Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach

Global Finance Journal

Volumn 15, Issue 3 SPEC. ISS., 2005, Pages 321-335

  Frömmel, Michael ^a   MacDonald, Ronald ^b   Menkhoff, Lukas ^a  

^a LEIBNIZ UNIVERSITY HANNOVER   (Germany)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Exchange rate modeling; Markov switching model; Real interest rate differential model

Indexed keywords

EID: 13644273035     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2004.09.001     Document Type: Article

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