Puzzling exchange rate dynamics and delayed portfolio adjustment
Philippe Bacchetta, Eric van Wincoop
| Year of publication: |
2021
|
|---|---|
| Authors: | Bacchetta, Philippe ; Van Wincoop, Eric |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 131.2021, p. 1-25
|
| Subject: | Delayed overshooting | Fama puzzle | Portfolio frictions | Predictability reversal | Portfolio-Management | Portfolio selection | Overshooting | Wechselkurs | Exchange rate | Kapitalmarkttheorie | Financial economics | Wechselkurstheorie | Exchange rate theory | Währungsrisiko | Exchange rate risk | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jinteco.2021.103460 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167845