An Empirical Validation of a Home Bias Model

Islem Boutabba

Authors

Islem Boutabba

Keywords:

portfolio consisting of US MNCs, we conducted correlation, cointegration and bivariate Granger causality tests

Abstract

Abstract not found

Downloads

How to Cite

An Empirical Validation of a Home Bias Model. (2015). Global Journal of Human-Social Science, 15(H4), 17-22. https://socialscienceresearch.org/index.php/GJHSS/article/view/1488

Download Citation

References

Alan Ahearne, William Griever, Francis Warnock (2001) Information Costs and Home Bias: An Analysis of U.S. Holdings of Foreign Equities. 2000.0(691), 1-33.

D Dickey, D Jansen, D Thornton (1991) A Primer on Cointegration with an Application to Money and Income.

Vihang Errunza, Ked Hogan, Mao‐wei Hung (1999) Can the Gains from International Diversification Be Achieved without Trading Abroad?. 54(6), 2075-2107.

J Hamilton (1994) Time Series Analysis.

Angelos Kanas (1998) Linkages between the US and European equity markets: further evidence from cointegration tests. 8(6), 607-614.

F Longin, B Solnik (1995) Is the Correlation in International Equity Returns Constant : 1960-1990 ?. 14, 3-26.

P Rowland (1999) Transaction Costs and International Portfolio Diversification. 49, 145-170.

M Salehizadech (2003) U.S. multinationals and the home bias puzzle: an empirical analysis. 14(3), 303-318.

B Solnik (1996) International Investments.