Cross-dynamics of exchange rate expectations : a wavelet analysis

Jussi Nikkinen, Seppo Pynnönen, Mikko Ranta and Sami Vähämaa

Year of publication:	2011
Authors:	Nikkinen, Jussi ; Pynnönen, Seppo ; Ranta, Mikko ; Vähämaa, Sami
Published in:	International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 3, p. 205-217
Subject:	exchange rate expectations \| wavelet cross-correlations \| currency options \| Wechselkurs \| Exchange rate \| Zustandsraummodell \| State space model \| Erwartungsbildung \| Expectation formation \| Theorie \| Theory \| Währungsderivat \| Currency derivative \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Devisenoption \| Currency option

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