Showing 1 - 10 of 17,716
We lay out a model of risk capacity for global portfolio investors in which swings in exchange rates can affect their risk-taking capacity in a Value-at-Risk framework. Exchange rate fluctuations induce shifts in portfolio holdings of global investors, even in the absence of currency mismatches...
Persistent link: https://www.econbiz.de/10013306223
Persistent link: https://www.econbiz.de/10012817325
Persistent link: https://www.econbiz.de/10011450882
Persistent link: https://www.econbiz.de/10012239677
. Second, we propose a sectoral dataset to test the insights from the theory. Our theoretical model shows that in a …
Persistent link: https://www.econbiz.de/10013318725
Persistent link: https://www.econbiz.de/10000752937
Persistent link: https://www.econbiz.de/10000780350
Persistent link: https://www.econbiz.de/10000347656
Persistent link: https://www.econbiz.de/10010533150