Predicting exchange rate returns
Paresh Kumar Narayan, Susan Sunila Sharma, Dinh Hoang Bach Phan, Guangqiang Liu
| Year of publication: |
2020
|
|---|---|
| Authors: | Narayan, Paresh Kumar ; Sharma, Susan Sunila ; Dinh Hoang Bach Phan ; Liu, Guangqiang |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 42.2020, p. 1-16
|
| Subject: | Predictability | Endogeneity | Exchange rate | Forward premium | Heteroskedasticity | Persistency | Wechselkurs | Prognoseverfahren | Forecasting model | Währungsderivat | Currency derivative | Theorie | Theory | Volatilität | Volatility | Prognose | Forecast | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2019.100668 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012414387