Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
American Economic Review
vol. 94,
no. 2, May 2004
(pp. 126-133)
Citation
Hau, Harald, and Hélène Rey. 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?" American Economic Review, 94 (2): 126-133. DOI: 10.1257/0002828041302389JEL Classification
- F31 Foreign Exchange
- F32 Current Account Adjustment; Short-term Capital Movements
- G11 Portfolio Choice; Investment Decisions
- G15 International Financial Markets