Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US
Katarina Juselius
, Katrin Assenmacher
*
*
Corresponding author for this work
17
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Switzerland
100%
Real Exchange Rate Persistence
100%
Excess Returns
100%
Nominal Exchange Rate
66%
Feedback Mechanism
33%
Equilibrium Value
33%
Knowledge Base
33%
Foreign Exchange Market
33%
Parity Conditions
33%
I(2)
33%
Uncertainty Premium
33%
Long-run Equilibrium
33%
Cointegrated VAR Model
33%
Expected Change
33%
Long Swings
33%
Foreign Interest Rates
33%
PPP Puzzle
33%
Imperfect Knowledge
33%
Rational Expectations
33%
Self-reinforcing Feedback
33%
Interest Rate Differential
33%
Economics, Econometrics and Finance
Purchasing Power Parity
100%
Exchange Rate
100%
Rational Expectation
50%
Foreign Exchange Market
50%
Yield Curve
50%