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anticipate Austan Goolsbee autocorrelation Campbell cashflow shocks column confidence intervals correlation between flows covariance cumulated innovations Cumulative Currency Flows Cumulative Excess Returns currency appreciates Economic equity estimates Euroland Evans and Lyons excess currency returns exchange rate changes Expectational Comovement expected flows Expected LT expected return innovations expected return shocks Flow Impulse Response flow response flows and returns foreign exchange foreign exchange market Free searchable abstracts Froot future real interest inflows innovations in cumulated institutional investors interest rates Journal of Finance lags major currencies NBER NBER Working Papers negative non-contemporaneous overreaction panel partial autocorrelation permanent component positively correlated price impact Ramadorai real exchange rate real interest differentials regression relationship between flows return decomposition return horizon Return Impulse Response returns and flows sample short horizons short-term expected return ST Int standard deviation Standard errors subscription Swiss franc Table transactions transitory trend-chasing underreaction variance decomposition www.nber.org Free searchable