The first arrow hitting the currency target : a long-run risk perspective
Takashi Kano, Kenji Wada
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Kano, Takashi ; Wada, Kenji |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 74.2017, p. 337-352
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| Subject: | Japanese yen/U.S. dollar exchange rate | Term structure | Fama regression | Long-run risk | Abenomics | Japan | Wechselkurs | Exchange rate | USA | United States | US-Dollar | US dollar | Risiko | Risk | Volatilität | Volatility | Zinsstruktur | Yield curve | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.02.024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011787985