Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998
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Other versions of this item:
- Andrade, Philippe & Bruneau, Catherine, 2002. " Excess Returns, Portfolio Choices and Exchange Rate Dynamics: The Yen/Dollar Case, 1980-1998," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 237-260, July.
- Ph. Andrade & C. Bruneau, 1998. "Excess returns, portfolio choices and exchange rates dynamics. The Yen/Dollar case, 1980-1998," THEMA Working Papers 98-36, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Prat, Georges & Uctum, Remzi, 2013.
"Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 23(C), pages 33-54.
- Georges Prat & Remzi Uctum, 2012. "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data," Post-Print hal-01411732, HAL.
- Georges Prat & Remzi Uctum, 2013. "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data," Post-Print hal-01385855, HAL.
- Georges Prat & Remzi Uctum, 2012. "Modeling the horizon-dependent risk premium in the forex market: evidence from survey data," EconomiX Working Papers 2012-29, University of Paris Nanterre, EconomiX.
- Ülkü, Numan & Fatullayev, Sabutay & Diachenko, Daria, 2016. "Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?," Journal of Financial Markets, Elsevier, vol. 27(C), pages 28-54.
- Ülkü, Numan & Karpova, Yekaterina, 2014. "Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 150-169.
More about this item
KeywordsEXCHANGE RATE ; FINANCIAL MARKET ; FORECASTS U.F.R. de science economiques; gestion; mathematiques et informatique; 200; avenue de la Republique 9 2001 Nanterre CEDEX. 43p.;
- F30 - International Economics - - International Finance - - - General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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