The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Shuo Cao, Huichou Huang, Ruirui Liu, Ronald MacDonald
| Year of publication: |
2019
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|---|---|
| Authors: | Cao, Shuo ; Huang, Huichou ; Liu, Ruirui ; MacDonald, Ronald |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 95.2019, p. 379-401
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| Subject: | Exchange rate forecasting | Disconnect puzzle | Carry trade risk premia | Term structure factors | Scapegoat variables | Model disagreement | Customer order flows | Wechselkurs | Exchange rate | Theorie | Theory | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market | Prognose | Forecast | Währungsrisiko | Exchange rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2018.03.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012139588