Can portfolio rebalancing explain the dynamics of equity returns, equity flows, and exchange rates?

被引：99

作者：

Hau, H

Rey, H

机构：

[1] Dept Finance, F-77305 Fontainebleau, France

[2] Princeton Univ, Woodrow Wilson Sch, Princeton, NJ 08544 USA

[3] Princeton Univ, Dept Econ, Princeton, NJ 08544 USA

来源：

关键词：

D O I：

10.1257/0002828041302389

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：126 / 133

页数：8

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