Can sticky portfolios explain international capital flows and asset prices?
Year of publication: |
2022
|
---|---|
Authors: | Bacchetta, Philippe ; Davenport, Margaret ; Van Wincoop, Eric |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 136.2022, p. 1-27
|
Subject: | International capital flows | Portfolio frictions | Gradual portfolio adjustment | Price impact | Excess return momentum | Theorie | Theory | Kapitalmobilität | Capital mobility | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Schock | Shock | CAPM |
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