A revisit on the validity of the uncovered interest rate parity-evidence from time-varying parameter models
Wanling Zhong, Yunjie Fu and Wei Ma
| Year of publication: |
2021
|
|---|---|
| Authors: | Zhong, Wanling ; Fu, Yunjie ; Ma, Wei |
| Subject: | risk premium | sieve MLE | time-varying coefficient | Uncovered interest parity | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | Schätzung | Estimation | Theorie | Theory | Zinsstruktur | Yield curve |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1924353 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012626914