Testing the uncovered interest parity using traded...

Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations

Nicholas Sarantis
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
25
Year:
2006
Language:
english
DOI:
10.1016/j.jimonfin.2006.08.002
File:
PDF, 306 KB
english, 2006
Conversion to is in progress
Conversion to is failed