Modeling the term structure of exchange rate expectations
Christian Bauer and Sebastian Horlemann
| Year of publication: |
November 2016
|
|---|---|
| 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
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| Subject: | Exchange rates | Expectation | Term structure | Interest parity | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Theorie | Theory | Zinsparität | Interest rate parity | Währungsderivat | Currency derivative | Deutschland | Germany | Rationale Erwartung | Rational expectations |
| 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/10011656907