Currency returns, institutional investor flows, and exchange rate fundamentals /
We explore the interaction between exchange rates, institutional investor currency flows and exchange-rate fundamentals. We find that these flows are highly correlated with contemporaneous and lagged exchange rate changes, and that they carry information for future excess currency returns. This info...
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| Format: | Buku |
| Bahasa: | English |
| Diterbitkan: |
[Boston] :
Division of Research, Harvard Business School,
c2003.
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| Siri: | Working paper (Harvard Business School. Division of Research) ;
03-008. |
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3rd Floor Main Library
| Nombor panggilan: |
A1234.567 |
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| Salinan 1 | Tersedia |