Asymmetric over- and undershooting of major exchange rates : evidence from quantile regressions
Konstantin Kuck; Robert Maderitsch; Karsten Schweikert
| Year of publication: |
2015
|
|---|---|
| Authors: | Kuck, Konstantin ; Maderitsch, Robert ; Schweikert, Karsten |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 126.2015, p. 114-118
|
| Subject: | Informational efficiency | Quantile regression | State-dependence | Foreign exchange | Wechselkurs | Exchange rate | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation | Devisenmarkt | Foreign exchange market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011376437