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Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model
Ulm, Maren; Hambuckers, Julien
2021
 

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Disciplines :
Macroeconomics & monetary economics
Author, co-author :
Ulm, Maren
Hambuckers, Julien ;  Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché
Language :
English
Title :
Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model
Publication date :
2021
Available on ORBi :
since 15 February 2021

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