Carry Funding and Safe Haven Currencies: A Threshold Regression Approach
Year of publication: |
2014
|
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Authors: | Hossfeld, Oliver ; MacDonald, Ronald |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | nonlinear regression | threshold model | safe haven | carry trade |
Series: | CESifo Working Paper ; 5117 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 81535939X [GVK] hdl:10419/107353 [Handle] RePec:ces:ceswps:_5117 [RePEc] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange |
Source: |
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Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver, (2014)
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Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver, (2014)
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Carry funding and safe haven currencies: A threshold regression approach
Hossfeld, Oliver, (2014)
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Carry funding and safe haven currencies: A threshold regression approach
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