On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Dooyeon Cho
| Year of publication: |
2018
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|---|---|
| Authors: | Cho, Dooyeon |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 70.2018, p. 310-319
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| Subject: | Asymmetry | Nonlinearity | Forward premium | Smoothly changing parameters | Structural changes | Theorie | Theory | Strukturwandel | Structural change | Risikoprämie | Risk premium | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Währungsderivat | Currency derivative | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.11.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012027933