The yen-dollar risk premium : a story of regime shifts in bond markets
Year of publication: |
2022
|
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Authors: | Cho, Sungjun ; Hyde, Stuart ; Liu, Liu |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 78.2022, p. 1-22
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Subject: | Exchange rates | Regime switching | Term structure | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Schätzung | Estimation | Wechselkurssystem | Exchange rate regime | Japan | Wechselkurs | Exchange rate | Rentenmarkt | Bond market | Yen | Volatilität | Volatility |
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