Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
收藏NBER2002-07-01 更新2025-01-04 收录
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https://www.nber.org/papers/w9080
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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
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美国国家经济研究局创建时间：
2002-07-01
