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Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
In: NBER Working Papers.
RePEc:nbr:nberwo:8994.

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  1. Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee.
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  2. Information leakage of ADRs Prior to company issued guidance. (2020). Madura, Jeff ; Agapova, Anna ; Volkov, Nikanor.
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    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300581.

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  3. Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE.
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    RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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  4. El efecto de los flujos de capitales en los precios de las viviendas: una estimación de datos de panel. (2017). Vasquez, Harold A.
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  5. Portfolio Flows into Indonesia: Push or Pull?. (2016). Nuryakin, Chaikal ; Putra, Gede I ; Wen, Edith Zheng.
    In: Economics and Finance in Indonesia.
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  6. Sovereign wealth funds targets selection: A comparison with pension funds. (2016). Grira, Jocelyn ; Boubakri, Narjess ; Cosset, Jean-Claude .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:60-76.

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  7. Financial sector development and dollarization in emerging economies. (2016). Marcelin, Isaac ; Mathur, Ike.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:20-32.

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  8. Regional integration of the East Asian stock markets: An empirical assessment. (2015). Guillaumin, Cyriac ; Boubakri, Salem.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:57:y:2015:i:c:p:136-160.

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  9. Further evidence on the determinants of regional stock market integration in Latin America. (2014). GUESMI, Khaled ; Nguyen, Duc Khuong.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-415.

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  10. Equity Risk Premium and Regional Integration. (2014). Teulon, Frédéric ; AROURI, Mohamed ; Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-371.

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  11. Market Structure and the Cost of. (2014). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-351.

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  12. Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk. (2014). Teulon, Frédéric ; Moisseron, Jean-Yves ; Guesmi, Khaled.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-293.

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  13. The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach. (2014). Teulon, Frédéric ; Guesmi, Khaled.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-214.

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  14. Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk. (2014). Teulon, Frédéric ; Moisseron, Jean-Yves ; Guesmi, Khaled.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:28:y:2014:i:c:p:204-212.

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  15. International diversification and risk of multinational banks: Evidence from the pre-crisis period. (2014). Pozzolo, Alberto ; Gulamhussen, M. A. ; Pinheiro, Carlos .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:30-43.

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  16. Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia. (2014). Guesmi, Khaled ; Abid, Ilyes ; Kaabia, Olfa.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:408-416.

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  17. Stock Return Co-movement and Systemic Risk in the Turkish Banking System. (2013). Orman, Cuneyt ; Köksal, Bülent ; Binici, Mahir.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:13:y:2013:i:specialissue:p:41-63.

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  18. Further evidence on the determinants of regional stock market integration in Latin America. (2013). Teulon, Frédéric ; Nguyen, Duc Khuong ; Guesmi, Khaled.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:10:y:2013:i:3:p:397-413.

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  19. Regional integration of stock markets in Southeast Europe. (2013). Nguyen, Duc Khuong ; Guesmi, Khaled.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-22.

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  20. Regional integration of stock markets in Southeast Europe. (2013). GUESMI, Khaled.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-022.

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  21. Equity Risk Premium and Regional Integration. (2013). Teulon, Frédéric ; Rault, Christophe ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798052.

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  22. Market Structure and the Cost of Capital. (2013). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798048.

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  23. Market Structure and the Cost of Capital. (2013). , FredericTeulon ; Sova, Robert ; Rault, Christophe ; el Hedi, Mohamed ; Teulon, Frederic.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-00798048.

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  24. Equity risk premium and regional integration. (2013). Teulon, Frédéric ; Rault, Christophe ; Arouri, Mohamed.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:79-85.

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  25. The determinants of home bias puzzle in equity portfolio investment in Australia. (2013). Vo, Xuan Vinh ; Daly, Kevin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:27:y:2013:i:c:p:34-42.

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  26. Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:76-88.

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  27. Market structure and the cost of capital. (2013). Sova, Anamaria ; Teulon, Frederic ; El Hedi Arouri, Mohamed, ; Rault, Christophe.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:664-671.

