Do Financial Market Variables Show Indicator Properties Relative to Exchange Rate Returns?
Year of publication: |
2006
|
---|---|
Authors: | Castrén, Olli |
Published in: |
Review of World Economics (Weltwirtschaftliches Archiv). - Institut für Weltwirtschaft (IfW). - Vol. 142.2006, 1, p. 165-180
|
Publisher: |
Institut für Weltwirtschaft (IfW) |
Subject: | Exchange rates | asset prices | capital flows | market microstructure | GMM | logit estimation |
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