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International equity flows and the predictability of US stock returns

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Exchange rates, equity prices, and capital flows

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Foreign portfolio capital flows and stock returns : a study of Brazilian listed firms

Loncan, Tiago Rodrigues; Caldeira, João F. - In: Estudos econômicos : publicação trimestral do … 45 (2015) 4, pp. 859-895

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Exchange rate, equity prices and capital flows

Hau, Harald; Rey, Hélène - 2002

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Exchange Rate, Equity Prices and Capital Flows

Hau, Harald - 2010

We develop an equilibrium model in which exchange rates, stock prices and capital flows are jointly determined under incomplete forex risk trading. Incomplete hedging of forex risk, documented for U.S. global mutual funds, has three important implications: 1) exchange rates are almost as...

Persistent link: https://www.econbiz.de/10012762881