Series: IMF Working Papers
Author(s): Philip Lane , and Gian Milesi-Ferretti
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 July 2004
Keywords: International portfolio equity investment, gravity, stock market, equity investment, stock market capitalization, stock returns, foreign equity, International Lending and Debt Problems,
The paper provides a systematic analysis of bilateral, source and host factors driving portfolio equity investment across countries, using newly-released data on international equity holdings at the end of 2001. It...