Australia's Bond Home Bias

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Anil V. Mishra; Umaru B. Conteh;
  • Journal: Review of Pacific Basin Financial Markets and Policies,volume 17,issue 1,pages1,450,001-1
  • Subject: Coordinated portfolio investment survey, float bond home bias, quality of institutions, Arellano–Bover/Blundell–Bond, G15, G23
    • jel: jel:G1 | jel:G2 | jel:G3

This paper constructs the float adjusted measure of home bias and explores the determinants of bond home bias by employing the International Monetary Fund's high quality dataset (2001 to 2009) on cross-border bond investment. The paper finds that Australian investors' p... View more
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