Do foreign exchange forecasters believe in Uncovered Interest Parity?
Juan Carlos Cuestas, Fabio Filipozzi, Karsten Staehr
| Year of publication: |
August 2015
|
|---|---|
| Authors: | Cuestas, Juan Carlos ; Filipozzi, Fabio ; Stæhr, Karsten |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 133.2015, p. 92-95
|
| Subject: | Forecasting | Exchange rates | UIP | Eastern Europe | Structural breaks | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Osteuropa | Schätzung | Estimation | US-Dollar | US dollar | Polen | Poland |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.05.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011432013