Testing uncovered interest rate parity using LIBOR
Year of publication: |
2014
|
---|---|
Authors: | Omer, Muhammad ; Haan, Jakob de ; Scholtens, Bert |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 28/30, p. 3708-3723
|
Subject: | UIP | LIBOR | block bootstrap panel unit root test | panel cointegration | Panel | Panel study | Zinsparität | Interest rate parity | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Welt | World | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
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