Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
| Year of publication: |
2006
|
|---|---|
| Authors: | Sarantis, Nicholas |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 25.2006, 7, p. 1168-1186
|
| Publisher: |
Elsevier |