The long-run component of foreign exchange volatility and stock returns
Year of publication: |
2014
|
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Authors: | Du, Ding ; Hu, Ou |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 31.2014, p. 268-284
|
Subject: | Foreign exchange volatility | Long-run component of foreign exchange volatility | Short-run component of foreign exchange volatility | Mimicking-factor portfolios | Volatilität | Volatility | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Welt | World | Kapitaleinkommen | Capital income | Deutschland | Germany |
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