IDENTIFYING EXCHANGE RATE COMMON FACTORS (Q4629237)
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scientific article; zbMATH DE number 7039835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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