Uncovered Equity Parity and Rebalancing in International Portfolios
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https://www.nber.org/papers/w19963
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Portfolio rebalancing is a key driver of the Uncovered Equity Parity (UEP) condition. According to UEP, when foreign equity holdings outperform domestic holdings, domestic investors are exposed to higher exchange rate exposure and hence repatriate some of the foreign equity to decrease their
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美国国家经济研究局创建时间：
2014-03-01
