Currency factors
Arash Aloosh, Geert Bekaert
| Year of publication: |
2022
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|---|---|
| Authors: | Aloosh, Arash ; Bekaert, Geert |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 6, p. 4042-4064
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| Subject: | carry | clustering | currency baskets | currency comovements | currency factors | dollar factor | factor models | global pricing kernels | value | Währungskorb | Currency basket | US-Dollar | US dollar | Wechselkurs | Exchange rate | Welt | World | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Euro |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2021.4023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013369016