The Factor Structure of Exchange Rates Volatility : Global and Intermittent Factors
Year of publication: |
2022
|
---|---|
Authors: | Caporin, Massimiliano ; Rodríguez-Caballero, Carlos Vladimir ; Ruiz, Esther |
Publisher: |
[S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Globalisierung | Globalization | Wechselkurstheorie | Exchange rate theory |
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