The long-run component of foreign exchange volatility and stock returns
Ding Du; Ou Hu
| Year of publication: |
2014
|
|---|---|
| Authors: | Du, Ding ; Hu, Ou |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 31.2014, p. 268-284
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| Subject: | Foreign exchange volatility | Long-run component of foreign exchange volatility | Short-run component of foreign exchange volatility | Mimicking-factor portfolios | Volatilität | Volatility | Wechselkurs | Exchange rate | Welt | World | Devisenmarkt | Foreign exchange market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011299324