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Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
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Cited by:
- Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E. & Wongswan, Jon, 2014.
"Uncovered Equity Parity and rebalancing in international portfolios,"
Journal of International Money and Finance, Elsevier, vol. 47(C), pages 86-99.
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014. "Uncovered Equity Parity and Rebalancing in International Portfolios," NBER Working Papers 19963, National Bureau of Economic Research, Inc.
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014. "Uncovered Equity Parity and Rebalancing in International Portfolios," International Finance Discussion Papers 1103, Board of Governors of the Federal Reserve System (U.S.).
- De Santis, Roberto A. & Sarno, Lucio, 2008. "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series 883, European Central Bank.
- Matteo Maggiori & Brent Neiman & Jesse Schreger, 2020.
"International Currencies and Capital Allocation,"
Journal of Political Economy, University of Chicago Press, vol. 128(6), pages 2019-2066.
- Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018. "International Currencies and Capital Allocation," CEPR Discussion Papers 12973, C.E.P.R. Discussion Papers.
- Matteo Maggiori & Brent Neiman & Jesse Schreger, 2018. "International Currencies and Capital Allocation," NBER Working Papers 24673, National Bureau of Economic Research, Inc.
- Dr. Romain Baeriswyl & Alex Oktay & Dr. Marc-Antoine Ramelet, 2023. "Exchange rate shocks and equity prices: the role of currency denomination," Working Papers 2023-05, Swiss National Bank.
- Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2019. "Uncovered equity “disparity” in emerging markets," Journal of International Money and Finance, Elsevier, vol. 98(C), pages 1-1.
- Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2010.
"International portfolios, capital accumulation and foreign assets dynamics,"
Journal of International Economics, Elsevier, vol. 80(1), pages 100-112, January.
- Kollmann, Robert & Martin, Philippe & Coeurdacier, Nicolas, 2008. "International Portfolios, Capital Accumulation and Foreign Assets Dynamics," CEPR Discussion Papers 6902, C.E.P.R. Discussion Papers.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," SciencePo Working papers Main hal-01052901, HAL.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Post-Print hal-01052901, HAL.
- Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J., 2008. "International portfolios, capital accumulation and foreign assets dynamics," Discussion Paper Series 1: Economic Studies 2008,19, Deutsche Bundesbank.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios, capital accumulation and foreign assets dynamics," Globalization Institute Working Papers 27, Federal Reserve Bank of Dallas.
- Cumperayot, Phornchanok & Keijzer, Tjeert & Kouwenberg, Roy, 2006. "Linkages between extreme stock market and currency returns," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 528-550, April.
- Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2015. "Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 116-141.
- Thomas Nitschka, 2007. "Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies," IEW - Working Papers 340, Institute for Empirical Research in Economics - University of Zurich.
- Philip R. Lane & Gian Maria Milesi-Ferretti, 2007.
"A Global Perspective on External Positions,"
NBER Chapters, in: G7 Current Account Imbalances: Sustainability and Adjustment, pages 67-102,
National Bureau of Economic Research, Inc.
- Philip Lane & Gian Maria Milesi-Ferreti, 2005. "A Global Perspective on External Positions," Trinity Economics Papers tep16, Trinity College Dublin, Department of Economics.
- Milesi-Ferretti, Gian Maria & Lane, Philip, 2005. "A Global Perspective on External Positions," CEPR Discussion Papers 5234, C.E.P.R. Discussion Papers.
- Mr. Gian M Milesi-Ferretti & Mr. Philip R. Lane, 2005. "A Global Perspectiveon External Positions," IMF Working Papers 2005/161, International Monetary Fund.
- Philip Lane & Gian Maria Milesi-Ferreti, 2005. "A Global Perspective on External Positions," Trinity Economics Papers 2000516, Trinity College Dublin, Department of Economics.
- Philip R. Lane & Gian Maria Milesi-Ferretti, 2005. "A Global Perspective on External Positions," NBER Working Papers 11589, National Bureau of Economic Research, Inc.
- Philip Lane & Gian Maria Milesi-Ferretti, 2005. "A Global Perspective on External Positions," The Institute for International Integration Studies Discussion Paper Series iiisdp079, IIIS.
- Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 529, European Central Bank.
- Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006.
"Optimal currency shares in international reserves: The impact of the euro and the prospects for the dollar,"
Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 508-547, December.
- Papaioannou, Elias & Portes, Richard & Siourounis, Gregorios, 2006. "Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar," Working Paper Series 694, European Central Bank.
- Portes, Richard & Papaioannou, Elias & Siourounis, Gregorios, 2006. "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," CEPR Discussion Papers 5734, C.E.P.R. Discussion Papers.
- Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006. "Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar," NBER Working Papers 12333, National Bureau of Economic Research, Inc.
- Elias Papaioannou & Richard Portes & Gregorios Siourounis, 2006. "Optimal Currency Shares in Iternational Reserves: The Impact of the Euro and the Prospects for the Dollar," Post-Print halshs-00754634, HAL.
- Oloko, Tirimisiyu F., 2018. "Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria," Research in International Business and Finance, Elsevier, vol. 45(C), pages 219-232.
- Porras, Eva & Ülkü, Numan, 2015. "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 111-126.
- Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011.
"Can oil prices forecast exchange rates?,"
Working Papers
11-34, Federal Reserve Bank of Philadelphia.
- Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Economics Working Papers 1461, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
- Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
- Domenico Ferraro & Kenneth Rogoff & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona School of Economics.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
- Heeho Kim, 2017. "The Spatial Impact of Cultural Distances on Home Bias across Asian Emerging Markets," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 45(1), pages 81-101, March.
- John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara, 2008.
"Two Trees,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 347-385, January.
- Cochrane, John. H. & Longstaff, Francis A. & Santa-Clara, Pedro, 2004. "Two Trees," University of California at Los Angeles, Anderson Graduate School of Management qt6mt207w2, Anderson Graduate School of Management, UCLA.
- Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021.
"Stock markets and exchange rate behavior of the BRICS,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
- Yang, Sheng-Ping, 2017. "Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries," Pacific-Basin Finance Journal, Elsevier, vol. 46(PB), pages 337-354.
- Bing, Tao & Ma, Hongkun, 2021. "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 384-396.
- Bippus, Balduin & Lloyd, Simon & Ostry, Daniel, 2023.
"Granular banking flows and exchange-rate dynamics,"
Bank of England working papers
1043, Bank of England.
- Bippus, B. & Lloyd, S. & Ostry, D., 2023. "Granular Banking Flows and Exchange-Rate Dynamics," Janeway Institute Working Papers 2314, Faculty of Economics, University of Cambridge.
- Müller-Plantenberg, Nikolas A., 2010. "Balance of payments accounting and exchange rate dynamics," International Review of Economics & Finance, Elsevier, vol. 19(1), pages 46-63, January.
- Renée Fry & Adrian Pagan, 2011.
"Sign Restrictions in Structural Vector Autoregressions: A Critical Review,"
Journal of Economic Literature, American Economic Association, vol. 49(4), pages 938-960, December.
- Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," NCER Working Paper Series 57, National Centre for Econometric Research.
- Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," CAMA Working Papers 2010-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Haselmann, Rainer & Herwartz, Helmut, 2010. "The introduction of the Euro and its effects on portfolio decisions," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 94-110, February.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2021.
"Foreign Safe Asset Demand and the Dollar Exchange Rate,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2018. "Foreign Safe Asset Demand and the Dollar Exchange Rate," NBER Working Papers 24439, National Bureau of Economic Research, Inc.
- Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers 3621, Stanford University, Graduate School of Business.
- Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2019. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers 3775, Stanford University, Graduate School of Business.
- Coeurdacier, Nicolas, 2009.
"Do trade costs in goods market lead to home bias in equities?,"
Journal of International Economics, Elsevier, vol. 77(1), pages 86-100, February.
- Coeurdacier, Nicolas, 2006. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," ESSEC Working Papers DR 06011, ESSEC Research Center, ESSEC Business School.
- Nicolas Coeurdacier, 2009. "Do trade costs in goods market lead to home bias in equities?," Post-Print hal-03602479, HAL.
- Coeurdacier, Nicolas, 2008. "Do Trade Costs in Goods Market Lead to Home Bias in Equities?," CEPR Discussion Papers 6991, C.E.P.R. Discussion Papers.
- Nicolas Coeurdacier, 2006. "Do trade costs in goods market lead to home bias in equities?," 2006 Meeting Papers 111, Society for Economic Dynamics.
- Robert Kollmann & Nicolas Coeurdacier, 2008.
"International Portfolios, Current Account Dynamics and Capital Accumulation,"
2008 Meeting Papers
817, Society for Economic Dynamics.
- Robert Kollmann & Nicolas Coeurdacier & Philippe Martin, 2008. "International portfolios, current account dynamics and capital accumulation," ULB Institutional Repository 2013/13410, ULB -- Universite Libre de Bruxelles.
- Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P., 2015.
"Real financial market exchange rates and capital flows,"
Journal of International Money and Finance, Elsevier, vol. 54(C), pages 50-69.
