Hatemi-J, Prof. Abdulnasser; Maneschiöld, Maneschiöld … - In: Economia Internazionale / International Economics 57 (2004) 1, pp. 1-10
The interest rate parity relationship is analysed with and without the inclusion of a time-varying risk premium. A panel data set of returns on Eurocurrency deposits is used to test for a panel unit root as well as for common movements in the risk premia across deposits denominated in different...