Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Nessrine Hamzaoui, Boutheina Regaieg
| Year of publication: |
2016
|
|---|---|
| Authors: | Hamzaoui, Nessrine ; Regaieg, Boutheina |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 2, p. 694-702
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| Subject: | Forward Premium Anomaly | Dynamic Conditional Correlation-multivariate Generalized Autoregressive Conditional Heteroskedasticity | Conditional Volatility | Volatility Persistence | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Theorie | Theory | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Schätzung | Estimation | Kapitaleinkommen | Capital income |
freely available
| 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/10011697286