- Gelman, Maria & Jochem, Axel & Reitz, Stefan, 2013. "Real financial market exchange rates and capital flows," Discussion Papers 50/2013, Deutsche Bundesbank.
- Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P., 2014. "Real financial market exchange rates and capital flows," Kiel Working Papers 1945, Kiel Institute for the World Economy (IfW Kiel).
- Koijen, Ralph & Yogo, Motohiro, 2020.
"Exchange Rates and Asset Prices in a Global Demand System,"
CEPR Discussion Papers
14874, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Motohiro Yogo, 2020. "Exchange Rates and Asset Prices in a Global Demand System," Working Papers 2020-33, Princeton University. Economics Department..
- Ralph S. J. Koijen & Motohiro Yogo, 2020. "Exchange Rates and Asset Prices in a Global Demand System," NBER Working Papers 27342, National Bureau of Economic Research, Inc.
- Heeho Kim & Sanguk Kwon & Youn Seol, 2022. "Currency Bias of Sovereign Wealth Fund Investments," Korean Economic Review, Korean Economic Association, vol. 38, pages 415-443.
- Goldberg, Linda S. & Krogstrup, Signe, 2023.
"International capital flow pressures and global factors,"
Journal of International Economics, Elsevier, vol. 146(C).
- Linda S. Goldberg & Signe Krogstrup, 2022. "International Capital Flow Pressures and Global Factors," NBER Chapters, in: NBER International Seminar on Macroeconomics 2022, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," NBER Working Papers 30887, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Signe Krogstrup, 2023. "International Capital Flow Pressures and Global Factors," Staff Reports 1051, Federal Reserve Bank of New York.
- Krogstrup, Signe & Goldberg, Linda S., 2023. "International Capital Flow Pressures and Global Factors," CEPR Discussion Papers 17833, C.E.P.R. Discussion Papers.
- Sami Alpanda & Uluc Aysun & Serdar Kabaca, 2022.
"International Portfolio Rebalancing and Fiscal Policy Spillovers,"
Working Papers
2022-01, University of Central Florida, Department of Economics.
- Sami Alpanda & Uluc Aysun & Serdar Kabaca, 2023. "International Portfolio Rebalancing and Fiscal Policy Spillovers," Staff Working Papers 23-56, Bank of Canada.
- Abbass, Kashif & Sharif, Arshian & Song, Huaming & Ali, Malik Tayyab & Khan, Farina & Amin, Nabila, 2022. "Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach," Resources Policy, Elsevier, vol. 77(C).
- Kyungkeun Kim & Dongwon Lee, 2017. "Equity Market Globalization and Portfolio Rebalancing," Working Papers 2017-17, Economic Research Institute, Bank of Korea.
- Harald Hau & Massimo Massa & Joel Peress, 2010.
"Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1681-1717, April.
- Massa, Massimo & Hau, Harald & Peress, Joël, 2005. "Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change," CEPR Discussion Papers 4862, C.E.P.R. Discussion Papers.
- repec:tcd:wpaper:tep16 is not listed on IDEAS
- Pietro Cova & Mr. Alessandro Rebucci & Mr. Akito Matsumoto & Massimiliano Pisani, 2008. "New Shocks, Exchange Rates and Equity Prices," IMF Working Papers 2008/284, International Monetary Fund.
- Hau, Harald, 2014.
"The exchange rate effect of multi-currency risk arbitrage,"
Journal of International Money and Finance, Elsevier, vol. 47(C), pages 304-331.
- Hau, Harald, 2009. "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," CEPR Discussion Papers 7348, C.E.P.R. Discussion Papers.
- Harald Hau, 2012. "The Exchange Rate Effect of Multi-Currency Risk Arbitrage," Swiss Finance Institute Research Paper Series 12-07, Swiss Finance Institute.
- Bhamra, Harjoat S. & Coeurdacier, Nicolas & Guibaud, Stéphane, 2014.
"A dynamic equilibrium model of imperfectly integrated financial markets,"
Journal of Economic Theory, Elsevier, vol. 154(C), pages 490-542.
- Nicolas Coeurdacier & Stéphane Guibaud, 2005. "A dynamic equilibrium model of imperfectly integrated financial markets," PSE Working Papers halshs-00590775, HAL.
- Harjoat Bhamra & Nicolas Coeurdacier & Stéphane Guibaud, 2014. "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," SciencePo Working papers Main hal-03393013, HAL.
- Coeurdacier, Nicolas & Guibaud, Stéphane, 2006. "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," ESSEC Working Papers DR 06014, ESSEC Research Center, ESSEC Business School.
