Endogenous exchange rate volatility, trading volume and interest rate differentials in a model of portfolio selection
Year of publication: |
1999
|
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Authors: | Hagiwara, May ; Herce, Miguel A. |
Published in: |
Review of international economics. - Oxford : Wiley-Blackwell, ISSN 0965-7576, ZDB-ID 1161757-3. - Vol. 7.1999, 2, p. 202-218
|
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Theorie | Theory | OECD-Staaten | OECD countries | 1973-1992 |
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