The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Year of publication: |
2019
|
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Authors: | Cao, Shuo ; Huang, Huichou ; Liu, Ruirui ; MacDonald, Ronald |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 95.2019, p. 379-401
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Subject: | Exchange rate forecasting | Disconnect puzzle | Carry trade risk premia | Term structure factors | Scapegoat variables | Model disagreement | Customer order flows | Theorie | Theory | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Währungsrisiko | Exchange rate risk |
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