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

Author

Listed:
  • Nadav Ben Zeev

    (BGU)

  • Daniel Nathan

    (University of Pennsylvania and Bank of Israel)

Abstract

No abstract is available for this item.

Suggested Citation

  • Nadav Ben Zeev & Daniel Nathan, 2023. "Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination," Working Papers 2315, Ben-Gurion University of the Negev, Department of Economics.
    • Handle: RePEc:bgu:wpaper:2315
    as

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    File URL: http://in.bgu.ac.il/en/humsos/Econ/Workingpapers/2315.pdf
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    More about this item

    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;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F3 - International Economics - - International Finance
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors

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