Foreign exchange rates, asymmetric adjustment and threshold co-integration : empirical evidence from Canada
Year of publication: |
2001
|
---|---|
Authors: | Samanta, Subarna K. ; Mohamad-Zadeh, Ali H. |
Published in: |
The journal of economics. - St. Louis, Mo. : [Verlag nicht ermittelbar], ISSN 0361-6576, ZDB-ID 1219778-6. - Vol. 27.2001, 2, p. 19-35
|
Subject: | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Anpassung | Adjustment | Schätzung | Estimation | USA | United States | Kanada | Canada | 1973-1994 |
-
Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B., (1996)
-
Three essays in international finance and financial economics
Hu, Xiaoqiang, (1994)
-
Are dollar exchange rates cointegrated after all?
Girardin, Eric, (1997)
- More ...
-
Bank's portfolio management under uncertainty
Samanta, Subarna K., (1992)
-
Samanta, Subarna K., (2003)
-
Co-movements of oil, gold, the US dollar, and stocks
Samanta, Subarna K., (2012)
- More ...