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. Download BibTex citation

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© The Author 2006. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

CEPR DP 3735 and NBER WP 9398.