Aggregation bias in tests of the commodity currency hypothesis
Year of publication: |
2022
|
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Authors: | Bork, Lasse ; Rovira Kaltwasser, Pablo ; Sercu, Piet |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 135.2022, p. 1-24
|
Subject: | Commodity prices | Exchange rates | Forecasting | Present value model | Wechselkurs | Exchange rate | Rohstoffpreis | Commodity price | Theorie | Theory | Aggregation | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis |
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