Modelling the Us/Uk Real Exchange Rate-Real Interest Rate Differential Relation : A Multivariate Regime Switching Approach
Year of publication: |
2005
|
---|---|
Authors: | Kanas, Angelos |
Publisher: |
[S.l.] : SSRN |
Subject: | Großbritannien | United Kingdom | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Multiple Regression | Multiple regression | Zinsparität | Interest rate parity | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Wechselkurssystem | Exchange rate regime |
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