Exchange rate volatility and uncovered interest rate parity in the European emerging economies
Dejan Živkov, Jovan Njegić, Mirela Momčilović, Ivan Milenković
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Živkov, Dejan ; Njegić, Jovan ; Momčilović, Mirela ; Milenković, Ivan |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 25.2016, 3, p. 253-270
|
| Subject: | East European countries | CGARCH-M | uncovered interest rate parity | structural breaks | carry-trade strategy | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Osteuropa | Eastern Europe | EU-Staaten | EU countries | Volatilität | Volatility | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18267/j.pep.562 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011535459