Portfolio rebalancing in times of stress
Andreas M. Fischer, Rafael Greminger and Christian Grisse
| Year of publication: |
June 2017 ; This version: June 2017
|
|---|---|
| Authors: | Fischer, Andreas M. ; Greminger, Rafael P. ; Grisse, Christian |
| Publisher: |
Zurich : Swiss National Bank |
| Subject: | Portfolio rebalancing | equity flows | exchange rates | financial stress | structural VAR | sign restrictions | regime switching | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | Schock | Shock | Portfolio-Investition | Foreign portfolio investment | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Schätzung | Estimation | Kapitalmobilität | Capital mobility | Volatilität | Volatility | Geldpolitik | Monetary policy |
freely available
| Extent: | 1 Online-Ressource (circa 39 Seiten) Illustrationen |
|---|---|
| Series: | SNB working papers. - Zürich : SNB, ISSN 1660-7724, ZDB-ID 2162104-4. - Vol. 2017, 11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011735807