An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Dandan Li; Atanu Ghoshray; Bruce Morley
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Dandan ; Ghoshray, Atanu ; Morley, Bruce |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 30.2013, p. 109-120
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| Subject: | Uncovered interest parity | Smooth transition model (STR) | Sharpe ratio | Limits to speculation | Carry trade | Zinsparität | Interest rate parity | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Wechselkurs | Exchange rate | Währungsspekulation | Currency speculation | Nichtlineare Regression | Nonlinear regression | Spekulation | Speculation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Devisenmarkt | Foreign exchange market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010459990