The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Claudio Morana
| Year of publication: |
December 2017
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|---|---|
| Authors: | Morana, Claudio |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 8, p. 919-935
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| Subject: | US dollar/euro exchange rate | asset pricing theory of exchange rate determination | macroeconomic and financial determinants | risk factors | subprime mortgage financial crisis | sovereign debt crisis | early warning indicators of macroeconomic and financial stress | forecasting | multivariate GARCH model | Wechselkurs | Exchange rate | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Währungskrise | Currency crisis | Volatilität | Volatility | Euro | Subprime-Krise | Subprime financial crisis | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2430 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011860924