Monetary policy regime changes and the risk premium in the foreign exchange markets : a GARCH application
Seungmook Choi ; Benjamin J. C. Kim
| Year of publication: |
1991
|
|---|---|
| Authors: | Choi, Seung-mook S. |
| Other Persons: | Kim, Benjamin Jin Chun (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 37.1991, 4, p. 447-452
|
| Subject: | Geldpolitik | Monetary policy | Devisenmarkt | Foreign exchange market | Risiko | Risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001120362