Journal of Financial Markets
Vol. 27
2016
Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?
Numan
Ülkü1;
Sabutay
Fatullayev2;
Daria
Diachenko3
1 University of Otago · 2 The University of Melbourne · 3 Goethe University Frankfurt
- DOI
- 10.1016/j.finmar.2015.07.001
- Volume
- 27
- Pages
- 28-54
- Language
- en
- Sources
-
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openalex
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