Can interest rate factors explain exchange rate fluctuations?
Year of publication: |
2021
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Authors: | Yung, Julieta |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 61.2021, p. 34-56
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Subject: | Interest rate factors | Non-linearities | Risk premium | Term structure model | Zinsstruktur | Yield curve | Risikoprämie | Zins | Interest rate | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Volatilität | Volatility |
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