Interest rate differentials

Eprint first made available on ORBi (E-prints, working papers and research blog)

Hambuckers, Julien; Ulm, Maren

2019

Permalink
https://hdl.handle.net/2268/236318

directional forecast with time varying skewness_2019.pdf

Author preprint (2.34 MB)

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Keywords :

Exchange rate; interest rate

Abstract :

[en] In this paper, we revisit the predictive content of interest rates for daily exchange rate returns

Disciplines :

Finance

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > Finance de Marché

Ulm, Maren; Georg-August-Universität Göttingen

Language :

English

Title :

Interest rate differentials

Publication date :

June 2019

Available on ORBi :

since 04 June 2019

Number of views

100 (10 by ULiège)

Number of downloads

157 (6 by ULiège)