Risk sharing, finance, and institutions in international portfolios

Journal of Financial Economics

Volumn 94, Issue 3, 2009, Pages 428-447

  Fratzscher, Marcel ^a   Imbs, Jean ^b,c,d  

^a EUROPEAN CENTRAL BANK   (Germany)

^b UNIVERSITY OF LAUSANNE   (Switzerland)

^c SWISS FINANCE INSTITUTE   (Switzerland)

^d CEPR   (United Kingdom)

Author keywords

Cross border investment; Diversification; Financial integration; Portfolio choice; Risk sharing

Indexed keywords

EID: 70349814182     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2008.12.007     Document Type: Article

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