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The home bias and capital income flows between countries and regions
16 references·2 citing·38 second hop
The home bias and capital income flows between countries and regions (2006)The home bias and capital income flows be…International Financial Adjustment (2007)International Financial Adjus…Home bias and international risk sharing: Twin puzzles separated at birth (2007)Home bias and international r…The External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004 (2006)The External Wealth of Nation…Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)Cointegration Vector Estimati…Trying to Explain Home Bias in Equities and Consumption (1999)Trying to Explain Home Bias i…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…International risk sharing and European monetary unification (1998)International risk sharing an…On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997)On the Estimation and Inferen…Channels of Interstate Risk Sharing: United States 1963-1990 (1996)Channels of Interstate Risk S…Business Cycles and the Asset Structure of Foreign Trade (1994)Business Cycles and the Asset…International Real Business Cycles (1992)International Real Business C…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Full Insurance in the Presence of Aggregate Uncertainty (1991)Full Insurance in the Presenc…A Simple Test of Consumption Insurance (1991)A Simple Test of Consumption …Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…Financial globalization in emerging economies: Much ado about nothing? (2011)Financial globalization in em…Channels of international risk-sharing: capital gains versus income flows (2010)Channels of international ris…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Testing for unit roots in heterogeneous panels (2003)Unit Roots and Cointegration in Panels (2008)Energy consumption and economic growth: New insights into the cointegration relationship (2011)The impact of renewable energy and agriculture on carbon dioxide emissions: Investigating the environmental Kuznets curve in four selected ASEAN countries (2017)The equity premium: A puzzle (1985)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Strategic Asset Allocation (2002)Winter Blues: A SAD Stock Market Cycle (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)International Corporations: The Industrial Economics of Foreign Investment (1971)The analysis of household surveys (1997)Familiarity Breeds Investment (2001)The saving and investment nexus for China: evidence from cointegration tests (2005)Increasing Returns and Economic Geography (1990)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Information and the Cost of Capital (2004)Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Analysis of Panel Data (2003)New Simple Tests for Panel Cointegration (2005)Econometric Analysis of Panel Data (2021)Time to Build and Aggregate Fluctuations (1982)Theory ahead of business-cycle measurement (1986)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Borders and business cycles (2001)The Effects of Fiscal Policy on Consumption and Employment: Theory and Evidence (2001)Government size, composition, volatility and economic growth (2010)Transition Modeling and Econometric Convergence Tests (2007)Household Balance Sheets, Consumption, and the Economic Slump* (2013)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)Global Current Account Imbalances and Exchange Rate Adjustments (2005)Foreign Capital and Economic Growth (2007)GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)
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References

  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1992International Real Business Cycles1,842 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 1999Trying to Explain Home Bias in Equities and Consumption1,364 cited
  • 1991A Simple Test of Consumption Insurance967 cited
  • 2006The External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004846 cited
  • 1996Channels of Interstate Risk Sharing: United States 1963-1990797 cited
  • 2003Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*789 cited
  • 1991Full Insurance in the Presence of Aggregate Uncertainty661 cited
  • 2007International Financial Adjustment636 cited
  • 1994Business Cycles and the Asset Structure of Foreign Trade561 cited
  • 1997On the Estimation and Inference of a Cointegrated Regression in Panel Data518 cited
  • 1998International risk sharing and European monetary unification380 cited

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  • 2007Home bias and international risk sharing: Twin puzzles separated at birth352 cited
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    • 2010Channels of international risk-sharing: capital gains versus income flows30 cited
    • 2011Financial globalization in emerging economies: Much ado about nothing?25 cited