- Harjoat Bhamra & Nicolas Coeurdacier & Stéphane Guibaud, 2014. "A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets," Post-Print hal-03393013, HAL.
- Nicolas Coeurdacier & Stéphane Guibaud, 2005. "A dynamic equilibrium model of imperfectly integrated financial markets," Working Papers halshs-00590775, HAL.
- Serdar Kabaca, 2016. "Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach," Staff Working Papers 16-55, Bank of Canada.
- Thomas Nitschka, 2005.
"The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability,"
Money Macro and Finance (MMF) Research Group Conference 2005
22, Money Macro and Finance Research Group.
- Nitschka, Thomas, 2006. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Technical Reports 2006,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Nyborg, Kjell G. & Östberg, Per, 2014.
"Money and liquidity in financial markets,"
Journal of Financial Economics, Elsevier, vol. 112(1), pages 30-52.
- Kjell G. NYBORG & Per OSTBERG, 2010. "Money and Liquidity in Financial Markets," Swiss Finance Institute Research Paper Series 10-25, Swiss Finance Institute.
- Nyborg, Kjell & Östberg, Per, 2010. "Money and Liquidity in Financial Markets," CEPR Discussion Papers 7905, C.E.P.R. Discussion Papers.
- David O. Cushman & Janice Boucher Breuer, 2007.
"Exchange rates and international financial assets: A special issue in honor of Stanley W. Black,"
Review of Financial Economics, John Wiley & Sons, vol. 16(3), pages 231-234.
- Cushman, David O. & Breuer, Janice Boucher, 2007. "Exchange rates and international financial assets: A special issue in honor of Stanley W. Black," Review of Financial Economics, Elsevier, vol. 16(3), pages 231-234.
- Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2010.
"International portfolios, capital accumulation and foreign assets dynamics,"
Journal of International Economics, Elsevier, vol. 80(1), pages 100-112, January.
- Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J., 2008. "International portfolios, capital accumulation and foreign assets dynamics," Discussion Paper Series 1: Economic Studies 2008,19, Deutsche Bundesbank.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," SciencePo Working papers hal-01052901, HAL.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Post-Print hal-01052901, HAL.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009. "International portfolios, capital accumulation and foreign assets dynamics," Globalization Institute Working Papers 27, Federal Reserve Bank of Dallas.
- Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010. "International portfolios, capital accumulation and foreign assets dynamics," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
- Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2008. "International Portfolios, Capital Accumulation and Foreign Assets Dynamics," CEPR Discussion Papers 6902, C.E.P.R. Discussion Papers.
- Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015.
"Understanding FX Liquidity,"
The Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3073-3108.
- Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013. "Understanding FX Liquidity," Working Papers on Finance 1315, University of St. Gallen, School of Finance, revised Apr 2015.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "International portfolio rebalancing and exchange rate fluctuations in Thailand," BIS Working Papers 287, Bank for International Settlements.
- repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p80a37 is not listed on IDEAS
- Pierre-Olivier Gourinchas & Hélène Rey & Maxime Sauzet, 2019.
"The International Monetary and Financial System,"
Annual Review of Economics, Annual Reviews, vol. 11(1), pages 859-893, August.
- Pierre-Olivier Gourinchas & Hélène Rey & Maxime Sauzet, 2019. "The International Monetary and Financial System," NBER Working Papers 25782, National Bureau of Economic Research, Inc.
- Rey, Hélène & Gourinchas, Pierre-Olivier & Sauzet, Maxime, 2019. "The International Monetary and Financial System," CEPR Discussion Papers 13714, C.E.P.R. Discussion Papers.
- Gourinchas, Pierre-Olivier & Rey, Hélène & Sauzet, Maxime, 2019. "The International Monetary and Financial System," Department of Economics, Working Paper Series qt19n967tz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Hadiwibowo, Yuniarto & Komatsu, Masaaki, 2011. "Trilemma and macroeconomic policies under different financial structures in Indonesia," Journal of Asian Economics, Elsevier, vol. 22(4), pages 302-310, August.
- Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2018. "Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 231-247.
- Sahoo, Ganeswar, 2010. "International Capital Flows: An empirical study of the relationship between equity and debt investments," MPRA Paper 24797, University Library of Munich, Germany.
- Thomas Nitschka, 2009. "Momentum in stock market returns, risk premia on foreign currencies and international financial integration," IEW - Working Papers 405, Institute for Empirical Research in Economics - University of Zurich.
- Linda S. Goldberg & Signe Krogstrup, 2018.
