Can portfolio rebalancing explain the dynamics of equity returns, equity flows, and exchange rates?
by Harald Hau and Hélène Rey
| Year of publication: |
2004
|
|---|---|
| Authors: | Hau, Harald ; Rey, Hélène |
| Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 94.2004, 2, p. 126-133
|
| Subject: | Portfolio-Investition | Foreign portfolio investment | Kapitaleinkommen | Capital income | Währungsrisiko | Exchange rate risk | Schock | Shock | Aktienmarkt | Stock market | Schätzung | Estimation | Industrieländer | Industrialized countries |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002159538