Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise
| Year of publication: |
1998
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|---|---|
| Authors: | Mark, N.C. ; Wu, Y. |
| Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford [u.a.] : Blackwell, ISSN 1468-0297, ZDB-ID 30259. - Vol. 108.1998, 451, p. 1686-1706
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