H
Hélène Rey
Researcher at London Business School
Publications - 141
Citations - 12686
Hélène Rey is an academic researcher from London Business School. The author has contributed to research in topics: Equity (finance) & Asset (economics). The author has an hindex of 45, co-authored 140 publications receiving 11418 citations. Previous affiliations of Hélène Rey include National Bureau of Economic Research & Princeton University.
Papers
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Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence
Hélène Rey,Hélène Rey,Hélène Rey +2 more
TL;DR: In this paper, the authors argue that the global financial cycle is not aligned with countries' specific macroeconomic conditions and propose a convex combination of targeted capital control, macroprudential control, and stricter limit on leverage for all financial intermediaries.
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The determinants of cross-border equity flows
TL;DR: In this paper, the authors explore a new panel data set on bilateral gross cross-border equity flows between 14 countries, 1989-1996, and show that a "gravity" model explains international transactions in financial assets at least as well as goods trade transactions.
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The Determinants of Cross-Border Equity Flows
TL;DR: The authors applied a new approach to a new panel data set on bilateral gross cross-border equity flows between 14 countries, 1989-96, and found that the geography of information heavily determines the pattern of international transactions.
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Information and capital flows: The determinants of transactions in financial assets
TL;DR: In this paper, the authors show that a gravity model explains international transactions in financial assets at least as well as goods trade transactions, and support the hypothesis that informational asymmetries are responsible for the strong negative relationship between asset trade and distance.
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Exchange Rates, Equity Prices, and Capital Flows
Harald Hau,Hélène Rey +1 more
TL;DR: The authors developed an equilibrium model in which exchange rates, stock prices and capital flows are jointly determined under incomplete forex risk trading, showing that higher returns in the home equity market relative to the foreign equity market are associated with a home currency depreciation and net equity flows into the foreign market are positively correlated with a foreign currency appreciation.