On exchange rate comovements : new evidence from a Taylor rule fundamentals model with adaptive learning
Gilles de Truchis, Cyril Dell'Eva, Benjamin Keddad
| Year of publication: |
May 2017
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| Authors: | Truchis, Gilles de ; Dell'Eva, Cyril ; Keddad, Benjamin |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 48.2017, p. 82-98
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| Subject: | Taylor rules | Adaptive learning | Fractional cointegration | Exchange rates | Taylor-Regel | Taylor rule | Wechselkurs | Exchange rate | Kointegration | Cointegration | Lernprozess | Learning process | Theorie | Theory | Schätzung | Estimation | Rationale Erwartung | Rational expectations | Kaufkraftparität | Purchasing power parity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011892319