Modeling the term structure of exchange rate expectations
Year of publication: |
November 2016
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Authors: | Bauer, Christian ; Horlemann, Sebastian |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 17.2016, 2, p. 303-335
|
Subject: | Exchange rates | Expectation | Term structure | Interest parity | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Erwartungsbildung | Expectation formation | Theorie | Theory | Rationale Erwartung | Rational expectations | Zinsparität | Interest rate parity | Deutschland | Germany |
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