Does smooth regime-switching model provide better detection effectiveness in foreign exchange exposure?
Po-Chin Wu; Shio-Yen Liu
| Year of publication: |
2012
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|---|---|
| Authors: | Wu, Po-chin ; Liu, Shio-yen |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 11.2012, 8, p. 829-838
|
| Subject: | Theorie | Theory | Währungsrisiko | Exchange rate risk | Schätzung | Estimation | Wechselkurs | Exchange rate |
| 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/10010199244