Can risk-rebalancing explain the negative correlation between stock return differential and currency? : or, does source status drive it?
Numan Ülkü, Sabutay Fatullayev, Daria Diachenko
| Year of publication: |
January 2016
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| Authors: | Ülkü, Numan ; Fatullayev, Sabutay ; Diachenko, Daria |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 27.2016, p. 28-54
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| Subject: | Exchange rates | Stock market return differentials | Equity portfolio flows | Portfolio rebalancing. | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Portfolio-Investition | Foreign portfolio investment | Wechselkurs | Exchange rate | Schätzung | Estimation | Korrelation | Correlation | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Kapitalimport | Capital imports | Währungsrisiko | Exchange rate risk | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2015.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722217