Modelling the US, UK real exchange rate-real interest rate differential relation : a multivariate regime switching approach
by Angelos Kanas
| Year of publication: |
2005
|
|---|---|
| Authors: | Kanas, Angelos |
| Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 73.2005, 2, p. 123-140
|
| Subject: | Kaufkraftparität | Purchasing power parity | Zinsparität | Interest rate parity | Volatilität | Volatility | Wechselkurssystem | Exchange rate regime | Theorie | Theory | USA | United States | Großbritannien | United Kingdom | Multiple Regression | Multiple regression |
| 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/10002719150