On the role of interest rate differentials in the dynamic asymmetry of exchange rates
J. Hambuckers, M. Ulm
| Year of publication: |
2023
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|---|---|
| Authors: | Hambuckers, J. ; Ulm, M. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 129.2023, p. 1-18
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| Subject: | Dynamic asymmetry | Exchange rate | GARCH | Interest rate differential | Wechselkurs | Zinsstruktur | Yield curve | Theorie | Theory | Zins | Interest rate | Zinsparität | Interest rate parity | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106554 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472153