Hali J Edison
Biographic Data
| ID | 5805742 |
|---|---|
| NAME | Hali J Edison |
| GIVEN NAMES | Hali J |
| FAMILY NAME | Edison |
| SIGNATURE | EDISON H J |
| AFFILIATIONS | Federal Reserve |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 5 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2000 |
| LATEST PUBLICATION YEAR | 2004 |
| H-INDEX | 2 |
U.S. Investors' Emerging Market Equity Portfolios
We analyze a unique data set and uncover a remarkable result that casts a new light on the home bias phenomenon. The data are comprehensive, security-level holdings of emerging market equities by U.S. investors. We document that at a point in time U.S. portfolios are tilted towards firms that are large, have fewer restrictions on foreign ownership, or are cross-listed on a U.S. exchange. The size of the cross-listing effect is striking. In contra…
Stopping hot money
Asset Bubbles, Leverage and ‘Lifeboats’
Collapsing credit markets have been blamed for the depth and persistence of the Great Depression in the United States. Could similar mechanisms have played a role in ending the East Asian economic miracle – and in creating fragility in global financial markets? After a brief account of the nature of the East Asian crises of 1997/8, we use the framework of highly‐leveraged, fully‐collaterised firms due to Kiyotaki and Moore (1997) to explore the i…
Stopping hot money
Asset Bubbles, Leverage and ‘Lifeboats’
Collapsing credit markets have been blamed for the depth and persistence of the Great Depression in the United States. Could similar mechanisms have played a role in ending the East Asian economic miracle – and in creating fragility in global financial markets? After a brief account of the nature of the East Asian crises of 1997/8, we use the framework of highly‐leveraged, fully‐collaterised firms due to Kiyotaki and Moore (1997) to explore the i…
Asset Bubbles, Leverage and ‘Lifeboats’
Collapsing credit markets have been blamed for the depth and persistence of the Great Depression in the United States. Could similar mechanisms have played a role in ending the East Asian economic miracle – and in creating fragility in global financial markets? After a brief account of the nature of the East Asian crises of 1997/8, we use the framework of highly‐leveraged, fully‐collaterised firms due to Kiyotaki and Moore (1997) to explore the i…
Stopping hot money
U.S. Investors' Emerging Market Equity Portfolios
We analyze a unique data set and uncover a remarkable result that casts a new light on the home bias phenomenon. The data are comprehensive, security-level holdings of emerging market equities by U.S. investors. We document that at a point in time U.S. portfolios are tilted towards firms that are large, have fewer restrictions on foreign ownership, or are cross-listed on a U.S. exchange. The size of the cross-listing effect is striking. In contra…
Economics (3 works) · Monetary economics (3 works) · Banking stability, regulation, efficiency (2 works) · Business (2 works) · Finance (2 works) · Global Financial Crisis and Policies (2 works) · Asset (computer security (1 work) · Boom (1 work) · Bust (1 work) · Capital (architecture (1 work)