A rank approach for studying cross-currency bases and the covered interest rate parity
Jose E. Gomez-Gonzalez, Santiago Gomez-Malagon, Luis F. Melo-Velandia, Daniel Ordoñez-Callamand
| Year of publication: |
2020
|
|---|---|
| Authors: | Gómez González, José Eduardo ; Gomez-Malagon, Santiago ; Melo-Velandia, Luis Fernando ; Ordoñez-Callamand, Daniel |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 1, p. 357-369
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| Subject: | Covered interest rate parity | Nonparametric rank tests | Cointegration | Time series panel | Cross-currency basis | Zinsparität | Interest rate parity | Theorie | Theory | Kointegration | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01633-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012253219