"International Capital Flow Pressures,"
NBER Working Papers
24286, National Bureau of Economic Research, Inc.
- Linda S. Goldberg & Signe Krogstrup, 2018. "International capital flow pressures," Staff Reports 834, Federal Reserve Bank of New York.
- Ms. Linda S. Goldberg & Signe Krogstrup, 2018. "International Capital Flow Pressures," IMF Working Papers 2018/030, International Monetary Fund.
- Chang Shu & Dong He & Jinyue Dong & Honglin Wang, 2016. "Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets," BIS Working Papers 579, Bank for International Settlements.
- Fischer, Andreas M. & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021.
"Portfolio rebalancing in times of stress,"
Journal of International Money and Finance, Elsevier, vol. 113(C).
- Andreas M. Fischer & Rafael Greminger & Dr. Christian Grisse, 2017. "Portfolio rebalancing in times of stress," Working Papers 2017-11, Swiss National Bank.
- Fischer, Andreas & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021. "Portfolio rebalancing in times of stress," CEPR Discussion Papers 15777, C.E.P.R. Discussion Papers.
- Andreas M. Fischer & Rafael Greminger & Christian Grisse, 2017. "Portfolio Rebalancing in Times of Stress," Globalization Institute Working Papers 322, Federal Reserve Bank of Dallas.
- Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2020. "The foreign exchange and stock market nexus: New international evidence," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 240-266.
- Chayawadee Chai-Anant & Corinna Ho, 2008. "Understanding Asian equity flows, market returns and exchange rates," BIS Working Papers 245, Bank for International Settlements.
- Evans, Martin D.D. & Hnatkovska, Viktoria V., 2014.
"International capital flows, returns and world financial integration,"
Journal of International Economics, Elsevier, vol. 92(1), pages 14-33.
- Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005. "International Capital Flows, Returns and World Financial Integration," Working Papers gueconwpa~05-05-17, Georgetown University, Department of Economics.
- Martin D. D. Evans & Viktoria Hnatkovska, 2005. "International Capital Flows, Returns and World Financial Integration," NBER Working Papers 11701, National Bureau of Economic Research, Inc.
- Martin D D Evans & Viktoria Hnatkovska, 2006. "International Capital Flows Returns and World Financial Integration," 2006 Meeting Papers 60, Society for Economic Dynamics.
- Nathan, Daniel & Ben Zeev, Nadav, 2022.
"Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination,"
MPRA Paper
112909, University Library of Munich, Germany.
- Nadav Ben Zeev & Daniel Nathan, 2023. "Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination," Working Papers 2315, Ben-Gurion University of the Negev, Department of Economics.
- Chaban, Maxym, 2009. "Commodity currencies and equity flows," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 836-852, September.
- Boubekeur Baba & Güven Sevil, 2021. "Bayesian analysis of time-varying interactions between stock returns and foreign equity flows," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
- Ranaldo, Angelo & Somogyi, Fabricius, 2021.
"Asymmetric information risk in FX markets,"
Journal of Financial Economics, Elsevier, vol. 140(2), pages 391-411.
- Angelo Ranaldo & Fabricius Somogyi, 2018. "Asymmetric Information Risk in FX Markets," Working Papers on Finance 1820, University of St. Gallen, School of Finance, revised Apr 2020.
- Sameer Khatiwada, 2017. "Quantitative Easing by the Fed and International Capital Flows," IHEID Working Papers 02-2017, Economics Section, The Graduate Institute of International Studies.
- Sokhanvar, Amin & Çiftçioğlu, Serhan & Hammoudeh, Shawkat, 2024. "Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine," Research in International Business and Finance, Elsevier, vol. 67(PB).
- Marques, Luis B, 2007. "The Costs to Consumers of a Depreciated Conversion Rate to the Euro," MPRA Paper 5723, University Library of Munich, Germany.
- Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012. "Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand," IMF Working Papers 2012/214, International Monetary Fund.
- Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021. "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Owusu Junior, Peterson & Tweneboah, George, 2020. "Are there asymmetric linkages between African stocks and exchange rates?," Research in International Business and Finance, Elsevier, vol. 54(C).
- Banerjee, Rhythm, 2024. "Shifting Tides: the Effect of Institutional Divestments on the Global Market," MPRA Paper 121922, University Library of Munich, Germany, revised 11 Apr 2024.
- Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2013. "A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1706-1719.
- Hossfeld, Oliver & MacDonald, Ronald, 2015.
"Carry funding and safe haven currencies: A threshold regression approach,"
Journal of International Money and Finance, Elsevier, vol. 59(C), pages 185-202.
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