Orthogonalized regressors and spurious precision, with an application to currency exposures
Fang Liu, Piet Sercu, Martina Vandebroek
| Year of publication: |
March 2015
|
|---|---|
| Authors: | Liu, Fang ; Sercu, Piet ; Vandebroek, Martina |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 51.2015, p. 245-263
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| Subject: | Financial econometrics | International finance | Market model | Currency exposure | Orthogonal | Wechselkurs | Exchange rate | Theorie | Theory | Währungsrisiko | Exchange rate risk | Regressionsanalyse | Regression analysis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Währungsmanagement | Foreign exchange management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2014.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475260