IDENTIFYING EXCHANGE RATE COMMON FACTORS (Q4629237)

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scientific article; zbMATH DE number 7039835
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IDENTIFYING EXCHANGE RATE COMMON FACTORS
scientific article; zbMATH DE number 7039835

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    IDENTIFYING EXCHANGE RATE COMMON FACTORS (English)
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    21 March 2019
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    exchange rate returns
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    stochastic discount factors
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    principal components forecasting
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