Explaining equity home bias using hedging motives against real exchange rate and wage risks

Author:

Kim KyounghunORCID,Kim Sunghyun Henry

Funder

BK21 FOUR Project

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference31 articles.

1. International portfolio choice and corporation finance: A synthesis;Adler;The Journal of Finance,1983

2. Information costs and home bias: An analysis of US holdings of foreign equities;Ahearne;Journal of International Economics,2004

3. International cross-holdings of bonds in a two-good DSGE model;Amdur;Economics Letters,2010

4. The international diversification puzzle is worse than you think;Baxter;The American Economic Review,1997

5. Do trade costs in goods markets lead to home bias in equities?;Coeurdacier;Journal of International Economics,2009

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