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Volumn 94, Issue 2, 2004, Pages 126-133

Can portfolio rebalancing explain the dynamics of equity returns, equity flows, and exchange rates?

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EID: 4043163439     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/0002828041302389     Document Type: Conference Paper
Times cited : (144)

References (16)
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    • (1985) Handbook of International Economics , pp. 749-805
    • Branson, W.H.1    Henderson, D.W.2
  • 2
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    • Monetary disturbances matter for business fluctuations in the G-7
    • September
    • Canova, Fabio and De Nicolo, Gianni. "Monetary Disturbances Matter for Business Fluctuations in the G-7." Journal of Monetary Economics, September 2002, 49(6), pp. 1131-59.
    • (2002) Journal of Monetary Economics , vol.49 , Issue.6 , pp. 1131-1159
    • Canova, F.1    De Nicolo, G.2
  • 3
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    • Order flow and exchange rate dynamics
    • February
    • Evans, Martin and Lyons, Richard. "Order Flow and Exchange Rate Dynamics." Journal of Political Economy, February 2002, 170(1), pp. 170-80.
    • (2002) Journal of Political Economy , vol.170 , Issue.1 , pp. 170-180
    • Evans, M.1    Lyons, R.2
  • 7
    • 0005173268 scopus 로고    scopus 로고
    • The U.S. System for measuring cross-border investment in securities: A primer with a discussion of recent developments
    • October
    • Griever, William L.; Lee, Gary A.; Warnock, Francis E. and Cleaver, Chad. "The U.S. System for Measuring Cross-Border Investment in Securities: A Primer with a Discussion of Recent Developments." Federal Reserve Bulletin, October 2001, 87(10), pp. 633-51.
    • (2001) Federal Reserve Bulletin , vol.87 , Issue.10 , pp. 633-651
    • Griever, W.L.1    Lee, G.A.2    Warnock, F.E.3    Cleaver, C.4
  • 8
    • 0036215249 scopus 로고    scopus 로고
    • How has the euro changed the foreign exchange market?
    • April
    • Hau, Harald; Killeen, William and Moore, Michael. "How Has the Euro Changed the Foreign Exchange Market?" Economic Policy, April 2002, 17(1), pp. 151-77.
    • (2002) Economic Policy , vol.17 , Issue.1 , pp. 151-177
    • Hau, H.1    Killeen, W.2    Moore, M.3
  • 11
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    • Balance of payment and the foreign exchange market: A dynamic partial equilibrium model
    • Jagdeep Bhandari and Bluford Putnam, eds., Cambridge, MA: MIT Press
    • Kouri, Pentti J. K. "Balance of Payment and the Foreign Exchange Market: A Dynamic Partial Equilibrium Model," in Jagdeep Bhandari and Bluford Putnam, eds., Economic interdependance and flexible exchange rates. Cambridge, MA: MIT Press, 1982, pp. 116-56.
    • (1982) Economic Interdependance and Flexible Exchange Rates , pp. 116-156
    • Kouri, P.J.K.1
  • 14
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    • Ph.D. dissertation, Norwegian School of Management, Sandvika, Norway
    • Rime, Dagfinn. "Trading in Foreign Exchange Markets." Ph.D. dissertation, Norwegian School of Management, Sandvika, Norway, 2001.
    • (2001) Trading in Foreign Exchange Markets
    • Rime, D.1


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