Puzzling exchange rate dynamics and delayed portfolio adjustment
Year of publication: |
2021
|
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Authors: | Bacchetta, Philippe ; Van Wincoop, Eric |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 131.2021, p. 1-25
|
Subject: | Delayed overshooting | Fama puzzle | Portfolio frictions | Predictability reversal | Wechselkurs | Exchange rate | Portfolio-Management | Portfolio selection | Overshooting | Wechselkurstheorie | Exchange rate theory | Zins | Interest rate | Volatilität | Volatility |
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