Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Year of publication: |
September/October 2017
|
---|---|
Authors: | Jusélius, Katarina ; Assenmacher-Wesche, Katrin |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 6, p. 1145-1155
|
Subject: | Devisenmarkt | Foreign exchange market | Schweizer Franken | Swiss franc | US-Dollar | US dollar | Unvollkommene Information | Incomplete information | Lange Wellen | Long waves | Kointegration | Cointegration | VAR-Modell | VAR model | Schweiz | Switzerland | USA | United States |
-
Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina, (2015)
-
Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina, (2014)
-
Frei, Lukas, (2008)
- More ...
-
Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina, (2015)
-
Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina, (2014)
-
Die Geldnachfrage in Europa : Aggregationsprobleme und Empirie
Wesche, Katrin, (1998)
- More ...