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  28. Market Structure and the Cost of Capital. (2013). Sova, Anamaria ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4097.

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  29. Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury. (2012). Rogowski, Wojciech ; Pawłowska, Małgorzata ; Olszewski, Krzysztof.
    In: MPRA Paper.
    RePEc:pra:mprapa:42482.

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  30. Stock return comovement and systemic risk in the Turkish banking system. (2012). Orman, Cuneyt ; Köksal, Bülent ; Binici, Mahir.
    In: MPRA Paper.
    RePEc:pra:mprapa:38663.

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  31. Were multinational banks taking excessive risks before the recent financial crisis?. (2012). Pozzolo, Alberto ; Pinheiro, Carlos ; Gulamhussen, Mohamed Azzim .
    In: Economics & Statistics Discussion Papers.
    RePEc:mol:ecsdps:esdp12067.

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  32. Were multinational banks taking excessive risks before the recent financial crisis?. (2012). Pozzolo, Alberto ; Azzim, Luis Mohamed ; Pinheiro, Carlos .
    In: Working Papers CASMEF.
    RePEc:lui:casmef:1209.

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  33. Convergence of EMU Equity Portfolios. (2012). Giofre', Maela.
    In: Open Economies Review.
    RePEc:kap:openec:v:23:y:2012:i:2:p:381-419.

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  34. An international CAPM for partially integrated markets: Theory and empirical evidence. (2012). Nguyen, Duc Khuong ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, ; Pukthuanthong, Kuntara.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:9:p:2473-2493.

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  35. Financial market integration: Theory and empirical results. (2012). Arouri, Mohamed El Hedi, ; Foulquier, Philippe.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:382-394.

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  36. Were Multinational Banks Taking Excessive Risks Before the Recent Financial Crisis?. (2012). Pozzolo, Alberto ; Gulamhussen, Mohamed Azzim ; Pinheiro, Carlos .
    In: Development Working Papers.
    RePEc:csl:devewp:332.

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  37. Were multinational banks taking excessive risks before the recent financial crisis?. (2012). Pozzolo, Alberto ; Pinheiro, Carlos ; Gulamhussen, Mohamed Azzim .
    In: Mo.Fi.R. Working Papers.
    RePEc:anc:wmofir:69.

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  38. Dynamic linkages among equity markets: local versus basket currencies. (2011). Maung, Thein ; Bessler, David ; Kolari, James W..
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:14:p:1703-1719.

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  39. Foreign equity flows and the Size Bias : Evidence from an emerging stock market. (2011). Diyarbakirlioglu, Erkin .
    In: Post-Print.
    RePEc:hal:journl:hal-01127657.

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  40. Financial integration and currency risk premium in CEECs: Evidence from the ICAPM. (2011). Guillaumin, Cyriac ; Boubakri, Salem.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:4:p:460-484.

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  41. Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?. (2010). Mendes, Victor ; Abreu, Margarida ; Santos, Joo A..
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp22010.

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  42. Loss aversion, asymmetric market comovements, and the home bias. (2010). Carvalho, Carlos ; Amonlirdviman, Kevin .
    In: Staff Reports.
    RePEc:fip:fednsr:430.

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  43. Firm-level internationalisation and the home bias puzzle. (2010). Kearney, Colm ; Berrill, Jenny.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:62:y::i:4:p:235-256.

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  44. Portfolio manager behavior and global financial crises. (2010). Feldman, Todd.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:75:y:2010:i:2:p:192-202.

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  45. Evolution of earnings-to-price ratios: International evidence. (2010). Eun, Cheol S. ; Lee, Jinsoo.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:2:p:125-137.

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  46. Convergence of EMU Equity Portfolios. (2009). Giofre', Maela.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2009:i:028.

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  47. The determinants of home bias puzzle in equity portfolio investment in Australia. (2009). Vo, Xuan Vinh.
    In: MPRA Paper.
    RePEc:pra:mprapa:26982.

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  48. Essai sur les déterminants empiriques de développement des marchés obligataires. (2009). Boukhatem, Jamel.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04140858.

