Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Stelios D. Bekiros
| Year of publication: |
2014
|
|---|---|
| Authors: | Bekiros, Stelios D. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 39.2014, p. 117-134
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| Subject: | Asset-pricing | Nonlinear causality | Random walk | Filtering | Simulation | Cointegration | Wechselkurs | Exchange rate | Kointegration | Random Walk | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory | G7-Staaten | G7 countries | Bruttoinlandsprodukt | Gross domestic product | VAR-Modell | VAR model | Geldmenge | Money supply |
| 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/10010340766