Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Loretan, Mico"'
We demonstrate empirically that not all capital flows influence exchange rates equally: Capital flows induced by foreign investors'stock market transactions have both an economically significant and a permanent impact on exchange rates, whereas capit
We present empirical evidence that the Thai baht's value is driven in part by investors'cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market transactions undertaken by nonresident
Publikováno v:
In Journal of International Money and Finance March 2018 81:40-55
Autor:
Kurz-Kim, Jeong-Ryeol, Loretan, Mico
Publikováno v:
In Journal of Econometrics July 2014 181(1):15-24
Publikováno v:
In Emerging Markets Review March 2014 18:34-44
Publikováno v:
In Journal of Asian Economics 2010 21(3):314-326
Publikováno v:
In Journal of Empirical Finance 2010 17(2):212-240
Autor:
Loretan, Mico
Publikováno v:
The Review of Economic Studies, 1991 May 01. 58(3), 407-436.
Externí odkaz:
https://www.jstor.org/stable/2298004
Autor:
Gyntelberg, Jacob1 jacob.gyntelberg@danskebank.dk, Loretan, Mico2 mico.loretan@snb.ch, Subhanij, Tientip3 tientip.subhanij@gmail.com
Publikováno v:
Swiss National Bank Working Papers. 2015, Issue 12, p1-21. 21p.
Autor:
Loretan, Mico
Publikováno v:
Federal Reserve Bulletin. Winter2005, Vol. 91 Issue 1, p1-8. 8p. 3 Charts, 4 Graphs.