Testing uncovered interest rate parity using LIBOR
Muhammad Omer, Jacob Haan and Bert Scholtens
| Year of publication: |
2014
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|---|---|
| Authors: | Omer, Muhammad ; Haan, Jakob de ; Scholtens, Bert |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 28/30, p. 3708-3723
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| Subject: | UIP | LIBOR | block bootstrap panel unit root test | panel cointegration | Zinsparität | Interest rate parity | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Panel | Panel study | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach | Welt | World | Zinsstruktur | Yield curve |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10010419955