Assessing the predictive ability of sovereign default risk on exchange rate returns
Claudia Foroni, Francesco Ravazzolo, Barbara Sadaba
| Year of publication: |
2018
|
|---|---|
| Authors: | Foroni, Claudia ; Ravazzolo, Francesco ; Sadaba, Barbara |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 81.2018, p. 242-264
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| Subject: | CDS | Exchange rates | Forecasting | Sovereign risk | Term structure models | Wechselkurs | Exchange rate | Länderrisiko | Country risk | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Schätzung | Estimation | Theorie | Theory | Währungsrisiko | Exchange rate risk | Prognose | Forecast | US-Dollar | US dollar | Welt | World | Staatsbankrott | Sovereign default |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000048