.
    • (1989) Econometrica , vol.57 , pp. 937-969
    • Epstein, L.1    Zin, S.2
  • 6
    • 84944837552 scopus 로고
    • International asset pricing under mild segmentation: Theory and test
    • Errunza, V., and E. Losq. "International Asset Pricing under Mild Segmentation: Theory and Test." Journal of Finance, 40 (1985), 105-124.
    • (1985) Journal of Finance , vol.40 , pp. 105-124
    • Errunza, V.1    Losq, E.2
  • 7
    • 0001606610 scopus 로고
    • Capital flow controls, international asset pricing, and investors' welfare: A multi-country framework
    • _. "Capital Flow Controls, International Asset Pricing, and Investors' Welfare: A Multi-Country Framework." Journal of Finance, 41 (1989), 897-914.
    • (1989) Journal of Finance , vol.41 , pp. 897-914
  • 8
    • 44049111909 scopus 로고
    • Tests of integration, mild segmentation and segmentation hypotheses
    • Errunza, V.; E. Losq; and P. Padmanabhan. "Tests of Integration, Mild Segmentation and Segmentation Hypotheses." Journal of Banking and Finance, 16 (1992), 949-972.
    • (1992) Journal of Banking and Finance , vol.16 , pp. 949-972
    • Errunza, V.1    Losq, E.2    Padmanabhan, P.3
  • 9
    • 84944838909 scopus 로고
    • A model of international asset pricing with a constraint on the foreign equity ownership
    • Eun, C. S., and S. Janakiramanan. "A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership." Journal of Finance, 41 (1986), 1025-1037.
    • (1986) Journal of Finance , vol.41 , pp. 1025-1037
    • Eun, C.S.1    Janakiramanan, S.2
  • 10
    • 0011313654 scopus 로고
    • Taxation of asset income in the presence of a world securities market
    • Gordon, R. H., and H. R. Varian. "Taxation of Asset Income in the Presence of a World Securities Market." Journal of International Economics, 26 (1989), 205-226.
    • (1989) Journal of International Economics , vol.26 , pp. 205-226
    • Gordon, R.H.1    Varian, H.R.2
  • 11
    • 0000930326 scopus 로고
    • On the optimality of equilibrium when the market structure is incomplete
    • Hart, O. "On the Optimality of Equilibrium when the Market Structure is Incomplete." Journal of Economic Theory, 11 (1975), 418-443.
    • (1975) Journal of Economic Theory , vol.11 , pp. 418-443
    • Hart, O.1
  • 12
    • 84977737479 scopus 로고
    • Asset pricing in partially segmented markets: Evidence from the finnish market
    • Hietala, P. T. "Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market." Journal of Finance, 44 (1989), 897-914.
    • (1989) Journal of Finance , vol.44 , pp. 897-914
    • Hietala, P.T.1
  • 13
    • 0001072531 scopus 로고
    • Temporal resolution of uncertainty and dynamic choice theory
    • Kreps, D., and E. Porteus. "Temporal Resolution of Uncertainty and Dynamic Choice Theory." Econometrica, 46 (1978), 185-200.
    • (1978) Econometrica , vol.46 , pp. 185-200
    • Kreps, D.1    Porteus, E.2
  • 14
    • 84977707554 scopus 로고
    • A simple model of capital market equilibrium with incomplete information
    • Merton R. "A Simple Model of Capital Market Equilibrium with Incomplete Information." Journal of Finance, 42 (1987), 483-510.
    • (1987) Journal of Finance , vol.42 , pp. 483-510
    • Merton, R.1
  • 15
    • 77956803317 scopus 로고
    • Uncertainty in trade models
    • R. W. Jones and P. B. Kenen, eds. Amsterdam: North Holland
    • Pomery, J. "Uncertainty in Trade Models." In Handbook of International Economics, Vol. I, R. W. Jones and P. B. Kenen, eds. Amsterdam: North Holland (1984), 419-465.
