Can interest rate factors explain exchange rate fluctuations?
Julieta Yung
| Year of publication: |
2021
|
|---|---|
| Authors: | Yung, Julieta |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 61.2021, p. 34-56
|
| Subject: | Interest rate factors | Non-linearities | Risk premium | Term structure model | Zinsstruktur | Yield curve | Risikoprämie | Zins | Interest rate | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012693233