A Risk-Driven Approach to Exchange-Rate Modelling
Year of publication: |
2011-09-30
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Authors: | Keblowski, Piotr ; Welfe, Aleksander |
Institutions: | Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie |
Subject: | exchange rate modelling | sovereign credit default risk | CDS spread | international parities | equilibrium exchange rate |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 57 |
Classification: | C32 - Time-Series Models ; E31 - Price Level; Inflation; Deflation ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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A risk-driven approach to exchange rate modelling
Kębłowski, Piotr, (2012)
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A risk-driven approach to exchange rate modelling
Kębłowski, Piotr, (2012)
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Time-varying equilibrium rates in small open economies: Evidence for Canada
Berger, Tino, (2014)
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Price-Wage System with Taxation: Multivariate Cointegration Analysis
Welfe, Aleksander, (2006)
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Estimation of the equilibrium exchange rate: The CHEER approach
Keblowski, Piotr, (2010)
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The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root
Keblowski, Piotr, (2004)
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