Portfolio rebalancing in times of stress
Andreas M. Fischer, Rafael P. Greminger, Christian Grisse, Sylvia Kaufmann
| Year of publication: |
2021
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|---|---|
| Authors: | Fischer, Andreas M. ; Greminger, Rafael P. ; Grisse, Christian ; Kaufmann, Sylvia |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 113.2021, p. 1-24
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2021.102360 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012798510