Exchange rate volatility and its impact on the transaction costs of covered interest rate parity
Ramprasad Bhar; Suk-Joong Kim; Toan M. Pham
| Year of publication: |
2004
|
|---|---|
| Authors: | Bhar, Ramprasad ; Kim, Suk-Joong ; Pham, Toan M. |
| Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 16.2004, 4, p. 503-525
|
| Subject: | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Volatilität | Volatility | US-Dollar | US dollar | ARCH-Modell | ARCH model | Welt | World | 1986-1998 |
| 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/10002436354