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  • Search: subject:"Bayesian time-varying regression"
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Bayesian time-varying regression 1 Currency derivative 1 Estimation 1 Exchange rate 1 Interest rate parity 1 Regression analysis 1 Regressionsanalyse 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Wechselkurs 1 Währungsderivat 1 Yield curve 1 Zinsparität 1 Zinsstruktur 1 exchange rate volatility puzzle 1 forward premium puzzle 1 stochastic volatility 1 uncovered interest rate parity 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Fu, Bowen 1 Haque, Qazi 1 Li, Mengheng 1
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ECONIS (ZBW) 1
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Exchange rates, uncovered interest parity, and time-varying fama regressions
Fu, Bowen; Li, Mengheng; Haque, Qazi - 2025
Persistent link: https://www.econbiz.de/10015372763
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