Can affine term structure models help us predict exchange rates?
by Antonio Díez de los Ríos
| Year of publication: |
2006
|
|---|---|
| Authors: | Díez de los Ríos, Antonio |
| Publisher: |
Ottawa, Ontario : Bank of Canada |
| Subject: | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Deutschland | Germany | Großbritannien | United Kingdom | Kanada | Canada | Schweiz | Switzerland | EU-Staaten | EU countries | Theorie | Theory |
| Extent: | V, 43 S. graph. Darst. |
|---|---|
| Series: | Working paper / Bank of Canada. - Ottawa : [Verlag nicht ermittelbar], ISSN 1192-5434, ZDB-ID 2185930-9. - Vol. 2006,27 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 27 - 30 Zsfassung in franz. Sprache Internetausg.: http://www.bankofcanada.ca/en/res/wp/2006/wp06-27.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003359521