Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
收藏NBER2002-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9080
下载链接
链接失效反馈官方服务：
资源简介：
We explore the interaction between exchange rates, institutional investor currency flows and exchange-rate fundamentals. We find that these flows are highly correlated with contemporaneous and lagged exchange rate changes, and that they carry information for future excess currency returns. This
提供机构：
美国国家经济研究局
创建时间：
2002-07-01
