Unmasking the relationships between exchange rate exposure and its determinants : a more complete picture from quantile regressions
Year of publication: |
December 2017
|
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Authors: | Lin, Luke ; Lee, Chun I. |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 20.2017, 4, p. 1-28
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Subject: | Exchange rate exposure | quintile regression | determinant | Währungsrisiko | Exchange rate risk | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Wechselkurs | Exchange rate |
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