Exchange rates, mixture of normal distributions, and fundamental variables
Year of publication: |
1997
|
---|---|
Authors: | Johnston, Ken |
Other Persons: | Scott, Elton (contributor) |
Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 23.1997, 2, p. 13-22
|
Subject: | Wechselkurs | Exchange rate | Clusteranalyse | Cluster analysis | US-Dollar | US dollar | Großbritannien | United Kingdom | Deutschland | Germany | Kanada | Canada | Japan | 1988-1992 |
-
Are dollar exchange rates cointegrated after all?
Girardin, Eric, (1997)
-
Predictable components in exchange rates
Cochran, Steven J., (1995)
-
Towards resolving the exchange rate volatility puzzle
Gaab, Werner, (2002)
- More ...
-
A note on the evaluation of long-run investment decisions using the sharpe ratio
Johnston, Ken, (2013)
-
Individual investors : asset allocation vs. portfolio insurance (puts or calls)
Johnston, Ken, (2013)
-
The cash balance plan as a real option : financial innovation and implicit contacts
Johnston, Ken, (2011)
- More ...