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Understanding the BackusSmith puzzle : it's the (nominal) exchange rate, stupid
Hess, Gregory D.; Shin, Kwanho - In: Journal of international money and finance 29 (2010) 1, pp. 169-180
Persistent link: https://www.econbiz.de/10003938669
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Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates
Hess, Gregory D.; Shin, Kwanho - In: Journal of international money and finance 29 (2010) 1, pp. 139-169
Persistent link: https://www.econbiz.de/10008348484