What Do Stock Markets Tell Us about Exchange Rates? *
Author:
Affiliation:
1. Bank of England,
2. Cass Business School, City University London, and
3. City University of Hong Kong
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/20/3/1045/26318121/rfv032.pdf
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4. Value and momentum “everywhere”;Asness;Journal of Finance,2013
5. Investing for the long run when returns are predictable;Barberis;Journal of Finance,2000
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