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  • Search: subject:"Gradual portfolio adjustment"
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Year of publication
Subject
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Portfolio selection 4 Portfolio-Management 4 Schock 3 Shock 3 Theorie 3 Theory 3 Capital income 2 Capital mobility 2 Foreign portfolio investment 2 Gradual portfolio adjustment 2 Kapitaleinkommen 2 Kapitalmobilität 2 Portfolio-Investition 2 gradual portfolio adjustment 2 international portfolio allocation 2 Adjustment 1 Anlageverhalten 1 Anpassung 1 Behavioural finance 1 Bubbles 1 Börsenkurs 1 Capital flows 1 Capital market returns 1 Estimation 1 Excess return momentum 1 Exchange rate policy 1 Financial crisis 1 Financial investment 1 Finanzkrise 1 Focusing on financial 1 Foreign exchange intervention 1 International capital flows 1 Kapitalanlage 1 Kapitalmarktrendite 1 Liquidity effect 1 Neoclassical synthesis 1 Neoklassische Synthese 1 New Keynesian model 1 Offenmarktpolitik 1 Open market operations 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
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Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 4
Author
All
Bacchetta, Philippe 2 Van Wincoop, Eric 2 Cauwels, Peter 1 Davenport, Margaret 1 Li, Rong 1 Mei, Dongzhou 1 Smilyanov, Georgi 1 Sornette, Didier 1 Tong, Bing 1
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Published in...
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CFDS discussion paper series 1 HKIMR working paper 1 Journal of international economics 1 Quantitative Finance and Economics, 2 (1), 486-594 (2018) 1 Research paper series / Swiss Finance Institute 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Gradual portfolio adjustment, foreign exchange intervention, and open market operations
Li, Rong; Mei, Dongzhou; Tong, Bing - 2024
Persistent link: https://www.econbiz.de/10014526633
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Can sticky portfolios explain international capital flows and asset prices?
Bacchetta, Philippe; Davenport, Margaret; Van Wincoop, Eric - In: Journal of international economics 136 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013431522
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Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles
Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - 2017
We inspect the price volatility before, during, and after financial asset bubbles in order to uncover possible commonalities and check empirically whether volatility might be used as an indicator or an early warning signal of an unsustainable price increase and the associated crash. Some...
Persistent link: https://www.econbiz.de/10011762277
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Gradual portfolio adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe; Van Wincoop, Eric - 2017
Persistent link: https://www.econbiz.de/10012201651
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