Carry trades and endogenous regime switches in exchange rate volatility
Year of publication: |
2019
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Authors: | Cho, Dooyeon ; Han, Heejoon ; Lee, Na Kyeong |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 58.2019, p. 255-268
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Subject: | Carry trades | Endogenous regime switching model | Exchange rate volatility | Latent factor | Uncovered interest rate parity | Volatilität | Volatility | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Währungsspekulation | Currency speculation | Schätzung | Estimation | Theorie | Theory |
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