Portfolio reallocation and exchange rate dynamics
Year of publication: |
2013
|
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Authors: | Ding, Liang ; Ma, Jun |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 8, p. 3100-3124
|
Subject: | Exchange rate dynamics | Portfolio rebalance | Carry trade | Risk appetite | High return currency | Portfolio-Management | Portfolio selection | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Devisenmarkt | Foreign exchange market | Kapitaleinkommen | Capital income |
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