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9789051703443

International Capital Mobility And Asset Demand

by
  • ISBN13:

    9789051703443

  • ISBN10:

    9051703449

  • Format: Paperback
  • Copyright: 2003-08-20
  • Publisher: Purdue Univ Pr
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Summary

This book contains six empirical studies, and is part of the Tinbergen Institute research series.

Table of Contents

Introductionp. 1
Theory-Based Measurement of the Saving-Investment Correlationp. 9
Estimating Saving-Investment Correlations with an ECMp. 41
In Search of the Saving-Investment Correlation: Are Cross-Section Regressions Useful?p. 85
Why Do We Reject the Mean-Variance Model?p. 109
The Mean-Variance Model with Capital Controls and Learning Behaviourp. 117
Portfolio Choice and Adjustment Costsp. 139
Sources and Construction of the German Portfolio Datap. 173
Summaryp. 189
Referencesp. 199
Samenvatting (Summary in Dutch)p. 211
Table of Contents provided by Blackwell. All Rights Reserved.

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