Home bias in global bond and equity markets: The role of real exchange rate volatility

Journal of International Money and Finance

Volumn 26, Issue 4, 2007, Pages 631-655

  Fidora, Michael ^a   Fratzscher, Marcel ^a   Thimann, Christian ^a  

^a EUROPEAN CENTRAL BANK   (Germany)

Author keywords

Capital flows; Exchange rate volatility; Global financial markets; Home bias; Portfolio investment; Risk

Indexed keywords

EID: 34248548533     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2007.03.002     Document Type: Article

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