The effects of interest rates, stock prices and trading day to the duration of daily exchange rate pattern : using survival analysis
Year of publication: |
2017
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Authors: | Lee, Seo-Hyeong ; Lee, Ki-dong ; Kim, Yoon-chul |
Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 10.2017, 3/4, p. 404-425
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Subject: | exchange rate | survival analysis | hazard rate | duration | cumulative probability | Wechselkurs | Exchange rate | Börsenkurs | Share price | Zins | Interest rate | Statistische Bestandsanalyse | Duration analysis | Schätzung | Estimation | Dauer | Duration | Theorie | Theory |
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