Empirical exchange rate models and currency risk : some evidence density forecasts
Lucio Sarno; Giorgio Valente
| Year of publication: |
2005
|
|---|---|
| Authors: | Sarno, Lucio ; Valente, Giorgio |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 24.2005, 2, p. 363-385
|
| Subject: | Wechselkurstheorie | Exchange rate theory | Empirische Methode | Empirical method | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Währungsrisiko | Exchange rate risk | Schätzung | Estimation | USA | United States |
| 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/10002636012