Cross-dynamics of exchange rate expectations: A wavelet analysis

International Journal of Finance and Economics

Volumn 16, Issue 3, 2011, Pages 205-217

  Nikkinen, Jussi ^a   Pynnönen, Seppo ^a   Ranta, Mikko ^a   Vähämaa, Sami ^a  

^a UNIVERSITY OF VAASA   (Finland)

Author keywords

Currency options; Exchange rate expectations; Wavelet cross correlations

Indexed keywords

CURRENCY; EXCHANGE RATE; FINANCIAL MARKET; PROBABILITY DENSITY FUNCTION; WAVELET ANALYSIS;

JAPAN; UNITED KINGDOM; UNITED STATES;

EID: 79957879504     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.423     Document Type: Article

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