Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia
Tài liệu tham khảo
Cenedese, 2015
Chabot, 2014
Coeurdacier, 2009, Do Trade Costs in Goods Market Lead to Home Bias in Equities?, Journal of International Economics, 77, 86, 10.1016/j.jinteco.2008.10.005
Curcuru, 2014, Uncovered Equity Parity and Rebalancing in International Portfolios, Journal of International Money and Finanace, 47, 86, 10.1016/j.jimonfin.2014.04.009
Djeutem, 2018
Griffin, 2004, Are Daily Cross-Border Equity Flows Pushed or Pulled?, Review of Economics and Statistics, 86, 641, 10.1162/0034653041811725
Hau, 2006, Exchange Rates, Equity Prices, and Capital Flows, The Review of Financial Studies, 19, 273, 10.1093/rfs/hhj008
Jung, 2020
Jung, 2017, Liquidity Risk and Time-Varying Correlation between Equity and Currency Returns, Economic Inquiry, 55, 898, 10.1111/ecin.12418
Pastor, 2006, Was there a Nasdaq bubble in the late 1990?, Journal of Financial Economics, 81, 61, 10.1016/j.jfineco.2005.05.009
Pavlova, 2007, Asset Prices and Exchange Rates, The Review of Financial Studies, 20, 1139, 10.1093/revfin/hhm008
Pyun, 2018, (Asymmetric) Trade Costs, Real Exchange Rate Hedging, and Equity Home Bias in a Multicountry Model, Review of International Economics, 26, 357, 10.1111/roie.12335