Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?

Harald Hau () and Helene Rey ()

American Economic Review, 2004, vol. 94, issue 2, pages 126-133

Date: 2004
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Working Paper: Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates? (2004)
Working Paper: Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates? (2004)
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