Does uncovered interest rate parity hold after all?
Year of publication: |
2019
|
---|---|
Authors: | Omer, Muhammad ; Haan, Jakob de ; Scholtens, Bert |
Published in: |
The Lahore journal of economics. - Lahore, ISSN 1811-5438, ZDB-ID 2228723-1. - Vol. 24.2019, 2, p. 49-72
|
Subject: | UIP | LIBOR | system SUR | system DGLS | system DOLS | Zinsparität | Interest rate parity | Theorie | Theory | Zinsstruktur | Yield curve |
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