Short-term determinants of bilateral exchange rates : a decomposition model for the Swiss franc
Fabian Fink, Lukas Frei, Oliver Gloede
| Year of publication: |
2020
|
|---|---|
| Authors: | Fink, Fabian ; Frei, Lukas ; Gloede, Oliver |
| Publisher: |
Zurich : Swiss National Bank |
| Subject: | Factor model | variance decomposition | safe haven | carry trade | momentum | Wechselkurs | Exchange rate | Schweiz | Switzerland | Schweizer Franken | Swiss franc | Dekompositionsverfahren | Decomposition method | Volatilität | Volatility | Schätzung | Estimation | Währungsspekulation | Currency speculation | Zinsparität | Interest rate parity |
freely available
| Extent: | 1 Online-Ressource (circa 30 Seiten) Illustrationen |
|---|---|
| Series: | SNB working papers. - Zürich : SNB, ISSN 1660-7724, ZDB-ID 2162104-4. - Vol. 2020, 21 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012485816