A dynamic equilibrium model of imperfectly integrated financial markets
type: Item
instance of: scholarly article
title: A dynamic equilibrium model of imperfectly integrated financial markets
zbMATH Open document ID: 1309.91131
author: Harjoat S. Bhamra
author: Nicolas Coeurdacier
author: Stéphane Guibaud
published in: Journal of Economic Theory
publication date: 2014-11-19T00:00:00Z
full work available at URL: wp200524.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6370839
zbMATH Keywords: two trees
zbMATH Keywords: asset pricing with heterogeneous investors
zbMATH Keywords: home bias in portfolios
zbMATH Keywords: international stock return correlations
zbMATH Keywords: financial integration
MaRDI profile type: Publication
OpenAlex ID: W3023685791
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DOI: 10.1016/J.JET.2014.09.011
description: scientific article; zbMATH DE number 6370839