Identification of exchange rate shocks with compositionaldata and written press

D. Gámez Velázquez, G. Coenders

Open source

DOI: 10.46503/ldaw9307
Published: 2020
Container: Finance, Markets and Valuation
Publisher: Asociacion para la Formacion y la Investigacion en Ciencias Economicas y Sociales
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.46503/ldaw9307,
  title = {Identification of exchange rate shocks with compositionaldata and written press},
  author = {D. Gámez Velázquez and G. Coenders},
  year = {2020},
  journal = {Finance, Markets and Valuation},
  doi = {10.46503/ldaw9307},
  url = {https://doi.org/10.46503/ldaw9307}
}

RIS

TY  - JOUR
TI  - Identification of exchange rate shocks with compositionaldata and written press
AU  - D. Gámez Velázquez
AU  - G. Coenders
PY  - 2020
JO  - Finance, Markets and Valuation
DO  - 10.46503/ldaw9307
UR  - https://doi.org/10.46503/ldaw9307
ER  -

APA

Velázquez, D. G., & Coenders, G. (2020). Identification of exchange rate shocks with compositionaldata and written press. Finance, Markets and Valuation. https://doi.org/10.46503/ldaw9307

Source records

crossref · retrieved 2026-11-06T22:03:35.296Z