A latent factor model of European exchange rate risk premia
Year of publication: |
1999
|
---|---|
Authors: | Alexius, Annika ; Sellin, Peter |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 4.1999, 3, p. 217-227
|
Subject: | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Volatilität | Volatility | Risikoprämie | Risk premium | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Europa | Europe | 1993-1996 |
Extent: | Graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: International journal of finance & economics |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A latent factor model of European exchange rate risk premia
Alexius, Annika, (1997)
-
Foreign exchange rate uncertainty in Korea
Lee, Seojin, (2020)
-
Baillie, Richard, (2015)
- More ...
-
Exchange rates and long-term bonds
Alexius, Annika, (2002)
-
A latent factor model of European exchange rate risk premia
Alexius, Annika, (1997)
-
Exchange rates and long-term bonds
Alexius, Annika, (2012)
- More ...