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Interest rate differentials
Hambuckers, Julien; Ulm, Maren
2019
 

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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

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