Financial crises, exchange rate linkages and uncovered interest parity : evidence from G7 markets
Year of publication: |
November 2017
|
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Authors: | Dimitriou, Dimitrios ; Kenourgios, Dimitris ; Simos, Theodore |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 66.2017, p. 112-120
|
Subject: | Exchange rates | Uncovered interest-rate parity | Contagion | Financial crises | Dynamic conditional correlation | Zinsparität | Interest rate parity | Finanzkrise | Financial crisis | Wechselkurs | Exchange rate | Währungskrise | Currency crisis | Schätzung | Estimation | Ansteckungseffekt | Contagion effect | Theorie | Theory | Internationaler Finanzmarkt | International financial market |
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