The relationship between exchange rates and interest rate differentials : a wavelet approach
R. Scott Hacker, Hyunjoo Kim Karlsson and Kristofer Månsson
| Year of publication: |
2012
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|---|---|
| Authors: | Hacker, R. Scott ; Karlsson, Hyunjoo Kim ; Månsson, Kristofer |
| Published in: |
The world economy : the leading journal on international economic relations. - Oxford : Wiley-Blackwell, ISSN 0378-5920, ZDB-ID 132896-7. - Vol. 35.2012, 9, p. 1162-1185
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| Subject: | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009633162