Testing for the uncovered interest parity using distributions implied by FX options
| Year of publication: |
2004-09-27
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|---|---|
| Authors: | Cincibuch, Martin ; Vavra, David |
| Institutions: | Money Macro and Finance Research Group |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10004971102