International Capital Markets

ISBN-10: 184064723X
ISBN-13: 9781840647235
Series: International Capital Markets
Pages: 1752
Language: English
Published: 2003
Publisher: Edward Elgar
Authors: René M. Stulz, G. Andrew Karolyi

Description

The editors of this work have selected the most important papers on the subject of international capital markets to make an authoritative collection. Volume I considers theories of international portfolio choice and asset pricing, and also looks at empirical evidence on international asset pricing models. Volume II covers international portfolio diversification, as well as interest and exchange rates. Volume III includes articles on theories of barriers to international investments; empirical evidence on impact barriers to international investments; international capital flows; and anomalies in international capital markets. The book is designed to be an valuable source of reference for researchers and students alike.