The feeble link between exchange rates and fundamentals : can we blame the discount factor?
Year of publication: |
2009
|
---|---|
Authors: | Sarno, Lucio ; Sojli, Elvira |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 41.2009, 2/3, p. 437-442
|
Subject: | Wechselkurs | Exchange rate | Diskontierung | Discounting | Wirkungsanalyse | Impact assessment | US-Dollar | US dollar | Schweiz | Switzerland | Euro | Großbritannien | United Kingdom | Japan |
-
Exchange rates and fundamentals : evidence on the economic value of predictability
Abhyankar, Abhay, (2004)
-
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos, (2012)
-
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos, (2012)
- More ...
-
Exchange Rate Forecasting, Order Flow and Macroeconomic Information
Rime, Dagfinn, (2007)
-
Exchange rate forecasting, order flow and macroeconomic information
Rime, Dagfinn, (2007)
-
Timing exchange rates using order flow : the case of the Loonie
King, Michael R., (2010)
- More ...