Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Yi-Chiuan Wang, Jyh-Lin Wu
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Yi-Chiuan ; Wu, Jyh-lin |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 1, p. 138-158
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| Subject: | independent components | interest rate differentials | liquidity premiums | nominal exchange rates | random walk | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Japan | Random Walk | Random walk | Deutschland | Germany | Großbritannien | United Kingdom | Prognoseverfahren | Forecasting model | Zinsparität | Interest rate parity | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014443191