Can risk-rebalancing explain the negative correlation...

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Journal of Financial Markets 2015 / 7

Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?

Ülkü, Numan, Fatullayev, Sabutay, Diachenko, Daria
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Language:
english
Journal:
Journal of Financial Markets
DOI:
10.1016/j.finmar.2015.07.001
Date:
July, 2015
File:
PDF, 747 KB
english, 2015
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