Capital Controls and International Portfolio Theory : A Microeconomic Approach

A Microeconomic Approach

Capital Controls and International Portfolio Theory : A Microeconomic Approach
This paper examines the effects of capital controls on asset prices. A closed-form valuation model by Eun and Janakirimanan (1986) is extended to analyze the impact of three restrictions on international portfolio investment: a percentage quantity constraint on the amount of foreign securities a domestic resident may hold in her portfolio; a... READ MORE...

Publication date: June 1990
ISBN 9781451970579
$15.00

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