Can affine term structure models help us predict exchange rates?
Antonio Diez de los Rios
| Year of publication: |
2009
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|---|---|
| Authors: | Díez de los Ríos, Antonio |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 41.2009, 4, p. 755-766
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| Subject: | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Großbritannien | United Kingdom | Kanada | Canada | Schweiz | Switzerland | Deutschland | Germany | EU-Staaten | EU countries |
| 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/10003844273