An incomplete markets explanation of the uncovered interest rate parity puzzle
Year of publication: |
May 2016
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Authors: | Rabitsch, Katrin |
Published in: |
Review of international economics. - Oxford : Wiley-Blackwell, ISSN 0965-7576, ZDB-ID 1161757-3. - Vol. 24.2016, 2, p. 422-446
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Subject: | Uncovered Interest Rate Parity | Incomplete Market | Precautionary Savings | Time-Varying Risk | Zinsparität | Interest rate parity | Devisenmarkt | Foreign exchange market | Sparen | Savings | Risikoprämie | Risk premium | Intertemporale Entscheidung | Intertemporal choice | Unvollkommener Markt | Incomplete market | Zwei-Länder-Modell | Two-country model |
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