MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA (Q3426144)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA |
scientific article |
Statements
MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA (English)
0 references
8 March 2007
0 references
macroeconomic shocks
0 references
foreign exchange risk premia
0 references
nonlinear VAR
0 references
exchange rate overshooting
0 references
