On the cross-sectional relation between exchange rates and future fundamentals
Sabrine Kharrat, Yacine Hammami, Ibrahim Fatnassi
| Year of publication: |
2020
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|---|---|
| Authors: | Kharrat, Sabrine ; Hammami, Yacine ; Fatnassi, Ibrahim |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 89.2020, p. 484-501
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| Subject: | Carry trade | Currency returns | Economic fundamentals | Exchange rates | Forecasting | Present-value model | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Prognoseverfahren | Forecasting model | Theorie | Theory | Volatilität | Volatility | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.11.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012426210