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.
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Global Portfolio Rebalancing and Exchange Rates
TL;DR: In this article, the authors examine international equity allocations at the fund level and show how excess foreign returns influence portfolio rebalancing, capital flows and currencies, and find that rebalance is more intense under higher FX volatility.
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'Aggregation Bias' DOES Explain the PPP Puzzle
TL;DR: The authors summarizes the role of an "aggregation bias" in explaining the PPP puzzle, in response to the several papers recently written in reaction to our initial contribution, and concludes that the criticisms of Imbs, Mumtaz, Ravn and Rey are based on analytical counter-examples which are not empirically relevant.
COVID-19 economic crisis : Europe needs more than one instrument
Agnès Bénassy-Quéré,Giancarlo Corsetti,Antonio Fatás,Gabriel Felbermayr,Marcel Fratzscher,Clemens Fuest,Francesco Giavazzi,Ramon Marimon,Philippe Martin,Jean Pisani-Ferry,Lucrezia Reichlin,Hélène Rey,Moritz Schularick,Jens Südekum,Pedro Teles,Nicolas Véron,Beatrice Weder di Mauro +16 more
Journal ArticleDOI
A portfolio approach to a cross‐sectoral and cross‐national investment strategy in transition economies
TL;DR: In this article, the authors take a systematic look at the portfolio choice problem faced by investment banks or funds investing in transition economies and evaluate the attractiveness of alternative investment strategies from the perspective of portfolio theory.
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A Portfolio Approach to a Cross-Sectoral and Cross-National Investment Strategy in Transition Economies
TL;DR: In this article, the authors take a systematic look at the portfolio choice problem faced by investment banks or funds investing in transition economies, and evaluate the attractiveness of alternative investment strategies and provisioning rules from the perspective of portfolio theory.