Information Transmission and Spillover in Currency Markets : A Generalized Variance Decomposition Analysis
Year of publication: |
2016
|
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Authors: | Elyasiani, Elyas |
Other Persons: | Kocagil, Ahmet (contributor) ; Mansur, Iqbal (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Japan | Großbritannien | United Kingdom | Deutschland | Germany | Dekompositionsverfahren | Decomposition method | Währungsderivat | Currency derivative | Schweiz | Switzerland | Varianzanalyse | Analysis of variance |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Quarterly Review of Economics and Finance 47 (2007) 312–330 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 3, 2004 erstellt |
Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; F3 - International Finance ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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