Exchange Rates, Equity Prices and Capital Flows
Hau, H., Rey, H.
Date Published: Spring 2006
Hau, Harald, and Helene Rey. "Exchange rates, equity prices, and capital flows." Review of Financial Studies 19.1 (2006): 273-317.
Abstract:
We show strong theoretical and empirical links between equity and exchange rate markets. We discover the 'uncovered equity parity' relation.
Citation:
Hau, Harald, and Helene Rey. "Exchange rates, equity prices, and capital flows." Review of Financial Studies 19.1 (2006): 273-317.
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