    • (1984) Handbook of International Economics , vol.1 , pp. 419-465
    • Pomery, J.1
  • 16
    • 0001667124 scopus 로고
    • A new representation of preferences over 'Certain × Uncertain' consumption pairs: The 'Ordinal Certainty Equivalent' hypothesis
    • Selden, L. "A New Representation of Preferences over 'Certain × Uncertain' Consumption Pairs: The 'Ordinal Certainty Equivalent' Hypothesis." Econometrica, 46 (1978), 1045-1060.
    • (1978) Econometrica , vol.46 , pp. 1045-1060
    • Selden, L.1
  • 17
    • 0002733050 scopus 로고
    • An OCE analysis of the effect of uncertainty on saving under risk preference independence
    • _. "An OCE Analysis of the Effect of Uncertainty on Saving under Risk Preference Independence." Review of Economic Studies, 46 (1979), 73-82.
    • (1979) Review of Economic Studies , vol.46 , pp. 73-82
  • 18
    • 0040995901 scopus 로고
    • International barriers in general equilibrium
    • Sellin, P., and I. Werner. "International Barriers in General Equilibrium." Journal of International Economics, 34 (1993), 2107-2138.
    • (1993) Journal of International Economics , vol.34 , pp. 2107-2138
    • Sellin, P.1    Werner, I.2
  • 19
    • 0001287832 scopus 로고
    • Human capital, product quality, and growth
    • Stokey, N. L. "Human Capital, Product Quality, and Growth." Quarterly Journal of Economics, 106 (1991), 587-616.
    • (1991) Quarterly Journal of Economics , vol.106 , pp. 587-616
    • Stokey, N.L.1
  • 20
    • 84977410476 scopus 로고
    • On the effects of barriers to international investment
    • Stulz, R. M. "On the Effects of Barriers to International Investment." Journal of Finance, 36 (1981), 923-934.
    • (1981) Journal of Finance , vol.36 , pp. 923-934
    • Stulz, R.M.1
  • 21
    • 0040401757 scopus 로고
    • On the determinants of net foreign investment
    • _. "On the Determinants of Net Foreign Investment." Journal of Finance, 38 (1983), 459-468.
    • (1983) Journal of Finance , vol.38 , pp. 459-468
  • 24
    • 0039217346 scopus 로고
    • On the optimality of international capital market integration
    • Subrahmanyam, M. G. "On the Optimality of International Capital Market Integration." Journal of Financial Economics, 2 (1975a), 3-28.
    • (1975) Journal of Financial Economics , vol.2 , pp. 3-28
    • Subrahmanyam, M.G.1
  • 25
    • 84867111823 scopus 로고
    • International capital market equilibrium and investor welfare with unequal interest rates
    • E. J. Elton and M. J. Gruber, eds. Amsterdam: North Holland
    • _. "International Capital Market Equilibrium and Investor Welfare with Unequal Interest Rates." In International Capital Markets, E. J. Elton and M. J. Gruber, eds. Amsterdam: North Holland (1975b).
    • (1975) International Capital Markets
  • 27
    • 38249014832 scopus 로고
    • Deviations from purchasing power parity and capital flows
    • Uppal, R. "Deviations from Purchasing Power Parity and Capital Flows." Journal of International Money and Finance, 11 (1992), 126-144.
    • (1992) Journal of International Money and Finance , vol.11 , pp. 126-144
    • Uppal, R.1
  • 28
    • 84993917301 scopus 로고
    • A general equilibrium model of international portfolio choice
    • _. "A General Equilibrium Model of International Portfolio Choice." Journal of Finance, 48 (1993), 529-553.
    • (1993) Journal of Finance , vol.48 , pp. 529-553
  • 29
    • 0012399003 scopus 로고
    • Welfare gains from international risksharing
    • van Wincoop, E. "Welfare Gains from International Risksharing." Journal of Monetary Economics, 34 (1994), 175-200.
    • (1994) Journal of Monetary Economics , vol.34 , pp. 175-200
    • Van Wincoop, E.1
  • 30
    • 0000363619 scopus 로고
    • Learning by doing and the dynamic effects of international trade
    • Young, A. "Learning by Doing and the Dynamic Effects of International Trade." Quarterly Journal of Economics, 106 (1991), 369-405.
    • (1991) Quarterly Journal of Economics , vol.106 , pp. 369-405
    • Young, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.