Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination

Nadav Ben Zeev () and Daniel Nathan
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Nadav Ben Zeev: BGU

No 2315, Working Papers from Ben-Gurion University of the Negev, Department of Economics

Keywords: Exchange Rate Determination; Equity Hedging Channel; Foreign Currency Forward Flows; Order Flow; Limits of Arbitrage; FX Dealers; Forward Exchange Rate; Spot Exchange Rate; Global Stock Prices; Institutional Investors; Granular Instrumental Variable; Bayesian Local Projections (search for similar items in EconPapers)
JEL-codes: E44 F3 F31 G15 G23 (search for similar items in EconPapers)
Pages: 72 pages
Date: 2023
New Economics Papers: this item is included in nep-ifn, nep-mon and nep-opm
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http://in.bgu.ac.il/en/humsos/Econ/Workingpapers/2315.pdf (application/pdf)

Related works:
Journal Article: Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination (2024)
Working Paper: Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:bgu:wpaper:2315

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