Common factors and local factors : implications for term structures and exchange rates
Year of publication: |
2004
|
---|---|
Authors: | Ahn, Dong-Hyun |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 39.2004, 1, p. 69-102
|
Subject: | Portfolio-Management | Portfolio selection | International | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Hedging | Währungsderivat | Currency derivative | Schätzung | Estimation | USA | United States | Deutschland | Germany |
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