Portfolio rebalancing in times of stress
Andreas M Fischer, Rafael P. Greminger, Christian Grisse and Sylvia Kaufmann
| Year of publication: |
07 February 2021
|
|---|---|
| Authors: | Fischer, Andreas M. ; Greminger, Rafael P. ; Grisse, Christian ; Kaufmann, Sylvia |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Portfolio rebalancing | Equity Flows | Exchange Rates | financial stress | structural VAR,sign restrictions | regime switching | Portfolio-Management | Portfolio selection | Schock | Shock | VAR-Modell | VAR model | Welt | World | Kapitalmobilität | Capital mobility | Wechselkurs | Exchange rate | Schätzung | Estimation | Portfolio-Investition | Foreign portfolio investment |
| Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP15777 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012435600