Time-varying risk aversion and the profitability of carry trades : evidence from the cross-quantilogram
Year of publication: |
2020
|
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Authors: | Demirer, Rıza ; Gupta, Rangan ; Hassani, Hossein ; Huang, Xu |
Published in: |
Economies : open access journal. - Basel : MDPI, ISSN 2227-7099, ZDB-ID 2704214-5. - Vol. 8.2020, 1/18, p. 1-12
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Subject: | quantile | correlogram | dependence | predictability | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income | Schätzung | Estimation | Rentabilität | Profitability |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/economies8010018 [DOI] hdl:10419/257067 [Handle] |
Classification: | C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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