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Uncovered equity “disparity” in emerging markets
16 references·0 citing·52 second hopsampled
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
  • 1991Measuring the Information Content of Stock Trades1,868 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 2001The portfolio flows of international investors956 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 2010Capital Inflows714 cited
  • 2005Exchange Rates, Equity Prices, and Capital Flows622 cited
  • 2008Vehicle currency use in international trade576 cited
  • 2016U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?433 cited
  • 2017Exchange Arrangements Entering the 21st Century: Which Anchor Will Hold?

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