Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades
Year of publication: |
2014
|
---|---|
Authors: | Ames, Matthew |
Other Persons: | Bagnarosa, Guillaume (contributor) ; Peters, Gareth (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Zinsparität | Interest rate parity | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income |
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