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  49. Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière. (2009). Boubakri, Salem.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2009-5.

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  50. Essai sur les déterminants empiriques de développement des marchés obligataires. (2009). Boukhatem, Jamel.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2009-32.

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  51. Convergence of EMU Equity Portfolios. (2009). Giofre', Maela.
    In: CeRP Working Papers.
    RePEc:crp:wpaper:88.

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  52. Convergence of EMU Equity Portfolios. (2008). Giofre', Maela ; Giofre, Maela/M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:13927.

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  53. EMU Effects on Stock Markets: From Home Bias to Euro Bias. (2008). Giofre', Maela ; Giofre, Maela/M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:13926.

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  54. Volatility Spillovers between Equity and Currency Markets: Evidence from Major Latin American Countries. (2008). Lucia de las Nieves Morales, .
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:45:y:2008:i:132:p:185-215.

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  55. Assessing the potential for further foreign demand for U.S. assets: Has financing U.S. current account deficits made foreign investors overweight in U.S. securities?. (2008). Bertaut, Carol C..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:950.

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  56. Evaluating a non-linear asset pricing model on international data. (2008). Asgharian, Hossein ; Karlsson, Sonnie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:3:p:604-621.

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  57. The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness. (2007). Wu, Thomas ; Mondria, Jordi.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:669.

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  58. Do Foreign Investors chase or Impact Returns in Turkey?. (2007). Baklaci, Hasan F..
    In: Papers of the Annual IUE-SUNY Cortland Conference in Economics.
    RePEc:izm:prcdng:200702.

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  59. Empirical properties of currency risk in country index portfolios. (2007). Bhar, Ramaprasad ; Alaganar, V. T..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:47:y:2007:i:1:p:159-174.

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  60. Home sweet home: Home bias and international diversification among individual investors. (2007). Karlsson, Anders ; Norden, Lars.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:2:p:317-333.

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  61. Revisiting the home bias puzzle: Downside equity risk. (2006). Kräussl, Roman ; Pownall, Rachel ; Campbell, Rachel A. ; Kraussl, Roman.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200631.

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  62. Internationalization and the evolution of corporate valuation. (2006). Schmukler, Sergio ; Levine, Ross ; Gozzi, Juan Carlos.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3933.

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  63. International Risk Tolerance, Capital Market Failure and Capital Flows to Emerging Markets. (2006). Fitzgerald, Valpy.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:rp2006-35.

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  64. The role of fear in home-biased decision making: first insights from neuroeconomics. (2006). Plassmann, Hilke ; Mohr, Peter ; Kenning, Peter ; Walter, Henrik ; Erk, Susanne.
    In: MPRA Paper.
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  65. Is Home Bias in Assets Related to Home Bias in Goods?. (2006). Warnock, Francis ; van Wincoop, Eric.
    In: NBER Working Papers.
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  66. Foreign Participation in Local Currency Bond Markets. (2006). Warnock, Francis ; Burger, John.
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  67. Australian Government Balance Sheet Management. (2006). Sayegh, Amanda ; Au-Yeung, Wilson ; McDonald, Jason .
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  68. Do Foreigners Invest Less in Poorly Governed Firms?. (2006). Warnock, Francis ; Leuz, Christian ; Lins, Karl V..
    In: NBER Working Papers.
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  69. Currency Risk Premia in Global Stock Markets. (2006). Roache, Shaun K ; Merritt, Matthew D.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/194.

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  70. Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_005.

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  71. Why Does Sovereign Risk Differ for Domestic and Foreign Investors? Evidence from Scandinavia, 1938­­–1948. (2006). Waldenström, Daniel ; Waldenstrom, Daniel.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:0677.

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  72. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects.. (2006). AROURI, Mohamed.
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    RePEc:hal:wpaper:hal-00387109.

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  73. International asset allocation under regime switching, skew and kurtosis preferences. (2006). Guidolin, Massimo ; Timmerman, Allan.
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  74. Going global : the changing pattern of U.S. investment abroad. (2006). Aurelio, Marcela Meirelles.
    In: Economic Review.
    RePEc:fip:fedker:y:2006:i:qiii:p:5-32:n:v.91no.3.

