A re-examination of the impacts of macroeconomic and financial shocks on real exchange rate fluctuation : evidence from G7 and Asian countries
Douglas Kai Tim Wong
| Year of publication: |
2020
|
|---|---|
| Authors: | Wong, Douglas Kai Tim |
| Subject: | Exchange rate | expectation shock | currency risk premium shock | sign restrictions | Schock | Shock | Kaufkraftparität | Purchasing power parity | Wechselkurs | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | VAR-Modell | VAR model | Asien | Asia | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1765962 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307745