Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP

Journal of Empirical Finance

Volumn 15, Issue 3, 2008, Pages 455-467

  Menkhoff, Lukas ^a   Rebitzky, Rafael R ^a  

^a LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

Exchange rates; Investor sentiment; Long horizon regression; Threshold VECM

Indexed keywords

EID: 42649131067     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2007.09.001     Document Type: Article

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