Flight-to-quality and correlation between currency and stock returns
Author:
Funder
KUBS Faculty Research Grant
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference27 articles.
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2. International portfolio investment flows;Brennan;J. Financ.,1997
3. Exchange rates and capital flows;Brooks;Eur. Financ. Manage.,2004
4. Collective risk management in a flight-to-quality episode;Caballero;J. Financ.,2008
5. Global currency hedging;Campbell;J. Financ.,2010
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