Understanding International Portfolio Diversification and Turnover Rates

Amir A. Amadi and Paul Bergin

Chapter 11 in International Macroeconomic Interdependence, 2017, pp 317-339 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionWhat Recent Data Have to SayA Simple Fixed Cost Portfolio Allocation ModelDeriving Benchmark ResultsAlternative Parameters and Cost SpecificationsConclusionData AppendixAcknowledgmentsReferences

Keywords: Macroeconomics; International; Cooperation; Business Cycles; Exchange Rate; Current Account (search for similar items in EconPapers)
JEL-codes: F16 (search for similar items in EconPapers)
Date: 2017
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Related works:
Journal Article: Understanding international portfolio diversification and turnover rates (2008)
Working Paper: Understanding International Portfolio Diversification and Turnover Rates (2006)
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