Home bias in global bond and equity markets: The role of real exchange rate volatility

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2007.03.002 ◽

2007 ◽

Vol 26 (4) ◽

pp. 631-655 ◽

Author(s):

Michael Fidora ◽

Marcel Fratzscher ◽

Christian Thimann

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Exchange Rate Volatility ◽

Home Bias ◽

Equity Markets ◽

Real Exchange Rate Volatility

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Role of Real Exchange Rate Volatility in Global Equity Home Bias

SSRN Electronic Journal ◽

10.2139/ssrn.1246124 ◽

2008 ◽

Author(s):

Anil V. Mishra

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Exchange Rate Volatility ◽

Home Bias ◽

Equity Home Bias ◽

Real Exchange Rate Volatility

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A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.1427649 ◽

2009 ◽

Author(s):

Yin-Wong Cheung ◽

Kon S. Lai

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Exchange Rate Volatility ◽

Financial Factors ◽

Real Exchange Rate Volatility

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Trade Costs and Real Exchange Rate Volatility: The Role of Ricardian Comparative Advantage

IMF Working Papers ◽

10.5089/9781451860245.001 ◽

2005 ◽

Vol 05 (5) ◽

pp. 1 ◽

Author(s):

International Monetary Fund

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Comparative Advantage ◽

Exchange Rate Volatility ◽

Trade Costs ◽

Real Exchange Rate Volatility

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Trade Costs and Real Exchange Rate Volatility: The Role of Ricardian Comparative Advantage

SSRN Electronic Journal ◽

10.2139/ssrn.874226 ◽

2005 ◽

Author(s):

Claudio Bravo-Ortega ◽

Julian di Giovanni

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Comparative Advantage ◽

Exchange Rate Volatility ◽

Trade Costs ◽

Real Exchange Rate Volatility

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Australia’s equity home bias and real exchange rate volatility

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-010-0202-3 ◽

2010 ◽

Vol 37 (2) ◽

pp. 223-244 ◽

Author(s):

Anil V. Mishra

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Exchange Rate Volatility ◽

Home Bias ◽

Equity Home Bias ◽

Real Exchange Rate Volatility

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Real Exchange Rate Volatility and Employment: Role of External Sector Exposure

SSRN Electronic Journal ◽

10.2139/ssrn.2564427 ◽

2015 ◽

Author(s):

Anubha Dhasmana

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Exchange Rate Volatility ◽

External Sector ◽

Real Exchange Rate Volatility

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Real Exchange Rate Volatility and Employment: Role of External Sector Exposure.

SSRN Electronic Journal ◽

10.2139/ssrn.2562387 ◽

2015 ◽

Author(s):

Anubha Dhasmana

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Exchange Rate Volatility ◽

External Sector ◽

Real Exchange Rate Volatility

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Impact of China's Real Exchange Rate Volatility on Sino-US Commodity Trade

Proceedings of the First International Conference Economic and Business Management 2016 ◽

10.2991/febm-16.2016.3 ◽

2016 ◽

Author(s):

Jianning Chen ◽

Lifeng Tu

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Exchange Rate Volatility ◽

Commodity Trade ◽

Real Exchange Rate Volatility

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The long-run relationship between import flows and real exchange-rate volatility: The experience of eight European economies

International Review of Economics & Finance ◽

10.1016/s1059-0560(98)90030-2 ◽

1998 ◽

Vol 7 (4) ◽

pp. 417-435 ◽

Author(s):

Augustine C. Arize

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Exchange Rate Volatility ◽

Long Run ◽

European Economies ◽

Real Exchange Rate Volatility

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Real Exchange Rate Volatility and the Price of Nontradable Goods in Economies Prone to Sudden Stops

Economía ◽

10.1353/eco.2006.0008 ◽

2005 ◽

Vol 6 (1) ◽

pp. 103-148 ◽

Author(s):

Enrique G. Mendoza

Keyword(s):

Exchange Rate ◽

Real Exchange Rate ◽

Exchange Rate Volatility ◽

Sudden Stops ◽

Nontradable Goods ◽

Real Exchange Rate Volatility

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