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  75. Home bias among European investors from a Bayesian perspective. (2006). Hansson, Björn ; Asgharian, Hossein.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:5:p:397-410.

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  76. Local risk factors in emerging markets: Are they separately priced?. (2006). Majerbi, Basma ; Errunza, Vihang ; Carrieri, Francesca.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:4-5:p:444-461.

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  77. Geography or skills: What explains Fed watchers’ forecast accuracy of US monetary policy?. (2006). Fratzscher, Marcel ; Ehrmann, Michael ; Berger, Helge.
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  78. International Diversification at Home and Abroad. (2005). Warnock, Francis ; Cai, Fang.
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  79. International diversification at home and abroad. (2005). Warnock, Francis ; Cai, Fang.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2940.

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  80. Risk Appetite, Home Bias and the Unstable Demand for Emerging Market Assets. (2005). Babilis, Sofia ; Fitzgerald, Valpy .
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    RePEc:taf:irapec:v:19:y:2005:i:4:p:459-476.

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  81. Intégration financière et diversification internationale des portefeuilles. (2005). Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
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    RePEc:prs:ecoprv:ecop_0249-4744_2005_num_168_2_7423.

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  82. International Capital Flows, Returns and World Financial Integration. (2005). Hnatkovska, Viktoria ; Evans, Martin.
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  83. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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  84. Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis. (2005). Tesar, Linda ; Dominguez, Kathryn ; Auguste, Sebastian ; Kamil, Herman ; Kathryn M. E. Dominguez, .
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  85. An Empirical Examination of U.K. International Unit Trust Performance. (2005). Fletcher, Jonathan ; Marshall, Andrew.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:27:y:2005:i:2:p:183-206.

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  86. A Global View of the U.S. Investment Position. (2005). Swiston, Andrew J.
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  87. U.S. Mutual Fund Retail Investors in International Equity Markets; Is the Tail Wagging the Dog?. (2005). Ong, Li L ; Long, LI ; Li L Ong, ; Chan-Lau, Jorge A.
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  88. Does Sovereign Risk Differ for Domestic and Foreign Investors? Historical Evidence from Scandinavian Bond Markets. (2005). Waldenström, Daniel.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0585.

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  89. Asymmetric information and the lack of international portfolio diversification. (2005). Hatchondo, Juan.
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  90. Supply matters for asset prices: evidence from IPOs in emerging markets. (2005). Larrain, Borja ; Braun, Matias.
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  91. How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area. (2005). Moerman, G. A..
    In: ERIM Report Series Research in Management.
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  92. Cost of Capital and Cash Flow Effects of U.S. Cross Listings. (2005). Leuz, Christian ; Hail, Luzi.
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  93. Cross-border diversification in bank asset portfolios. (2005). Ostergaard, Charlotte ; Driscoll, John ; Buch, Claudia M.
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  94. Bond Market and Stock Market Integration in Europe. (2005). Jansen, W. Jos ; Berben, Robert-Paul.
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  95. International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects.. (2004). El Hedi, AROURI Mohamed .
    In: International Finance.
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  136. Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres. (2002). Schmukler, Sergio ; Claessens, Stijn ; Klingebiel, Daniela .
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  137. An Evaluation of International Asset Pricing Models. (2002). Dahlquist, Magnus ; Sallstrom, Torbjorn.
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  138. Corporate Governance and the Home Bias. (2001). Stulz, René ; Pinkowitz, Lee ; Williamson, Rohan .
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  139. A Simple Measure of the Intensity of Capital Controls. (2001). Edison, Hali ; Warnock, Francis E.
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  140. Foreigners´ Trading and Price Effects Across Firms. (2001). Robertsson, Goran ; Dahlquist, Magnus.
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  141. Foreigners Trading and Price Effects Across Firms. (2001). Robertsson, Goran ; Dahlquist, Magnus.
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