Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
- 1 April 2004
- journal article
- Published by American Economic Association in American Economic Review
- Vol. 94 (2) , 126-133
- https://doi.org/10.1257/0002828041302389
Abstract
No abstract availableKeywords
All Related Versions
This publication has 2 references indexed in Scilit:
- Monetary disturbances matter for business fluctuations in the G-7Journal of Monetary Economics, 2002
- Order Flow and Exchange Rate DynamicsJournal of Political Economy, 2002