Assessing Euro crises from a time varying international CAPM approach
Year of publication: |
December 2016
|
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Authors: | Baillie, Richard ; Cho, Dooyeon |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 39.2016, Part B, p. 197-208
|
Subject: | Euro-US dollar exchange rate | International CAPM with factors | Kernel weighted time-varying | parameter regression | CAPM | Wechselkurs | Exchange rate | Schätzung | Estimation | USA | United States | Theorie | Theory | EU-Staaten | EU countries | Welt | World | Euro |
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