Measuring exchange rate risks during periods of uncertainty
Year of publication: |
2022
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Authors: | Ferrara, Laurent ; Yapi, Niango Ange Joseph |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 170.2022, p. 202-212
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Subject: | Uncertainty | Brexit | Covid-19 crisis | Exchange rate | Fama regression | Risk measures | Risiko | Risk | Coronavirus | Wechselkurs | Währungsrisiko | Exchange rate risk | Messung | Measurement | Volatilität | Volatility |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 176, December 2023, Seite 1-4 |
Other identifiers: | 10.1016/j.inteco.2022.04.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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