Measuring currency exposure with quantile regression
Year of publication: |
2013
|
---|---|
Authors: | Du, Ding ; Ng, Pin T. ; Zhao, Xiaobing |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 41.2013, 3, p. 549-566
|
Subject: | Currency exposure | Missing variable bias | Exposure puzzle | Quantile regression | Regressionsanalyse | Regression analysis | Währungsrisiko | Exchange rate risk | Währungsmanagement | Foreign exchange management | Systematischer Fehler | Bias |
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