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Displaying 1 - 2 of 2
Robustness and Exchange Rate Volatility
Author: Kasa, Ken, Author: Djeutem, Edouard
Date created: 2012
Three essays on exchange rate dynamics and model uncertainty
Author: Tsague Djeutem, Edouard
Date created: 2016-05-24

Date created

Resource type

  • Report (1)
  • Thesis (1)

Collection

  • Economics (1)
  • Economics Theses (1)

Scholarly level

  • Faculty/Staff (1)
  • Graduate student (PhD) (1)

Author

  • Djeutem, Edouard (1)
  • Kasa, Ken (1)
  • Tsague Djeutem, Edouard (1)

Thesis Advisor

  • Kasa, Ken (1)

Peer reviewed?

  • No (1)

Keywords

  • (-) Exchange rates (2)
  • Robustness (2)
  • Volatility (2)
  • Detection error probability (1)
  • Forward premium puzzle (1)
  • Model uncertainty (1)
  • Persistence (1)
  • Robust learning (1)
  • state dependent risk (1)

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