FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4383620790> ?p ?o ?g. }

• W4383620790 endingPage "102903" @default.
• W4383620790 startingPage "102903" @default.
• W4383620790 abstract "In this paper, we extend the Taylor rule model of exchange rate determination by incorporating the liquidity yield on government bonds, and investigate exchange rate predictability from the augmented Taylor rule model. We find that the liquidity yield on government bonds delivers additional predictive power to future exchange rate movements beyond the model with Taylor rule fundamentals, using both in-sample and out-of-sample tests. In particular, the augmented model with liquidity yield exhibits superior predictive power after the currency swap market frictions are controlled." @default.
• W4383620790 created "2023-07-09" @default.
• W4383620790 creator A5036747069 @default.
• W4383620790 creator A5053458760 @default.
• W4383620790 date "2023-10-01" @default.
• W4383620790 modified "2023-10-10" @default.
• W4383620790 title "Liquidity yield and exchange rate predictability" @default.
• W4383620790 cites W1570544789 @default.
• W4383620790 cites W1572930125 @default.
• W4383620790 cites W1597139978 @default.
• W4383620790 cites W2008154908 @default.
• W4383620790 cites W2012796138 @default.
• W4383620790 cites W2016590704 @default.
• W4383620790 cites W2047437177 @default.
• W4383620790 cites W2063388882 @default.
• W4383620790 cites W2077784031 @default.
• W4383620790 cites W2097139473 @default.
• W4383620790 cites W2097951963 @default.
• W4383620790 cites W2117178635 @default.
• W4383620790 cites W2139056740 @default.
• W4383620790 cites W2144755263 @default.
• W4383620790 cites W2298337368 @default.
• W4383620790 cites W2594616129 @default.
• W4383620790 cites W2750676898 @default.
• W4383620790 cites W2769535708 @default.
• W4383620790 cites W2795328435 @default.
• W4383620790 cites W3023652150 @default.
• W4383620790 cites W3121904436 @default.
• W4383620790 cites W3123397063 @default.
• W4383620790 cites W3123777129 @default.
• W4383620790 cites W3123892291 @default.
• W4383620790 cites W3124006124 @default.
• W4383620790 cites W3124347368 @default.
• W4383620790 cites W3124498439 @default.
• W4383620790 cites W3124550551 @default.
• W4383620790 cites W3124690764 @default.
• W4383620790 cites W3125665000 @default.
• W4383620790 cites W3125806391 @default.
• W4383620790 cites W3126013229 @default.
• W4383620790 cites W3183311522 @default.
• W4383620790 cites W4214887036 @default.
• W4383620790 cites W4231045030 @default.
• W4383620790 doi "https://doi.org/10.1016/j.jimonfin.2023.102903" @default.
• W4383620790 hasPublicationYear "2023" @default.
• W4383620790 type Work @default.
• W4383620790 citedByCount "0" @default.
• W4383620790 crossrefType "journal-article" @default.
• W4383620790 hasAuthorship W4383620790A5036747069 @default.
• W4383620790 hasAuthorship W4383620790A5053458760 @default.
• W4383620790 hasConcept C10138342 @default.
• W4383620790 hasConcept C105795698 @default.
• W4383620790 hasConcept C111472728 @default.
• W4383620790 hasConcept C121332964 @default.
• W4383620790 hasConcept C126285488 @default.
• W4383620790 hasConcept C134121241 @default.
• W4383620790 hasConcept C138885662 @default.
• W4383620790 hasConcept C141121606 @default.
• W4383620790 hasConcept C149782125 @default.
• W4383620790 hasConcept C162324750 @default.
• W4383620790 hasConcept C183582576 @default.
• W4383620790 hasConcept C197640229 @default.
• W4383620790 hasConcept C2776988154 @default.
• W4383620790 hasConcept C2778136018 @default.
• W4383620790 hasConcept C2778222704 @default.
• W4383620790 hasConcept C2992735868 @default.
• W4383620790 hasConcept C33923547 @default.
• W4383620790 hasConcept C556758197 @default.
• W4383620790 hasConcept C69738904 @default.
• W4383620790 hasConcept C97355855 @default.
• W4383620790 hasConcept C99821215 @default.
• W4383620790 hasConceptScore W4383620790C10138342 @default.
• W4383620790 hasConceptScore W4383620790C105795698 @default.
• W4383620790 hasConceptScore W4383620790C111472728 @default.
• W4383620790 hasConceptScore W4383620790C121332964 @default.
• W4383620790 hasConceptScore W4383620790C126285488 @default.
• W4383620790 hasConceptScore W4383620790C134121241 @default.
• W4383620790 hasConceptScore W4383620790C138885662 @default.
• W4383620790 hasConceptScore W4383620790C141121606 @default.
• W4383620790 hasConceptScore W4383620790C149782125 @default.
• W4383620790 hasConceptScore W4383620790C162324750 @default.
• W4383620790 hasConceptScore W4383620790C183582576 @default.
• W4383620790 hasConceptScore W4383620790C197640229 @default.
• W4383620790 hasConceptScore W4383620790C2776988154 @default.
• W4383620790 hasConceptScore W4383620790C2778136018 @default.
• W4383620790 hasConceptScore W4383620790C2778222704 @default.
• W4383620790 hasConceptScore W4383620790C2992735868 @default.
• W4383620790 hasConceptScore W4383620790C33923547 @default.
• W4383620790 hasConceptScore W4383620790C556758197 @default.
• W4383620790 hasConceptScore W4383620790C69738904 @default.
• W4383620790 hasConceptScore W4383620790C97355855 @default.
• W4383620790 hasConceptScore W4383620790C99821215 @default.
• W4383620790 hasFunder F4320322795 @default.
• W4383620790 hasLocation W43836207901 @default.
• W4383620790 hasOpenAccess W4383620790 @default.
• W4383620790 hasPrimaryLocation W43836207901 @default.
• W4383620790 hasRelatedWork W1990819141 @default.
• W4383620790 hasRelatedWork W2074764495 @default.
• W4383620790 hasRelatedWork W2102512281 @default.

• next