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Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars.
In: CREATES Research Papers.
RePEc:aah:create:2020-19.

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  1. Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

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