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International Financial Integration and Economic Growth

International Financial Integration and Economic Growth »

Source: International Financial Integration and Economic Growth

Volume/Issue: 2002/145

Series: IMF Working Papers

Author(s): Torsten Sloek , Hali Edison , Luca Ricci , and Ross Levine

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2002

ISBN: 9781451856552

Keywords: Portfolio Investment, Developing Countries, capital flows, capital inflows, international financial, international financial integration, financial integration, Portfolio Investment And Developing Countries,

This paper uses new data and new econometric techniques to investigate the impact of international financial integration on economic growth and also to assess whether this relationship depends on the level of econo...

International Diversification Gains and Home Bias in Banking

International Diversification Gains and Home Bias in Banking »

Source: International Diversification Gains and Home Bias in Banking

Volume/Issue: 2007/281

Series: IMF Working Papers

Author(s): Alicia García-Herrero , and Francisco Vazquez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868449

Keywords: home bias, portfolio diversification, Basel II, international banks, subsidiaries, financial statements, money market,

This paper assembles a bank-level dataset covering the operations of 38 international banks from eight industrial countries and their subsidiaries overseas during 1995-2004, and studies the extent of diversificatio...

The Determinants of International Portfolio Holdings and Home Bias

The Determinants of International Portfolio Holdings and Home Bias »

Source: The Determinants of International Portfolio Holdings and Home Bias

Volume/Issue: 2004/34

Series: IMF Working Papers

Author(s): Shujing Li , Hamid Faruqee , and Isabel Yan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2004

ISBN: 9781451845297

Keywords: International portfolio choice, Home bias, Transaction cost, Information cost, equation, correlation, market size, survey, statistics,

Despite the liberalization of foreign portfolio investment around the globe since the early 1980s, the home-bias phenomenon is still found to exist. Using a relatively new IMF survey dataset of cross-border equity...

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice »

Source: The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice

Volume/Issue: 2007/163

Series: IMF Working Papers

Author(s): Akito Matsumoto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867275

Keywords: international business cycle, international portfolio choice, nonseparability in utility, nontraded goods, nontraded factors, traded good, traded goods, correlation, equations, equation,

This paper analyzes the role of nonseparable utility and nontradables in business cycles and portfolio choice. I find that nonseparability in utility can change the portfolio choice significantly. Unlike previous r...

Public Debt Management and Bailouts

Public Debt Management and Bailouts »

Source: Public Debt Management and Bailouts

Volume/Issue: 1999/103

Series: IMF Working Papers

Author(s): Torbjorn Becker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

ISBN: 9781451852677

Keywords: tax smoothing, portfolio choice, moral hazard, bailouts, public debt management, bonds, public debt, foreign bonds, tax base

This paper addresses how public debt should be managed to reduce the cost of private sector bailouts. It uses a tax smoothing model to show that bailouts affect the timing of government deficits and surpluses as we...

International Financial Integration and Economic Growth

International Financial Integration and Economic Growth »

Volume/Issue: 2002/145

Series: IMF Working Papers

Author(s): Torsten Sloek , Hali Edison , Luca Ricci , and Ross Levine

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2002

DOI: http://dx.doi.org/10.5089/9781451856552.001

ISBN: 9781451856552

Keywords: Portfolio Investment, Developing Countries, capital flows, capital inflows, international financial, international financial integration, financial integration, Portfolio Investment And Developing Countries,

This paper uses new data and new econometric techniques to investigate the impact of international financial integration on economic growth and also to assess whether this relationship depends on the level of econo...

International Diversification Gains and Home Bias in Banking

International Diversification Gains and Home Bias in Banking »

Volume/Issue: 2007/281

Series: IMF Working Papers

Author(s): Alicia García-Herrero , and Francisco Vazquez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

DOI: http://dx.doi.org/10.5089/9781451868449.001

ISBN: 9781451868449

Keywords: home bias, portfolio diversification, Basel II, international banks, subsidiaries, financial statements, money market,

This paper assembles a bank-level dataset covering the operations of 38 international banks from eight industrial countries and their subsidiaries overseas during 1995-2004, and studies the extent of diversificatio...

The Determinants of International Portfolio Holdings and Home Bias

The Determinants of International Portfolio Holdings and Home Bias »

Volume/Issue: 2004/34

Series: IMF Working Papers

Author(s): Shujing Li , Hamid Faruqee , and Isabel Yan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2004

DOI: http://dx.doi.org/10.5089/9781451845297.001

ISBN: 9781451845297

Keywords: International portfolio choice, Home bias, Transaction cost, Information cost, equation, correlation, market size, survey, statistics,

Despite the liberalization of foreign portfolio investment around the globe since the early 1980s, the home-bias phenomenon is still found to exist. Using a relatively new IMF survey dataset of cross-border equity...

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice

The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice »

Volume/Issue: 2007/163

Series: IMF Working Papers

Author(s): Akito Matsumoto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

DOI: http://dx.doi.org/10.5089/9781451867275.001

ISBN: 9781451867275

Keywords: international business cycle, international portfolio choice, nonseparability in utility, nontraded goods, nontraded factors, traded good, traded goods, correlation, equations, equation,

This paper analyzes the role of nonseparable utility and nontradables in business cycles and portfolio choice. I find that nonseparability in utility can change the portfolio choice significantly. Unlike previous r...

Public Debt Management and Bailouts

Public Debt Management and Bailouts »

Volume/Issue: 1999/103

Series: IMF Working Papers

Author(s): Torbjorn Becker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

DOI: http://dx.doi.org/10.5089/9781451852677.001

ISBN: 9781451852677

Keywords: tax smoothing, portfolio choice, moral hazard, bailouts, public debt management, bonds, public debt, foreign bonds, tax base

This paper addresses how public debt should be managed to reduce the cost of private sector bailouts. It uses a tax smoothing model to show that bailouts affect the timing of government deficits and surpluses as we...