The excess volatility of foreign exchange rates: Statistical puzzle or theoretical artifact?
Year of publication: |
1999
|
---|---|
Authors: | Hauswald, Robert B. H. |
Publisher: |
Bonn : Rheinische Friedrich-Wilhelms-Universität Bonn, Zentrum für Europäische Integrationsforschung (ZEI) |
Subject: | Wechselkurs | Volatilität | Wechselkurstheorie | Rationale Erwartung | Theorie |
Series: | ZEI Working Paper ; B 01-1999 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 823961664 [GVK] hdl:10419/39647 [Handle] RePEc:zbw:zeiwps:B011999 [RePEc] |
Source: |
-
Wechselkursvolatilität und Terminkursverzerrungen : empirischer Befund und Erklärungsansätze
Frenkel, Michael, (1994)
-
The excess volatility of foreign exchange rates : statistical puzzle or theoretical artifact?
Hauswald, Robert, (1999)
-
The excess volatility of foreign exchange rates: statistical puzzle or theoretical artifact?
Hauswald, Robert B. H., (1999)
- More ...
-
The choice between arm's-length and relationship debt : evidence from eLoans
Agarwal, Sumit, (2008)
-
Competition and strategic information acquisition in credit markets
Hauswald, Robert, (2006)
-
Distance and private information in lending
Agarwal, Sumit, (2010)
- More ...