Currency Factors
收藏NBER2019-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25449
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资源简介：
We examine the ability of existing and new factor models to explain the comovements of G10- currency changes, measured using the novel concept of currency baskets, representing the overall movement of a particular currency. Using a clustering technique, we find a clear two-block structure in
提供机构：
美国国家经济研究局
创建时间：
2019-01-01
