Information arrival, interest rate differentials, and yen/dollar exchange rate
Year of publication: |
2006
|
---|---|
Authors: | Kitamura, Yoshihiro ; Akiba, Hiroya |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 18.2006, 1, p. 108-119
|
Subject: | Zinsstruktur | Yield curve | Informationsverbreitung | Information dissemination | Wechselkurs | Exchange rate | Yen | US-Dollar | US dollar | VAR-Modell | VAR model | USA | United States | Japan |
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