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, 126-133

Date: 2004
Note: DOI: 10.1257/0002828041302389
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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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