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Investment / Currency risk / Exchange rate / Euro / Futures contract / Hedge / Carry / Rebalancing investments / Currency overlay / Financial economics / Economics / Finance


Uncovered Equity Parity and Rebalancing in International Portfolios
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Document Date: 2014-06-03 12:36:47


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File Size: 200,66 KB

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Company

Phatra Securities Public Company Limited / Roche / /

Country

United States / /

Currency

USD / /

Facility

University of Virginia / University of Oregon / Trinity College / Asian Institute / Monetary Policy Institute / Clemson University / Georgetown University / /

IndustryTerm

finance literature / off-balance sheet products / /

Organization

Asian Institute of Management / University of Virginia / Graduate School / Globalization and Monetary Policy Institute / University of Oregon / Federal Reserve Bank of Dallas / Board of Governors of the Federal Reserve System International Finance Discussion Papers Number / Institute for International Integration Studies / US Federal Reserve / Board of Governors / Georgetown University / European Central Bank / National Bureau of Economic Research / Federal Reserve Board / Trinity College Dublin / Hong Kong Monetary Authority / De Nederlandsche Bank / Clemson University / Darden School Foundation / /

Person

Jon Wongswanf / Charles P. Thomas / Richard Levich / Francis E. Warnock Jon Wongswan / Van Nieuwerburgh / P. Thomas Francis / Stephanie E. Curcuru Charles / Galina Hale / Charles P. Thomasa / Francis E. Warnockb / Giorgio Valente / James Albertus / /

Position

author / driver / writer / Cao / /

ProvinceOrState

Virginia / Oregon / /

URL

www.federalreserve.gov/pubs/ifdp / http /

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