Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
Year of publication: |
May 2004
|
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Authors: | Hau, Harald |
Other Persons: | Rey, Helene (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Schätzung | Estimation | Währungsrisiko | Exchange rate risk | Schock | Shock | Industrieländer | Industrialized countries |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w10476 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w10476 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Can portfolio rebalancing explain the dynamics of equity returns, equity flows, and exchange rates?
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Can portfolio rebalancing explain the dynamics of equity returns, equity flows, and exchange rates?
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