The first arrow hitting the currency target : a long-run risk perspective
Year of publication: |
June 2017
|
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Authors: | Kano, Takashi ; Wada, Kenji |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 74.2017, p. 337-352
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Subject: | Japanese yen/U.S. dollar exchange rate | Term structure | Fama regression | Long-run risk | Abenomics | Japan | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | US-Dollar | US dollar | Volatilität | Volatility | USA | United States |
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