Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Lucio Sarno; Giorgio Valente and Hyginus Leon
| Year of publication: |
2006
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|---|---|
| Authors: | Sarno, Lucio ; Valente, Giorgio ; Leon, Hyginus L. |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 10.2006, 3, p. 443-482
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| Subject: | Zinsparität | Interest rate parity | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| 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/10003408032