Carry funding and safe haven currencies : a threshold regression approach
Year of publication: |
2014
|
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Authors: | Hossfeld, Oliver ; MacDonald, Ronald |
Publisher: |
München : CESifo |
Subject: | nonlinear regression | threshold model | safe haven | carry trade | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Währungsspekulation | Currency speculation | Welt | World | Schweizer Franken | Swiss franc | Devisenmarkt | Foreign exchange market | US-Dollar | US dollar | Nichtlineare Regression | Nonlinear regression | Yen | Pfund Sterling | Pound Sterling |
Extent: | Online-Ressource ([1], 27 S.) graph. Darst. |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 5117 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/107353 [Handle] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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