Title of article :
International portfolio choice, liquidity constraints and the home equity bias puzzle
Author/Authors :
Alexander Michaelides، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Keywords :
Jump process , Conditional heteroskedasticity , Monte-Carlo test , Exact test , Bounds test
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control