Cross-border equity portfolio choices and the diversification motive: A fractional regression approach

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 121
Issue: 2
Pages: 282-286

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using a panel fractional regression model to evaluate the determinants of shares of international investment positions, we find some strong empirical support to the claim that a diversification motive is relevant. It turns out that less synchronized economies attract larger portfolio investment shares. The utmost relevance of trade relationships among countries in shaping international investment positions is also confirmed.

Technical Details

RePEc Handle
repec:eee:ecolet:v:121:y:2013:i:2:p:282-286
Journal Field
General
Author Count
3
Added to Database
2026-01-29