Macroeconomic fundamentals and the exchange rate dynamics : a no-arbitrage macro-finance approach
Weiwei Yin; Junye Li
| Year of publication: |
2014
|
|---|---|
| Authors: | Ying, Weiwei ; Li, Junye |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 41.2014, p. 46-64
|
| Subject: | Exchange rate dynamics | Macroeconomic fundamentals | Stochastic discount factor | Term structure of interest rates | Unscented Kalman filter | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Volatilität | Volatility | Zustandsraummodell | State space model | Wechselkurstheorie | Exchange rate theory | Makroökonomik | Macroeconomics | Stochastischer Prozess | Stochastic process | Diskontierung | Discounting |
| Extent: | graph. Darst. |
|---|---|
| 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/10010338744