Exchange rates and fundamentals : a non-linear relationship?
Paul De Grauwe and Isabel Vansteenkiste
| Year of publication: |
2007
|
|---|---|
| Authors: | De Grauwe, Paul ; Vansteenkiste, Isabel |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 12.2007, 1, p. 37-54
|
| Subject: | Markov switching model | regime switching model | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Inflation | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Schätzung | Estimation | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003416329